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◆ Public sector issuers embrace hedge fund bid... ◆ ... as they flex in the swap market ◆ Car makers welcomed back to bond market
CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
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The credit spreads of five major US banks have widened since they posted fourth quarter earnings results, regardless of whether the earnings posted were above or below expectations, according to a new report by Markit. The report suggests that credit market participants are showing caution on US financial names as regulatory charges heighten investors' awareness of credit risk. -
The Options Clearing Corporation (OCC) has established a pre-funded $1bn committed repurchase facility with a leading pension fund in order to increase the central counterparty’s overall liquidity resources from $2bn to $3bn.
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Investors have been looking at buying call spreads on the Euro Stoxx 50, funded with out-of-the-money put spreads based on high volatility and expectations of quantitative easing announcements at the European Central Bank meeting on January 22.
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Liquidity concerns and firm data have supported paying in CNY swaps. However, the current 1s/5s inversion is expected to limit short-end paying and extend the bid towards five years, writes Deirdre Yeung of Total Derivatives.
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Overall interest rate derivatives trading that was reported to swap data repositories last week increased by 14% from the previous week, according to data from the International Swaps and Derivatives Association.
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BGC Partners has retaliated once more within hours of CME Group announcing an increased two-tier, front end-loaded tender offer for GFI Group at $5.85 per share, with the interdealer broker offering a fully financed, all-cash tender offer of $6.10 per share.
