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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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Banks have been comfortable taking on large amounts of risk in trading options on the dollar versus the offshore renminbi. As liquidity, hedging and volatility increase with the currency’s rising popularity however, new market entrants, new derivatives products and confidence in the Chinese liberalisation programme will drive growth in coming months, according to speakers at a panel hosted by CME Group and the Treasury Markets Association. -
Investors may soon see structured equity products listed on exchanges as banks look to save costs by using electronic platforms to quote standardised products, instead of individually pricing them over-the-counter.
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The process of minimising line items in a portfolio has been a driving force behind trade compression and termination tools, but whether or not it is the ideal solution has been questioned by some market participants. Gabriel Suprise investigates.
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LCH-CME basis swaps have been growing in frequency as dealers seek to balance exposure between one or more central counterparties, reports Beth Shah.
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Tools that enable firms, whether buyside or sellside, to reduce the number of line items in a portfolio, while keeping the same risk profile, are changing the way market participants trade derivatives.
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The US has raced ahead of Europe and the rest of the world in implementing derivatives regulation since the global financial crisis in 2008. So it will come as no surprise that US buy and sellsiders are also ahead in implementing compression and similar tools to tidy up their balance sheets. However, Europe is not far behind, as Hazel Sheffield reports.
