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CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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Regulators demand numerous know-your-customer checks to be performed and accurate client and counterparty data checks be made. Not only do firms need to make substantial changes to their internal processes to meet these requirements, they must ensure that the counterparty and client data they hold is accurate from the outset and then efficiently managed forevermore. Legal entity data management is far from a simple task, however, and with a swathe of risk management and investor transparency requirements due to come into force over the coming years, firms need to give this critical activity some serious attention. To read the full Learning Curve titled ‘The big data challenge: firms must act now’ written by Mark Davies, general manager and head of Avox, please go to www.globalcapital.com/derivatives/learning-curves.
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Bursa Malaysia Derivatives has launched enhanced five year bond futures, providing market participants with a tool to help manage risk in an environment governed by central bank interest rate policies.
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A credit event similar to the 2013 default of SNS Reaal would test out new terms of derivatives contracts, and would be likely to convince some market participants to make the switch from credit default swap contracts governed by 2003 definitions, to the new rules implemented by the International Swaps and Derivatives Association earlier this year.
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CME Group has increased its offer for GFI Group to compete with a recent bid by BGC Partners. The exchange has now increased the consideration payable to GFI Group stockholders from $4.55 a share, to $5.25 a share, payable in a mix of CME Group Class A common stock and cash. -
Hedge funds and sophisticated real money accounts are cleaning up their credit option positions for year-end, which is resulting in sluggish flows on the indices.
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Anticipation of year-end liquidity pressure has backed paying interest in short-end CNY swaps. The 1s/5s NDIRS curve slope has flattened to sub-10bp levels but a correction is seen as unlikely in the near-term, writes Deirdre Yeung of Total Derivatives.
