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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 International Capital Markets Association’s secondary bond markets liquidity survey shows the sellside is “surprisingly not as despondent as it could be”, as dealers adapt to the new business environment and revise how they charge for balance sheet. Although liquidity has grown far worse since the crisis, bond traders large and small still have strategies to stay in the business and have adapted to some of the challenges of regulation.
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The financial crisis trained investors to be more attentive to potential areas of complacency, especially where derivatives are involved.
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Back in the summer of 2013, there were two main themes that investors feared could trigger a change in the credit cycle. One is now a distant memory, the forces behind the other have exhibited a change of heart this year.
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Tullet Prebon has acquired PVM Oil Associates, adding substantial energy trading capacity to the firm’s product and services offerings. Tullett Prebon’s ability to trade oil-based over-the-counter derivatives contracts will be substantially improved, as will its ability to expand into futures and physical options broking.
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The Intercontinental Exchange has completed the Liffe future and options transition to ICE Futures Europe. The final phase of the transition was completed with the equity derivatives suite transferring to the ICE platform, following the migration of European interest rate derivatives and soft commodity contracts earlier this year.
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Banks including Goldman Sachs and JPMorgan are testing a new database called Clarient Entity Hub internally with their asset management divisions, according to Matthew Stauffer, CEO of Clarient.