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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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The derivatives exposure method in the recently issued Basel III Leverage Ratio Framework and Disclosure Requirements may hit firms' ability to use cleared derivatives to hedge risk, two industry bodies believe.
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CME group plans to launch futures on tri-party repurchase agreement indices developed by BNY Mellon, providing investors with a novel tool to hedge their interest rate risk.
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Funds have increasingly been buying topside options on the dollar against the yen as the Japanese unit continues to depreciate, however, high strikes on the currency pair are anomalously cheap despite the fact that both volatility and spot have continued to increase.
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Institutional investors such as pension funds are increasingly interested in futures and exchange traded funds on MSCI minimum volatility factor indices based off its equity market indices, including the MSCI emerging market futures index.
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Open interest in dollar-denominated interest rate swap futures on Chicago-based futures bourse Eris Exchange has reached $14bn in notional, a new record all-time high.
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Hedge funds have been picking up puts on the euro against the dollar with reverse knockouts following increased volatility on the currency pair and a gradual strengthening of the latter currency over the past month.