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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 European Securities and Markets Authority's decision to delay publishing essential credit derivatives clearing standards could mean that the European Commission is reconsidering an €8bn notional clearing threshold for the front-loading of trades, market participants hope.
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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. -
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.
