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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 global macro picture remains a concern, but credit investors will turn their attentions to micro factors over the next few weeks as earnings season gains momentum. -
Hedge funds and real money players have continued to buy credit volatility this week by buying payer structures in iTraxx Crossover and Main, while also buying receivers, mostly on Main.
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Access to clearing houses for the buyside may increasingly become limited as some clearing members, known as futures commissions merchants in the US, are struggling to turn a profit on their clearing offerings. This has resulted in some firms exiting such business entirely, and limiting the FCM’s with which buysiders can clear with.
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Overall credit default swap notional that was reported to swap data repositories last week spiked by 41% from the previous week, according to data from the International Swaps and Derivatives Association. This follows five weeks of a consistent uptick in CDS notional, with a combined increase of 119%.
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French corporates have been picking up accumulators on the euro against the US dollar as a tool to buy euros for a more favourable exchange rate by selling volatility in return.
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Hedge funds are looking at going long equity and short credit by buying at-the-money Eurostoxx 50 calls and selling iTraxx Main receivers, in a bid to target equity outperformance in a bullish market.
