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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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Truston Asset Management, a Korean asset manager with assets under management of $14 billion as of April, has signed up to standardise its domestic equity post-trade processes with Omgeo, making it the first Korean asset manager to use Omgeo’s post-trade processing capabilities for domestic trades.
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The Chicago Board Options Exchange will launch futures trading on the CBOE/ Chicago Board of Trade 10-year US Treasury Note Volatility Index on Thursday, Nov. 13, allowing users to hedge interest rate volatility risk based on U.S. government debt with a single product for the first time. -
Issuers hedging exposures to credit-linked notes using credit default swaps may find they are subject to higher capital charges after Sept. 22, when a new set of definitions governing the terms of a credit event come into play.
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The Argentine credit default swap auction was resolved on Wednesday with restructured bonds on the sovereign valued at 39.5c on the dollar.
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Swap documentation such as the International Swaps and Derivatives Association master agreements and credit support annexes — the contracts at the heart of so much wrangling between issuers and dealers in the supranational and agency bond market in recent years — are likely to be non-existent in the coming years for firms that only trade vanilla products. This is due to regulation that requires certain financial instruments to be cleared through central counterparty (CCP) clearing houses, writes Beth Shah.
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Strong PMI data this week has backed good paying in five year swaps, which has steepened the 2s/5s curve slope. Dim sum bond issuance has picked up despite the recent renminbi weakness, writes Deirdre Yeung of Total Derivatives.
