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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 Korea Exchange is remodeling its futures and options market, introducing real-time limits on derivatives prices and reforming the system for fixing erroneous transactions as the bourse gears towards the introduction of futures on its Volatility-KOSPI200 index. -
Hedge funds acting as clients of clearing members may delay clearing trades under the European Markets Infrastructure Regulation to allow the members to finanlise necessary documentation in a bid to save on costs.
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Investors are increasingly buying options on the euro, particularly against the dollar and sterling, which is helping to push volatility up following months of low fx volatility.
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Although the data-related rally in CNY rates extended on Tuesday, sources said the move was beginning to look overdone. A currency-driven bid in short-end swaps has backed the recent flattening in the 2s/5s swap curve slope, writes Deirdre Yeung of Total Derivatives.
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Big asset managers and hedge funds are putting on steepeners in the iTraxx Main index, expecting steepening between the five and 10 year points of the curve when the index goes through its semi-annual roll over to its 22nd series on September 22.
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Weaker than expected Chinese PMI data has supported receiving in three to five year CNY swaps, while a weaker currency fixing has backed light paying around the two year sector, writes Deirdre Yeung of Total Derivatives.
