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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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Investors have increasingly been buying options on the euro against both the dollar and sterling, as market participants expect further volatility to occur in the single currency following comments from European Central Bank president Mario Draghi at last week’s annual symposium in Jackson Hole. -
Volatility arbitrage hedge funds were seen last week buying far out-the-money November 2014 and March 2015 calls on realized S&P 500 forward variance swaps.
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Société Générale is seeing interest among macro hedge funds for outperformance options that pit a newly created Japan buyback index against the Topix Total Return Index.
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Overall credit default swap notional that was reported to swap data repositories last week decreased by 27% from the previous week, according to data from the International Swaps and Derivatives Association. This follows a decrease of 30% from the week prior. Overall interest rates derivatives trading that was reported, also declined by 13%.
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Fund managers are taking long positions on peripheral banks cautiously, expecting an imminent European balance sheet review to reveal further inconsistencies similar to those at Banco Espirito Santo, which resulted in the Portuguese government splitting the bank.
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Investors are shifting to short-dated September or October puts on the S&P 500, targeting strikes between 1,900 and 1,800.
