© 2026 GlobalCapital, Derivia Intelligence Limited, company number 15235970, 161 Farringdon Rd, London EC1R 3AL. All rights reserved.

Accessibility | Terms of Use | Privacy Policy | Modern Slavery Statement | Event Participant Terms & Conditions | Cookies

Derivatives

Top Section/Ad

Top Section/Ad

Most recent


CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
SSA
New contracts cannot yet be traded in US
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
More articles/Ad

More articles/Ad

More articles

  • Overall credit default swap notional that was reported to swap data repositories last week increased by 52% from the previous week, according to data from the International Swaps and Derivatives Association. This was a significant increase following a sharp decrease of 30% reported in the previous week. Overall interest rates derivatives trading that was reported, however, declined by 23%.
  • Short CNY swaps were better offered on Tuesday, with easier liquidity conditions and weak Chinese data driving the interest. Meanwhile, Taiwan’s Sinopac is preparing to trade CNH bonds in Taiwan, writes Deirdre Yeung of Total Derivatives.
  • Investors have been trading short-dated risk reversals on high yield bond exchange-traded funds or big cap equity ETFs in a bid to hedge further declines in the US stock market.
  • Investors should look at buying euro zero-cost 1x2 receiver spreads due to the expectation that short and intermediate € rates will not durably or significantly follow US dollar rates up.
  • ICE Benchmark Administration has assumed the role of administrator for ISDAFIX, the benchmark for the International Swaps and Derivatives Association's annual swap rate.
  • Short CNY swaps have been well offered on anticipation of more monetary easing from the People's Bank of China (PBoC). The curve is expected to bull steepen as a result. Meanwhile, China has adjusted the Shibor fixing time and Taiwan has relaxed restrictions on dim sum bond trading, writes Deirdre Yeung of Total Derivatives.