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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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Credit strategists are recommending investors explore trading strategies in the iTraxx Senior Financials and Subordinated Financials indices, as they expect financials to tighten after the launch of new credit default swap definitions in September. -
ICAP’s iSwap platform has reported a new monthly record for US Dollar interest rate swap volume in June 2014. The platform noted 588 trades worth a notional value of $26 billion in June, representing 31% of all $ IRS trades at the firm.
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Asset managers and pension funds have been increasingly buying CBOE Volatility Index call options, aiming at strikes of 16 and 17, while volatility hedge funds are considering put and put spreads on a VIX exchange-traded note.
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Structures such as forward volatility agreements that capture lower volatility carry rolldown relative to outright short vol positions, but are protected from broad based moves in higher fx vols, are expected to gain traction in the continued low vol environment.
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The credit options market may be underhedged according to BNP Paribas, which notes that DTCC data from the June credit options expiry shows the second biggest drop of outstanding amount and number of trades on record.
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The Alternative Investment Management Association, an industry association of global hedge funds, has published over-the-counter clearing guidelines for asset managers.
