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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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With a feared Chinese quarter-end liquidity squeeze failing to materialise, those market players holding 1s/5s CNY flatteners have switched to betting on a data-driven move in the five year sector. Meanwhile, the People's Bank of China (PBoC) is moving to establish closer financial ties with Europe, writes Deirdre Yeung. -
Michel Barnier, commissioner of the European Commission, will soon make clearing rules in Japan, Singapore, Australia, Hong Kong and India equivalent with the EU’s regime, but is holding off on making the same determination for the US.
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LCH-CME basis swaps, where one counterparty pays a fixed rate on a swap cleared on LCH.Clearnet’s SwapClear versus receiving a fixed rate on a swap cleared by CME Clearing, and vice versa, are to grow in frequency as dealers seek to balance exposure between one or more central counterparties, writes Beth Shah.
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Credit Suisse is seeing greater interest this year from investors in strategies that use its algorithmic indexes to time portfolio allocations to CBOE VIX futures as tail risk hedges.
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Andrea Sozzi Sabatini, the former head of equity derivatives and structured retail sales for Europe, the Middle East, Africa and Latin America in London, has joined Julius Baer in a new role.
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The synthetic collateralised debt obligation market, not seen since and often blamed for the onset of the global financial crisis, could see a revival in Europe and the US, following the implementation of the International Swaps and Derivatives Association’s 2014 credit derivatives definitions in September.
