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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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Short-end CNY swaps turned better offered on Tuesday as concerns about China's growth trajectory re-emerged despite recent firm data, writes Deirdre Yeung of Total Derivatives. -
Volatility across asset classes declined to record levels last week, shifting the S&P 500’s term structure, steepening the skew and opening up ratio risk reversal strategies for investors.
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Collateral is being locked up in bottlenecks caused by changes to regulations, central bank policy and risk management techniques, potentially making the take-up of central clearing of over-the-counter derivatives harder.
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Investors should consider volatility swaps should the correlation between euro/sterling and sterling/dollar turn positive, therefore widening the volatility spread between the two currency pairs. Sterling/dollar has recently been skewed to the upside, while euro/sterling has dropped since Bank of England governor Mark Carney threatened to hike interest rates earlier than the market expected; meaning the correlation between the two currency pairs has been strongly negative.
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Maurice Nadjar-Primack, a managing director in emerging markets equity trading at Barclays in London, has left the firm.
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Julien Raffelsbauer, ex-head of high yield, leveraged loans, special situations and distressed debt at BNP Paribas in London is joining HSBC in a senior credit trading role.
