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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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Tighter Chinese liquidity conditions backed a bid in short CNY swaps on Thursday. A continuation of this pressure is expected to drive flattening pressure across the 2s/5s slope into the end of the quarter. Meanwhile, Nomura has outlined a short-end CNH IRS trade idea, Moody's expects China's credit ratings to withstand the rebalancing challenge and the UK has tightened its CNY trading ties, writes Deirdre Yeung of Total Derivatives. -
Examiners investigating investment banks' compliance with the Volcker rule in the US will scrutinise any recent mergers of trading desks into single entities.
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Hedge funds are increasingly entering one-year conditional variance swaps on the S&P 500 that typically use knock-in features, or other conditional characteristics, to cheapen the swap in a bid to benefit from the low volatility in US equities.
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Old Park Capital’s Maestro strategy has made returns of more than 2% separately in April and May, despite decreasing market volatility. The resilient performance comes after it extended the strategy to the S&P alongside the Eurostoxx, benefiting from extended futures trading windows.
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Tullett Prebon has launched an aggregated feed of swap data repository data for the interest rate swaps market, in a bid to increase price transparency by combining standardised post-trade data with pre-trade bids and offers.
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Investment banks are developing credit products including credit linked notes, total return swaps and credit default swaps in Malaysia, in response to increasing demand from hedge funds for new investment opportunities in the country.
