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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
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  • The skillset and experience of Marty Chavez is superlative—few can boast the same degree of commercial and technological savoir-faire that has brought such success to a wide array of businesses across all asset classes and functions
  • Investors should look at buying a January 2015 variance swap on the SPDR S&P Metals and Mining exchange-traded fund for 29.7 points, while selling a Jan. 2015 variance swap on the S&P 500 for 17.2 points, in a bid to play possible impending turbulence in China and other emerging markets.
  • To benefit from the low levels of volatility in the euro, Barclays is pitching a trade whereby investors sell 1x2 EUR payer spreads; therefore, positioning for a near-term sell-off in rates.
  • Worries over a funding squeeze amid tax payments from Chinese corporates supported good paying at the front-end of the CNY curve and 1s/5s swaps flattened out by a few basis points. In the research, Nomura strategists favour receiving CNY - despite tight swap spreads, writes Deirdre Yeung of Total Derivatives.
  • Overall interest rate derivatives and credit default swaps trading that was reported to the swap data repository between April 14--19 significantly decreased from the previous week, according to data from the International Swaps and Derivatives Association.
  • The Securities and Exchange Commission has voted to propose new rules covering record keeping, reporting and notification requirements for security-based swap dealers and major security-based swap participants.