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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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Institutional investors have been active in short-dated upside call flow on the Japan Exchange-Nikkei 400 index, a new trend according to traders. The trades, which had an average notional of around $1 million, follow an announcement from Japan’s Government Pension Investment Fund that it will include the new index in its benchmarks. -
More weak Chinese data have added weight to expectations the PBoC will ease the reserve requirement ratio (RRR). This has supported good offered-side interest in short CNY swaps which has, in turn, exerted steepening pressure across the swap curve, writes Deirdre Yeung of Total Derivatives.
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CNY swaps have been well offered as the market anticipates a weak domestic GDP report later this week. Short-end swaps have seen particularly good interest to receive. China Unicom issued a CNY4bn 3y Dim sum bond while Gazprombank is planning a return to the market, writes Deirdre Yeung of Total Derivatives.
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The Canadian Securities Administrators plans to extend the date for the implementation of over-the-counter derivatives trade reporting requirements until October 31 for clearing agencies and dealers, and until June 30, 2015 for all other OTC derivatives market participants.
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A mix of hedge funds, real money and bank desks are looking at ways to avoid paying theta during the Easter holidays in Europe by trading payer spreads 1x1 on the iTraxx Main, with some also tapping 1x2 payers.
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The Chicago Board Options Exchange reported that first day trading volume for its short-term volatility index options totaled an estimated 3,134. According to traders, the success of the new options with weekly expirations stems from the fact that the shorter time horizon of the VXST enables the options to be even more responsive to market moves than the longer-dated VIX.
