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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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U.S. hedge funds and U.K. real money managers are looking at trading Italian and Spanish government bonds against credit default swaps on the largest banks of the two countries. -
—Ann Tranqui, head of flow derivatives sales at Société Générale in Hong Kong, on why investors, who have been entering into option strategies to profit from the volatility spread between the Nikkei and the S&P 500, are sticking with the trades.
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A slew of ex-Deutsche Bank staffers have founded a new buyside brokerage called Prism Financial Products, with the help of Brevan Howard co-founder Christopher Rokos.
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The results of the Global Derivatives Survey have been revealed. Subscribers can view the rankings of sellsiders, interdealer brokers and law firms active in the global derivatives market.
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The final framework for margin requirements for non-centrally cleared derivatives has been released by the Basel Committee on Banking Supervision and the International Organization of Securities Commissions. The globally agreed standards under the framework require all financial firms and systemically important non-financial entities that engage in non-centrally cleared over-the-counter derivatives to exchange initial and variation margin commensurate with the counterparty risks arising from such transactions.
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The U.S. stepped back from the brink and avoided a technical default, and in doing so saved the world from another recession.
