Top Section/Ad
Top Section/Ad
Most recent
◆ 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
More articles/Ad
More articles/Ad
More articles
-
Investors are profiting by trading long and short baskets on a systematic single-name screening framework by Barclays. According to Søren Willemann, head of European credit strategy in London, the framework produced a return of 10 basis points for the long basket and 4 bps for the shorts on a delta-hedged basis over four weeks from Aug. 2.
-
Structurers in Japan are seeing a return in interest among private bank investors for structured products referencing U.S. dollar 10-year swap rates, as U.S. quantitative easing tapering in the short-term could lead to rates moving even higher.
-
The Royal Bank of Scotland in Japan is marketing six-month yen-denominated Nikkei 225 contingent payer swaptions to hedge fund investors as a hedge against a selloff in Japanese government bonds and equity. -
Some players are positioning for a decline in volatility using Eurostoxx 50 and Vstoxx option strategies in the wake of the volatility spike on Monday and Tuesday.
-
Emerging markets have endured a two-pronged assault in recent weeks. Concerns about quantitative easing tapering have driven U.S. Treasury yields higher and triggered outflows from EM funds, while fears that China could struggle to engineer a soft landing for its economy have made matters worse for countries dependent on Chinese demand.
-
Hedge Fund CQS has tapped Greg Sadler, a financials trader in credit at Barclays in London, as a portfolio manager.
