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
-
Option traders and hedge fund investors have been playing the steeper skew level on the Hang Seng China Enterprises Index, compared with the Hang Seng Index, since July, via short-dated listed options, put spreads, call spreads or butterfly combinations to capture skew movement.
-
Investors are increasingly shorting the Brazilian real as the currency continues to weaken, using structures such as longer-dated risk-reversals to do so.
-
Investors should go long U.S. high yield credit default swaps and short the equivalent European index, BNP Paribas advises, as the best way to play what it sees as the richness of US high yield spreads.
-
The Hong Kong Securities and Futures Commission will require clearinghouses seeking recognition to submit a self-assessment detailing how they comply with the standards for financial market infrastructure set out by the Committee on Payment and Settlement Systems of the Bank for International Settlements and the International Organization of Securities Commissions.
-
A derivatives exchange opening next year will seek to introduce innovative fixed income futures products, hoping to capitalize on the shift to exchange trading under Dodd-Frank and E.U. regulation. Global Market Exchange Group International is being launched by Hirander Misra and Vijay Angelo and should be operational early next year. Misra was previously a co-founder of Chi-X Europe.
-
Credit Suisse recommends buying 6m3y receiver spreads on U.S. rates based on attractive volatility-adjusted rolldown.