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CEB plans to print more structured notes and may launch inaugural Sofr bond in 2026
Japanese firm plucks banker from UBS
The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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Credit default swaps spreads for Western European sovereign debt remained relatively stable in the first quarter despite the crisis in Cyprus, according to S&P Capital IQ.
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Margin requirements for non-centrally-cleared derivatives proposed by the Basel Committee on Banking Supervision and the International Organization of Securities Commissions could force traders to choose less effective means of hedging or to leave the underlying risks unhedged entirely, rather than raising or diverting funds to comply. -
Institutional investors and hedge funds are increasingly considering buying calendar call spreads on the VIX as it provides the most cost-effective way to hedge a potential spike in volatility.
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Requiring swap execution facilities to post position data for traders would be a difficult requirement for SEFs to meet, according to brokers. In a letter to the Commodity Future Trading Commission, Stephen Merkel, chairman of the Wholesale Markets Brokers’ Association Americas in New York, wrote, “While SEFs will monitor for manipulative and abusive behaviour, given the competitive relationship among trading systems and platforms, SEFs will be unable to obtain position data from other SEFs.”
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Foreign synthetic exchange-traded fund providers will not be allowed to directly list or market their ETFs in South Korea’s soon-to-be-launched synthetic market.
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Credit Suisse has hired Victor Lin as a U.S. dollar interest rates options trader in New York.
