Derivatives - All Articles

  • Barclays Tips 10 Names On CDX IG

    Strategist at Barclays in New York have identified 10 names with a greater widening-to-tightening ratio in the North American CDX investment grade index than the index itself, for investors looking for a more favorable risk-reward trade-off than the index.

    • 31 Jan 2014
  • “We have been looking for the most efficient methods to implement smart passive strategies. NYSE Liffe futures provide us with our preferred smart passive strategy in one transaction.”

    —Chris Darbyshire, cio of Seven Investment Management, on the move by NYSE Liffe to launch futures on MSCI Factor Indices.

    • 31 Jan 2014
  • One Year Ago

    UBS Securities was in plans to offer onshore total return swaps referencing Chinese A-shares, and separately offer equity-linked structured products via a special purpose vehicle structure, such as a trust or a mutual fund, on the back of a relaxation of propriety trading rules.

    • 31 Jan 2014
  • Naked Sov CDS Ban Could Permanently Damage E.U. Market

    The ban on uncovered sovereign credit default swap trading in Europe could permanently impair E.U.-regulated sovereign CDS markets and cause further market stress when combined with European Central Bank tapering, bank failure and lack of liquidity.

    • 31 Jan 2014
  • Goldman’s Chavez To Receive Outstanding Contribution Award

    R. Martin Chavez, chief information officer for Goldman Sachs in New York, will receive the Outstanding Contribution Award at the Americas Derivatives Awards on April 22. Chavez, who was selected for the award by senior buyside and sellside officials active in the derivatives markets, will be honoured for his contribution to the development of the derivatives market through his role at the International Swaps and Derivatives Association, as well as his success in developing Goldman’s Equities Franchise, among other areas. The full list of award categories and nominees can be accessed at www.derivativesweek.com.

    • 31 Jan 2014
  • EM Names Trigger Vol

    Emerging markets have a habit of triggering volatility compared to their developed market counterparties, as we have seen several times over the last 30 years. The trend was evident towards the end of January with fairly large swings in credit and equity.

    • 31 Jan 2014
  • MTNs: Citi nips ahead of BNPP into first place

    Dealers of private EMTNs: Non-syndicated deals for <= €300m excluding financial repackaged SPVs, GSE issuers, self-led deals and issues with a term of < 365 days Dealers of private EMTNs including self-led: Non-syndicated deals for <= €300m excluding financial repackaged SPVs, GSE issuers and issues with a term of < 365 days Dealers of structured EMTNs including self-led: Structured, non-syndicated deals for <= €300m excluding financial repackaged SPVs, GSE issuers, puttable FRNs and issues with a term of < 365 days

    • 30 Jan 2014
  • All Equity Capital Markets league tables

    Dealogic league tables of ECM transactions, last 12 months rolling.

    • 30 Jan 2014
  • Barclays Senior Credit Salesman Departs

    Barclays has seen a slew of senior officials depart from its investment banking division in Asia Pacific, including Jim Vore, managing director in credit sales in Singapore.

    • 30 Jan 2014
  • Swap Dealers Return To Voice Trading

    Market participants have returned to voice trading of swaps since swap execution facilities went live in the U.S. on Nov. 1, resulting in a drop in volumes on electronic trading platforms.

    • 30 Jan 2014