Latest interest rate derivatives news

  • Negative rates pose contract questions

    A note by law firm Mayer Brown has advised counterparties trading with International Swaps and Derivatives Association (ISDA) documentation to consider special amendments if they want their contracts to take into account the effects of negative interest rates, referencing a recent court decision.

    • 15 Aug 2018
  • World Bank grabs $1bn with SOFR debut amid fair value debate

    World Bank took $1bn for its first trade linked to the Secured Overnight Financing Rate (SOFR) on Tuesday as bankers debated the best way to find fair value for the new product.

    • 14 Aug 2018
  • FIA calls for public scrutiny of 'de minimis' calculation

    The Futures Industry Association (FIA) has called for greater transparency in efforts by US regulators to determine the method for calculating the notional threshold at which dealers have to be registered as swap dealers.

    • 14 Aug 2018
  • Default resources concentrated at two CCPs, say watchdogs

    Financial resources dedicated to protecting central counterparties from defaults are becoming increasingly concentrated at two CCPs, according to a report by global watchdogs released on Thursday.

    • 09 Aug 2018
  • Rates derivatives trading surges on Tradeweb

    Electronic trading platform Tradeweb has enjoyed a huge spike in interest rate derivatives trading this year, reporting a 118% year-to-date increase in average daily volume for the products compared to 2017.

    • 08 Aug 2018
  • TP ICAP pivots to Paris for post-Brexit hub, raises broker pay

    Interdealer broker TP ICAP revealed on Tuesday that it had chosen Paris as its post-Brexit hub in the European Union, as new CEO Nicolas Breteau called for the flexibility to pay company brokers the "market rate".

    • 07 Aug 2018
  • Regulation head leaves ICE Futures Europe

    Dee Blake, the head of regulation at ICE Futures Europe, has left the company according to sources.

    • 06 Aug 2018
  • Initial margin phase-in is not gradual, says FCA report

    A research note by the Financial Conduct Authority (FCA) has concluded that the phase-in of initial margin requirements for non-cleared derivatives trades will largely fail to make the process “gradual” and easier to stomach for UK counterparties.

    • 06 Aug 2018
  • LCH powers on in face of Brexit contingency plans

    Deutsche Bank's decision to clear around half of its euro swaps business in Europe might have caused a stir in the Square Mile this week but a closer look at the overall clearing numbers show that London continues to dominate the global swap clearing markets, writes Ross Lancaster.

    • 02 Aug 2018
  • ICE adds to alt-Libor suite, lining up SOFR futures

    The Intercontinental Exchange has announced an October launch for two futures contracts that will reference the secured overnight financing rate (SOFR) that US market participants have chosen to replace Libor.

    • 02 Aug 2018

Interest rate derivatives news archive

All International Bonds

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Citi 241,652.19 924 8.19%
2 JPMorgan 223,721.63 996 7.58%
3 Bank of America Merrill Lynch 216,064.78 722 7.32%
4 Barclays 184,894.55 671 6.27%
5 Goldman Sachs 158,954.58 518 5.39%

Bookrunners of All Syndicated Loans EMEA

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 JPMorgan 32,522.19 61 6.56%
2 BNP Paribas 32,284.10 130 6.51%
3 UniCredit 26,992.47 123 5.44%
4 SG Corporate & Investment Banking 26,569.73 97 5.36%
5 Credit Agricole CIB 23,807.36 111 4.80%

Bookrunners of all EMEA ECM Issuance

Rank Lead Manager Amount $m No of issues Share %
  • Last updated
  • Today
1 Goldman Sachs 10,167.68 46 8.81%
2 JPMorgan 9,894.90 42 8.58%
3 Citi 8,202.25 45 7.11%
4 UBS 6,098.17 23 5.29%
5 Credit Suisse 5,236.02 28 4.54%