Interest Rates

  • ISDA fallback boost gives needed spur to Ibor transiton

    ISDA fallback boost gives needed spur to Ibor transiton

    The International Swaps and Derivatives Association broke ground earlier this month in Libor transition when it the US Department of Justice approved its derivatives fallbacks. Market participants now face a busy few weeks working out if the protocol fits their differing needs.

  • Short vol opportunities open up amid US options swings

    Short vol opportunities open up amid US options swings

    Amid heavy options trading activity ahead of a US election that most market participants expect to be bitterly contested and drawn out, opportunities are opening up to play the short volatility position that had proven so popular before the pandemic.

  • JP Morgan and Unilever execute chunky Sofr swap

    JP Morgan and Unilever execute chunky Sofr swap

    A weighty corporate hedging transaction has added to the momentum of the US rates market’s transition from Libor. JP Morgan executed a $500m swap referencing Sofr with a blue chip corporate, Unilever.

  • TP ICAP prepares for fixed income push with Liquidnet buy

    TP ICAP prepares for fixed income push with Liquidnet buy

    Interdealer broking giant TP ICAP has advanced further into buy-side revenue streams, with specific plans to target fixed income markets, as it clinched its acquisition of trading platform provider Liquidnet for an initial $575m last Friday.

  • OTC trading venue of the year — Tradeweb Q&A

    OTC trading venue of the year — Tradeweb Q&A

    Tradeweb is the winner of this GlobalCapital’s OTC trading venue of the year award in what has been an extraordinary time for electronic trading. During the stressed market conditions of spring, Tradeweb stayed committed to innovating and creating efficiencies for its clients, which made it a clear winner of this category. While this award recognises Tradeweb’s achievements in derivatives, its presence in Treasuries, mortgages and exchange traded fund markets should be noted too, especially as much of its recent work has focussed on creating efficiencies across these product lines.

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