log in

Interest Rates

Sofr caps pick up, as Fannie and Freddie force liquidity

Fannie Mae’s and Freddie Mac’s drive to buy floating rate loans that reference the secured overnight financing rate is charging up a nascent market in interest rate caps that reference the Libor replacement.

24 Sep 2020
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.

23 Sep 2020
GlobalCapital Global Derivatives Awards 2020: the winners

GlobalCapital is delighted to announce the winners of its 2020 Global Derivatives Awards.

23 Sep 2020
EC grants clearing reprieve, urges UK cutback

The European Commission on Tuesday gave the derivatives clearing industry a lifeline by granting an 18 month equivalence decision that will allow European firms to keep using UK central counterparties.

22 Sep 2020
DTO issue rumbles on as ISDA pushes for equivalence

As political tensions rise over the UK-EU trade negotiations, concerns in the derivatives market are growing as the lack of equivalence between trading venues causes jitters once again.

17 Sep 2020
Financial services face weaponisation as Brexit tension rises

The tension between the EU and UK over Brexit ratcheted up this week, with the prospect of the UK reneging on the EU-UK Withdrawal Agreement rearing up. Rising political tension could now boil over into talks on financial services.

08 Sep 2020
Tradition adds Ameribor to alternative rates stream

TraditionDATA, the data and analytics arm of interdealer broker Tradition, is adding Ameribor, a potential replacement rate for Libor, to a data suite that shows spreads between alternative reference rates.

03 Sep 2020
Election hedging up as traders face battle of fine margins

Traders across asset classes are beginning to position in size as the US presidential election approaches, with an expected tight run-off making it very hard to time the market.

03 Sep 2020
ESMA chooses permanent CCP committee chair

Klaus Löber has been selected by the European Securities and Markets Authority as chair of its CCP supervisory committee. ESMA has also picked two other members; all three will be assessed by the European Parliament.

27 Aug 2020
Positive basis swap may not be enough to lure issuers to crowded euro mart

The euro/dollar cross-currency basis swap has moved back in favour of euro issuance for the first time in three months, but with a wall of euro supply looming, the favourable level may not be enough to entice issuers away from the dollar market.

14 Aug 2020

All Articles