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BMO Bank of Montreal is considering developing a Canadian credit-default swap index.
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Chinese regulators and market officials have been discussing the possible launch of a cross-currency swap market in China next year.
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--Harjive Oberoi, head of structured credit at Singapore's United Overseas Bank, commenting on why the firm is preparing to start synthetic credit trading.
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Credit-default swap spreads on Delphi Corp. bounced around this week in response to continued speculation the company is set to file for bankruptcy. -
Short-dated euro puts were being snapped up late last week after the U.S. dollar gained ground against the single currency and dealers closed out short dollar positions.
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The launch of futures on European volatility indices today may provide a way of hedging exotic over-the-counter trades such as options on variance and volatility.
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Merrill Lynch has structured a single tranche collateralized debt obligation that uses caps to limit investor exposure to portfolio losses triggered by systemic risk.
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The International Swaps and Derivatives Association's template for constant maturity credit-default swaps is set to be published next month.
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Helmut Fischer, an executive director, and Ansgar Scharnke, director, are set to leave UBS risk mangement products in London.
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Tudor Capital Singapore, the Asian arm of investment manager Tudor Group, is adding an equity trader to its trading desk, which launched in May.
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The NASD caught dealers off guard last week when it issued a guidance notice to members suggesting structured products should only be sold to investors eligible to trade options.
