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--Edwin Noomen, structured products official at Robeco Alternative Investments in Rotterdam, discussing using cliquet options on its hedge funds.

KBC Asset Management is offering funds with a look-back feature to ensure investors get the lowest entry point into an equity index.

Nomura Securities has updated its internal credit correlation model and is considering offering advisory services to clients to help them assess positions in their correlation books.

Investment firms are increasingly seeking to monitor their employees' access to confidential information from online systems that distribute private information to loan market participants.

--Elliot Ganz, general counsel of the Loan Syndications and Trading Association, about monitoring employees access of private information.

Watch out Lance! Benjamin Saudo, an analyst at Natexis Banque Populaires, ran the NY Marathon in 2 hours and 42 minutes.

Dealers in European loan-only credit default swaps are leaning toward a contract that would allow for trades in both cancelable and non-cancelable forms in the near term.

HCA's $8.8 billion term loan "B" traded well on its break in the secondary market last week, surprising traders who thought the deal's size and the number of other large deals recently breaking might put a damper on HCA trading.

Credit default swaps on General Motors and Ford Motor reached their highest levels ever following speculation GM may file for bankruptcy.

This chart, provided by Citigroup Global Markets, tracks bid-ask prices for par credit facilities that trade in the secondary market.

The following charts show the top five advancers and decliners in terms of % moves in the loan, bond and credit default swap markets for the previous week.

ABN Amro is marketing a rare securitization of counterparty exposures linked to termination payments on derivatives the firm entered.