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DWS Scudder plans to offer structured notes alongside its fund lineup.

About 100 buy- and sell-side credit officials gathered at the Harmonie Club in New York last week for Institutional Investor's Credit Default Swaps & LCDS Conference.

Buy-side credit-default swap protection sellers are resisting adopting ISDA's Credit Derivatives Physical Settlement Matrix, or CDS Matrix, one of the most recent developments in dealer efforts to reduce a trade assignment backlog.

Bonn-based bank Deutsche Postbank has launched a synthetic partially funded residential mortgage-backed securities transaction with an excess spread mechanism--the first German synthetic to feature one.

Merrill Lynch is preparing to launch market-access products on Vietnamese equities following licensing for the emerging stock market.

Mark Delaney, senior portfolio manager at GE Asset Management in Stamford, Conn., said the firm is looking at using options on credit derivative indices and single-name corporate credit-default swaps.

Synthetic balance sheet collateralized loan obligations referencing emerging market corporate debt are expected to take off in coming months to satisfy both growing investor appetite and new regulatory challenges.

China's first foreign-currency denominated fund for domestic investors was launched last week.

Goldman Sachs has hired Andrew Bristow, head of asset-backed securities trading at HSBC in London.

JPMorgan has transferred David Long, managing director and head of equity derivatives in Hong Kong, to New York.

Nearly three months after the International Swaps and Derivatives Association released standard pay-as-you-go documentation for credit-default swaps referencing cashflow collateralized debt obligations, the dealer community is split down the middle over the inclusion of a clause for implied write-down provisions.