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Derivatives

Derivatives are financial instruments that derive from an underlying asset such as a commodity, bond or currency. SCI’s derivatives coverage focuses on the structuring and trading of derivatives relating to securitisation and structured credit. The instruments covered are primarily: credit default swaps (CDS) and options; correlation trading through index tranches; total return swaps on credit and loan indices and baskets; bespoke tranches; and other new and unusual synthetic structures.

  • SCI Start the Week - 28 November

    A look at the major activity in structured finance over the past seven days.

    Pipeline With the week dominated by Thanksgiving, there were few pipeline additions. These amounted...

    News    28 November 2016
  • CDS 'positive for China'

    The introduction of CDS on the Chinese interbank market is credit positive for ass...

    News Round-up    23 November 2016
  • SCI Start the Week - 21 November

    A look at the major activity in structured finance over the past seven days.

    Upcoming SCI eventSCI's latest Capital Relief Trades Seminar, 'Navigating the Cash vs Synthetic Deba...

    News    21 November 2016
  • Call for clearing delay

    ESMA has published a report on OTC derivatives central clearing, calling for a delay to the implemen...

    News Round-up    15 November 2016
  • SCI Start the Week - 14 November

    A look at the major activity in structured finance over the past seven days.

    Upcoming SCI event Panellists are being finalised for SCI's latest Capital Relief Trades Seminar, '...

    News    14 November 2016
  • Central clearing 'makes inroads'

    New data shows that central clearing has made inroads into OTC interest rate derivatives markets, bu...

    News Round-up    11 November 2016
  • ESMA consults on package orders

    ESMA has opened a public consultation on draft regulatory technical standards (RTS) regarding the tr...

    News Round-up    11 November 2016
  • SCI Start the Week - 7 November

    A look at the major activity in structured finance over the past seven days.

    Pipeline There was another pickup in pipeline additions last week, as four new ABS, three RMBS and...

    News    7 November 2016
  • Information services chief appointed

    Ranjit Tinaikar has been named president of Fitch Information Services, effective 1 December. Based...

    Job Swaps    4 November 2016
  • SCI Start the Week - 31 October

    A look at the major activity in structured finance over the past seven days.

    Pipeline As with the preceding week, last week's additions to the pipeline were relatively modest....

    News    31 October 2016
  • Credit manager adds partner

    River Birch Capital has recruited a former Pine River Capital Management portfolio manager. Gaurav T...

    Job Swaps    26 October 2016
  • Bail-in priced in?

    European bank CDS put to the test

    Mounting concerns over Deutsche Bank's financial health, along with bail-in speculation have coincid...

    News Analysis    25 October 2016
  • SCI Start the Week - 24 October

    A look at the major activity in structured finance over the past seven days.

    Pipeline The balance appeared to shift last week, as fewer deals joined the pipeline and far more d...

    News    24 October 2016
  • SCI Start the Week - 17 October

    A look at the major activity in structured finance over the past seven days.

    Pipeline The long list of additions to the pipeline last week was once more driven by auto ABS. The...

    News    17 October 2016
  • ICE replacement named

    Hester Serafini, currently coo of ICE Clear US, is set to replace Thomas Hammond as president when h...

    Job Swaps    30 September 2016
  • SCI Start the Week - 26 September

    A look at the major activity in structured finance over the past seven days.

    Pipeline Pipeline activity seemed elevated again last week. There were eight new ABS added, along...

    News    26 September 2016
  • Threshold extension requested

    Timothy Massad, CFTC chairman, has recommended a one-year extension to the swap dealer de minimis th...

    News Round-up    21 September 2016
  • ICE meets EMIR standards

    The Bank of England has authorised ICE Clear Europe as a CCP in accordance with EMIR. It says that I...

    News Round-up    21 September 2016
  • ESMA seeks derivatives comments

    ESMA has published a discussion paper regarding the trading obligation under MiFIR. The trading obli...

    News Round-up    21 September 2016
  • CDS index rolls provide opportunities

    The roll to CDX IG27 may be uneventful in terms of names changes, but Morgan Stanley analysts believ...

    News    20 September 2016
  • SCI Start the Week - 19 September

    A look at the major activity in structured finance over the past seven days.

    Pipeline After the flood of additions in the week before, last week's pipeline activity was calmer....

    News    19 September 2016