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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 - 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
  • Investment firm bulks up

    Global Credit Advisers has hired Shaun Wong as svp in its investment team. He will focus on distress...

    Job Swaps    16 September 2016
  • ISDA calls for standardisation

    There are many opportunities for greater standardisation and automation of derivatives trade process...

    News Round-up    16 September 2016
  • EBRD addition broadens ISDA board

    ISDA has appointed Axel van Nederveen, treasurer of the European Bank for Reconstruction and Develop...

    Job Swaps    15 September 2016
  • Single-name CDS supported

    A new academic literature review commissioned by ISDA shows that single-name credit default swaps re...

    News Round-up    13 September 2016
  • SCI Start the Week - 12 September

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

    Pipeline A flood of ABS and CMBS additions swelled the pipeline last week. There were 18 of the fo...

    News    12 September 2016
  • Private credit team bolstered

    Adams Street Partners has added four hires to its private credit team, building on the launch of the...

    Job Swaps    9 September 2016
  • Citadel makes CDS push

    Citadel Securities is launching a European credit derivatives business and has hired Sylvain Lebre t...

    Job Swaps    8 September 2016
  • CFTC extends swap dealer deadline

    The US CFTC's division of swap dealer and intermediary oversight has issued a no-action letter stati...

    News Round-up    2 September 2016
  • SEC adopts data repository rules

    The US SEC has adopted amendments to provide regulatory and other authorities access to data obtaine...

    News Round-up    30 August 2016
  • Isolux Corsan CDS settled

    The final price of Grupo Isolux Corsan Finance CDS has been settled at 15.75. At yesterday's auction...

    News Round-up    25 August 2016
  • Trading co-head hired

    Gramercy Funds Management has brought in Chris Tackney as md and co-head of its trading desk, along...

    Job Swaps    24 August 2016
  • SCI Start the Week - 22 August

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

    Pipeline The outstanding deal pipeline has shrunk significantly over the past few weeks as the year...

    News    22 August 2016
  • Second UPI consultation underway

    The Committee on Payments and Market Infrastructures (CPMI) and IOSCO have published for public comm...

    News Round-up    19 August 2016
  • Puerto Rico CDS settled

    The final price for Commonwealth of Puerto Rico CDS was determined to be 58.5. Six dealers submitted...

    News Round-up    19 August 2016
  • ICE acquisitions cleared

    Following US Department of Justice clearance, Intercontinental Exchange is set to close its acquisit...

    Job Swaps    18 August 2016
  • Variation margin protocol launched

    ISDA has launched a new protocol to help market participants comply with variation margin requiremen...

    News Round-up    17 August 2016
  • CCP papers published

    The Committee on Payments and Market Infrastructures (CPMI), IOSCO and the Financial Stability Board...

    News Round-up    17 August 2016
  • CDS portfolio switch

    Credit Suisse recently announced in its 2Q16 earnings that it offloaded a portfolio of approximately...

    News Round-up    8 August 2016
  • Isolux Corsan bankruptcy determined

    ISDA's EMEA Credit Derivatives Determinations Committee has resolved that a bankruptcy credit event...

    News Round-up    8 August 2016
  • SCI Start the Week - 8 August

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

    Pipeline A further 11 deals joined the pipeline last week. This was split into three ABS, three RMB...

    News    8 August 2016