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.

  • Market moves - 25 May

    Analytics acquisition IHS Markit has signed a definitive agreement to acquire Ipreo for US$1.855bn...

    Market moves    25 May 2018
  • TRS see sustained uptick

    IHS Markit iBoxx TRS trading volumes have risen sharply in recent years by around US$10bn and activi...

    News Analysis    23 May 2018
  • Synthetic access welcomed

    The launch of the CRTx credit risk transfer index (SCI 11 May) has been welcomed by RMBS traders for...

    News Analysis    21 May 2018
  • Market moves - 18 May

    Europe CIFC has hired Joshua Hughes as head of European marketing, based out of London and reporti...

    Market moves    18 May 2018
  • SCI Start the Week - 14 May

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

    Pipeline ABS accounted for the majority of the deals remaining in the pipeline at the end of last...

    News    14 May 2018
  • IFRS 9 first-time impact gauged

    Banks have begun releasing their first quarterly results for this year, with the reports suggesting...

    News Analysis    14 May 2018
  • Market moves - 11 May

    Acquisitions Blackstone is set to acquire all outstanding common shares of Gramercy Property Trust...

    Market moves    11 May 2018
  • Market moves - 27 April

    Australia FIIG Securities has hired Anne-Marie Hunter-Brown to the role of markets business manage...

    Market moves    27 April 2018
  • Market moves - 20 April

    Acquisitions BlackRock has acquired Tennenbaum Capital Partners (TCP), complementing its global cr...

    Market moves    20 April 2018
  • Proportional protection reviewed

    EU policymakers are currently negotiating an amendment to Article 234 of the CRR that would allow ba...

    News Analysis    20 April 2018
  • Risk transfer round-up - 20 April

    The capital relief trades market is undergoing a quiet period, following some unusual activity for Q...

    News    20 April 2018
  • Market moves - 13 April

    Aircraft ABS on watch KBRA has placed the class A, B and C notes of the US$411m Prop 2017-1 ABS o...

    Market moves    13 April 2018
  • Synthetic NPLs gain traction

    The ECB’s latest non-performing loan provisioning guidelines are expected to trigger incre...

    News Analysis    29 March 2018
  • Innovative Dutch SRT completed

    Rabobank has completed an innovative Dutch significant risk transfer (SRT) deal with the EIF. The &a...

    News    28 March 2018
  • Seeking to scale

    The capital relief trades (CRT) market suffers from a material gap between banks’ needs an...

    News Analysis    26 March 2018
  • Market moves - 23 March

    CDS clearing developments Intercontinental Exchange has transitioned index CDS open interest from...

    News    23 March 2018
  • Risk transfer round-up - 23 March

    Credit Suisse is believed to have priced a capital relief trade referencing a loan book originated i...

    News    23 March 2018
  • Grappling with uncertainty

    Capital relief trade issuers are incorporating structural features highlighted in the EBA&a...

    News Analysis    23 March 2018
  • Increase in liquidity 'hard to measure'

    Liquidity in structured products is difficult to quantify, and perhaps even to define. Whichever way...

    News Analysis    22 March 2018
  • SCI Start the Week - 19 March

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

    Pipeline There was a somewhat more measured pace of pipeline additions last week. The final count...

    News    19 March 2018
  • SCI Start the Week - 12 March

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

    Upcoming event SCI Risk Transfer & Synthetics Seminar – Tomorrow (13 March), New...

    News    12 March 2018