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 - 11 January

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

    Pipeline Pipeline additions picked up last week as market participants returned to their desks fo...

    News    11 January 2016
  • Abengoa auction due

    An auction to settle the credit derivative trades for Abengoa CDS is to be held on 14 January, after...

    News Round-up    7 January 2016
  • Special counsel named

    Schulte Roth & Zabel has promoted Jay Williams to special counsel in the New York office, wh...

    Job Swaps    6 January 2016
  • Bank derivatives exposure increases

    Insured US commercial banks and savings associations reported trading revenue of US$5.3bn in 3Q15, a...

    News Round-up    22 December 2015
  • EBA makes synthetic STS suggestion

    The EBA supports the limited extension of the prudential treatment granted to simple, transparent an...

    News Round-up    21 December 2015
  • SCI Start the Week - 21 December

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

    Pipeline The pipeline grew very quiet last week. The only deal to be added without disappearing bef...

    News    21 December 2015
  • UPI consultation underway

    The Committee on Payments and Market Infrastructures and IOSCO have published for public comment a c...

    News Round-up    18 December 2015
  • Uncleared swap margin rules finalised

    The US CFTC has approved a final rule on margin requirements for uncleared swaps for swap dealers (S...

    News Round-up    17 December 2015
  • Single-name clearing commitment unveiled

    ISDA, Managed Funds Association and SIFMA's Asset Management Group have announced that 24 of their c...

    News Round-up    17 December 2015
  • Capital preservation sought

    Assenagon Asset Management has launched a new fund that aims to make active and flexible use of oppo...

    News    15 December 2015
  • ESMA makes TR proposals

    ESMA has published a consultation paper proposing to enhance the current functionalities offered by...

    News Round-up    14 December 2015
  • Fund derivative rules outlined

    The US SEC has proposed new rules that would limit the use of derivatives by registered funds. The p...

    News Round-up    14 December 2015
  • SCI Start the Week - 14 December

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

    Pipeline The pace of pipeline additions slowed last week. The final count consisted of two ABS, an...

    News    14 December 2015
  • SF practice strengthened

    DLA Piper continues to build its financial markets practice with the appointments of Vincent Keaveny...

    Job Swaps    14 December 2015
  • Second Abengoa credit event called

    ISDA's EMEA Credit Derivatives Determinations Committee has resolved that a failure to pay credit ev...

    News Round-up    14 December 2015
  • Abengoa decision explained

    ISDA's EMEA Determinations Committee has published a statement that details the background to its sp...

    News Round-up    10 December 2015
  • Split ruling for Abengoa

    ISDA's EMEA Determinations Committee has made a surprise split ruling on whether a bankruptcy credit...

    News Round-up    9 December 2015
  • Torstone targets expansion

    Torstone Technology is hiring executives in London, New York, Singapore and Hong Kong as it...

    Job Swaps    9 December 2015
  • SEF spins off post-trade arm

    The processing services arm of trueEX is being separated from the derivatives trade execution platfo...

    Job Swaps    8 December 2015
  • SCI Start the Week - 7 December

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

    Pipeline Several deals joined the pipeline in the first week of December. The final count consisted...

    News    7 December 2015
  • Commission drops CDS case

    The European Commission has dropped proceedings against 13 investment banks over their alleged invol...

    Job Swaps    7 December 2015