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 - 24 August

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

    Pipeline Primary market activity was limited last week, with three new ABS and a single CLO added t...

    News    24 August 2015
  • Swap reporting amendments outlined

    The US CFTC has issued proposed amendments to existing regulations on swap data record keeping and r...

    News Round-up    20 August 2015
  • UTI consultation opens

    The Committee on Payments and Market Infrastructures (CPMI) and IOSCO have published a consultative...

    News Round-up    20 August 2015
  • Liquidity boost for index rules

    Markit has updated its rules for the CDX High Yield Index, effective for the upcoming index roll in...

    News Round-up    20 August 2015
  • Trading vet brought in

    Luca Favero has joined Numen Capital as portfolio manager and research analyst. He arrives from SG,...

    Job Swaps    20 August 2015
  • Capital markets head named

    David Myers has been appointed as Deloitte UK's head of capital markets. He is also a partner at the...

    Job Swaps    18 August 2015
  • SCI Start the Week - 17 August

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

    Pipeline There were fewer additions to the pipeline last week than there had been the week before....

    News    17 August 2015
  • ESMA provides EMIR rethink

    ESMA has published four reports that focus on how the EMIR regulatory framework has been functioning...

    News Round-up    14 August 2015
  • Software firm buys rival

    Fidelity National Information Services (FIS) has agreed to acquire 100% of OTC services provider Sun...

    Job Swaps    14 August 2015
  • US housing demand shifts

    A return of significant housing demand in US city centres is elevating into a coun...

    News Round-up    13 August 2015
  • Annual margin results published

    ISDA has released its latest survey on OTC derivatives margin activity, revealing...

    News Round-up    12 August 2015
  • Nomura cuts back fixed income

    Nomura is slashing around 60 positions within its fixed income and credit derivati...

    Job Swaps    12 August 2015
  • Credit manager brought back

    Terrence Matthews has rejoined Millenium Capital Partners as credit portfolio manager. He arrives af...

    Job Swaps    11 August 2015
  • OTC clearing rules adopted

    The European Commission has adopted new rules that make it mandatory for certain OTC interest rate d...

    News Round-up    10 August 2015
  • SCI Start the Week - 10 August

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

    Pipeline Pipeline activity picked up again last week, with significant ABS additions. There were...

    News    10 August 2015
  • Post-trade transparency report released

    IOSCO has published its final report on the potential impact of mandatory post-trade transparency in...

    News Round-up    10 August 2015
  • Swaps supervision penalty issued

    The US CFTC has ordered Morgan Stanley to pay a US$300,000 penalty for failing to hold sufficient US...

    Job Swaps    10 August 2015
  • OTC messaging service launched

    AcadiaSoft has introduced MarginSphere Xpress, an email messaging service that all...

    News Round-up    7 August 2015
  • ABS lawyers promoted

    Katten Muchin Rosenman has named nineteen new partners, among them Christina Burgess and Don Macbean...

    Job Swaps    7 August 2015
  • Structured products pair recruited

    Schulte Roth & Zabel has hired Boris Ziser and Thomas Weinberger as partners in the...

    Job Swaps    7 August 2015
  • Emerging market CDS trading drops

    Emerging market CDS trading volumes stood at US$275bn in 2Q15, according to a survey by the Emerging...

    News Round-up    6 August 2015