Securities Credit Derivatives

  • TOKYO, Feb 23- Japanese government bonds firmed on Thursday, after better-than-expected demand at an auction of 20- year JGBs. The benchmark 10- year JGB yield inched down 0.5 bp to 0.075 percent, while 10- year JGB futures were up 0.13 point at 150.21 in afternoon trade, lifted from their morning session close of 150.16 by the auction results.

  • TOKYO, Feb 13- Japanese government bonds edged lower on Monday, though yields were still well shy of recent highs after the Bank of Japan's move last week to keep rising superlong rates in check. The benchmark 10- year JGB yield rose 1 basis point to 0.090 percent, while 10- year JGB futures finished down 0.07 point at 149.85. "It's a quiet market, currently," compared to...

  • TOKYO, Feb 3- The Bank of Japan offered to buy benchmark 10- year Japanese government bonds in a special operation on Friday, sending JGB futures higher and the 10- year yield falling from its session high. The BOJ offered to buy benchmark 10- year JGBs at a yield of 0.110 percent. The central bank said the JGB buying operation was aimed at keeping the 10- year yield at...

  • *C.bank injects 245.5 bln yuan via MLF. SHANGHAI, Jan 24- China's central bank raised interest rates on a key funding tool, the medium-term lending facility, on Tuesday in its latest bid to cut debt levels and bolster financial stability. China's benchmark bond futures prices fell at the end of the trading day on the higher rates, as the People's Bank of China also...

  • TOKYO, Jan 19- Japanese government bond prices fell on Thursday, after Federal Reserve Chair Janet Yellen signalled faster interest rates than markets had been anticipating and as an auction of five-year JGBs drew tepid demand. The price of the 10- year JGB futures dropped 0.23 point to 150.09, marking their biggest fall since Dec. 15. The bearish mood...

  • NEW YORK, Jan 9- Post-trade provider the Depository Trust& Clearing Corporation will use blockchain technology this year to rebuild its platform that processes $11 trillion worth of credit default swaps, as Wall Street intensifies efforts to take advantage of the emerging technology. It expects the new blockchain-enabled Trade Information Warehouse to go...

  • The top 3 safe haven assets this election season

    Asian credit derivatives, the Japanese yen and Asian government bonds are safe haven assets investors should look to, says UBS AM's Hayden Briscoe.

  • Look at Apple derivative plays: Analyst

    Neil Campling, global TMT analyst at Aviate Global, says the best way to play on Apple is to look at related stocks.

  • The world’s biggest banks have agreed to tear up the rule book on derivatives to make it easier to resolve a future failing firm like Lehman Brothers.

  • Jeffrey Lacker, president of the Federal Reserve Bank of Richmond.

    Richmond Fed's Jeffrey Lacker said that his dissent from the central bank's exit strategy stemmed from its mortgage-backed securities plan.

  • Warren Buffett called derivatives “financial weapons of mass destruction”

    Warren Buffett famously referred to derivatives as "financial weapons of mass destruction," but unless we accept that residential mortgages are too, the phrase glorifies them into something they are not.

  • Clever finance critters are fleeing from swaps to futures, escaping the new regulatory regime that was a center-piece of Dodd-Frank.

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    After the unveiling of Libor rate-rigging practices among banks, eyes are turning to other markets, worrying that the manipulation would not be limited to Libor rates, the New York Times reports.

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    Hundreds of employees at big firms, some part of special teams, will be on standby this Sunday, awaiting the results of Greece’s pivotal election. The New York Times reports.

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    Conflicting signs are emerging in Washington over whether JPMorgan Chase’s surprise trading loss will spur tighter regulation on Wall Street, The New York Times reports.

  • JP Morgan Chase headquarters

    JPMorgan’s next move depends on what happens in the credit markets. If investors become fearful about companies’ prospects , JPMorgan’s bet could face even bigger losses, The New York Times reports.

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    The triggering of insurance payments on Greek sovereign debt should be a "non-issue" for the markets, as they will happen in an orderly fashion, a representative of the International Swaps and Derivatives Association (ISDA) told CNBC on Monday.

  • Greek Parliament

    The financial system could face a test this week as industry officials debate a provision of the Greek bailout, the New York Times reports.

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    Interest rate swaps are derivative instruments commonly used by sophisticated investors to allow cash flows on interest-earning securities or loans to be exchanged. CNBC explains.

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    Bankers believe that an additional disclosure requirement, relating to previously unpublished details of banks’ credit exposures, could trigger approaches for credit portfolios from specialist buyers. The FT reports.