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Credit Derivatives

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  • Banks and investors have already criticized Europe for diverging from agreed international standards and have warned that the European proposal could increase the cost of trading over-the-counter derivatives, such as interest rate swaps, in Asia by hundreds of billions of dollars, threatening systemic stability and potentially forcing EU banks out of the Asian OTC derivatives markets.

  • NEW YORK, Sept 4- A Manhattan federal judge said on Thursday that investors may pursue a lawsuit accusing 12 major banks of violating antitrust law by fixing prices and restraining competition in the roughly $21 trillion market for credit default swaps.

  • NEW YORK, Sept 4- A Manhattan federal judge on Thursday narrowed but refused to dismiss a lawsuit accusing 12 major banks of fixing prices and restraining competition in the multitrillion-dollar market for credit default swaps, violating U.S. antitrust law.

  • ARGENTINA BONDS VALUED AT 39.5 CENTS TO THE DOLLAR IN CREDIT DEFAULT SWAP AUCTION.

  • WASHINGTON, Sept 3- U.S. bank regulators plan to adopt on Wednesday rules forcing big banks to hold more assets that they could sell easily in a credit crunch, a requirement that is closely linked to the experience of the 2007-2009 financial crisis.

  • NEW YORK/ LONDON, Aug 21- The International Swaps and Derivatives Association has set an action date of September 3 to settle Argentina's credit default swaps after including two controversial yen-denominated bonds in the list of deliverable securities.

  • NEW YORK/ LONDON, Aug 21- The International Swaps and Derivatives Association will include two yen- denominated bonds in the list of securities used to settle Argentina's credit default swaps, a move that will likely reduce the payout for protection holders.

  • Yen bonds create Argentina CDS auction uncertainty Friday, 15 Aug 2014 | 9:46 AM ET

    LONDON, Aug 15- The final list of securities that can be delivered into the credit auction to settle credit default swaps linked to the Republic of Argentina may not be published until a day before Thursday's auction, adding to uncertainty over the final recovery price.

  • UPDATE 1-ISDA sets Argentina CDS auction for August 21 Wednesday, 13 Aug 2014 | 2:42 PM ET

    NEW YORK, Aug 13- The International Swaps and Derivatives Association will hold an auction on August 21 to settle credit default swaps referencing Argentine debt. The 15- member committee has determined a list of securities that will be deliverable into the auction, including some of Argentina's Par 2038, Discount 2033 and Global 2017 notes.

  • Isda sets Argentina CDS auction for August 21 Wednesday, 13 Aug 2014 | 1:48 PM ET

    NEW YORK, Aug 13- The International Swaps and Derivatives Association will hold an auction on August 21 to settle Argentina's outstanding credit default swaps. The auction will determine the payout that holders of protection on Argentine debt will receive as a result of the sovereign's default on July 30.

  • ISDA SAYS WILL HOLD AUCTION TO SETTLE ARGENTINA CREDIT DEFAULT SWAPS ON AUGUST 21.

  • NEW YORK, Aug 1- The International Swaps and Derivatives Association on Friday declared Argentina in default, which could trigger payments worth up to USD1bn on credit default swaps.

  • Isda declares credit event on Argentina CDS Friday, 1 Aug 2014 | 12:02 PM ET

    NEW YORK, Aug 1- The International Swaps and Derivatives Association on Friday effectively declared Argentina in default, setting in motion a process that could trigger payments worth up to USD1bn on credit default swaps.

  • JGBs steady to slightly firmer as stocks dive Thursday, 31 Jul 2014 | 11:36 PM ET

    TOKYO, Aug 1- JGBs moved flat to slightly firmer with yields falling a little only in the mid- to 20- year sector, after stock markets slumped in the United States and Europe. The 10- year JGB futures rose 0.06 point to 145.98 while the yield on the cash 10- year bonds stood flat at 0.530 percent. The 20- year yield dipped 0.5 basis point to 1.390 percent.

  • NEW YORK, July 31- The International Swaps and Derivatives Association has agreed to consider whether a credit event has occurred on Argentina's credit default swap contracts, according to its website.

  • ISDA asked to consider credit event on Argentina CDS Thursday, 31 Jul 2014 | 9:12 AM ET

    NEW YORK, July 31- The International Swaps and Derivatives Association has received its first request to consider whether a credit event has occurred on Argentina's credit default swap contracts, according to the ISDA website.

  • ARGENTINA FIVE-YEAR CREDIT DEFAULT SWAPS WIDEN BY 513 BP TO 1957 BP- TRADERS.

  • JGBs little changed ahead of key U.S. events Wednesday, 30 Jul 2014 | 3:20 AM ET

    TOKYO, July 30- Japanese government bond prices dipped on Wednesday ahead of key events in the United States, including second-quarter GDP figures and the Federal Reserve's policy meeting. The 10- year JGB futures ticked down 0.01 point to 145.98 while the 10- year cash bond yield rose 0.5 basis point to 0.525 percent.

  • TOKYO, June 23- Japanese government bond prices were little changed on Monday in thin trading, with the current 10- year cash bonds untraded for several hours. The benchmark 10- year yield rose 0.5 basis point to 0.580 percent while the September JGB futures price dipped 0.05 point to 145.38.