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Credit Derivatives

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  • 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.

  • JGBs softer as Nikkei rises, auction in focus Wednesday, 21 May 2014 | 10:53 PM ET

    TOKYO, May 22- Japanese government bond prices were slightly softer on Thursday as share markets rose, but remained in a familiar range, with immediate focus on a 400 billion yen sale of long-dated bonds. The 10- year cash JGB yield rose 0.5 basis point to 0.595 percent while the 10- year JGB futures price dipped 0.04 point to 145.18.

  • NEW YORK, May 14- Emerging market credit default swap trading volumes surged 93 percent in the first quarter as investors scrambled to protect fixed-income portfolios because of the crisis unfolding between Ukraine and Russia.

  • TOKYO, May 13- Japanese government bond prices were steady on Tuesday, supported by tight market conditions due to the Bank of Japan's massive bond buying despite a rally in Tokyo shares. The 10- year JGB futures ticked down 0.05 point in price to 145.05, with firm bids seen at 145 and below.

  • TOKYO, May 1- Japanese government bond futures rose slightly on Thursday, taking their cue from overnight gains in U.S. The Ministry of Finance offered 300 billion yen of off-the-run super long JGBs in a liquidity-enhancing auction.

  • JGBs little changed, 5-yr auction draws solid bids Tuesday, 15 Apr 2014 | 1:12 AM ET

    TOKYO, April 15- Japanese government bond prices were little changed on Tuesday, erasing small earlier losses after an auction of five-year JGBs drew solid bids. The 10- year JGB futures ticked up 0.04 point to 145.09, coming back from the day's low of 144.99.

  • TOKYO, April 14- Japanese government bond prices are steady to slightly weaker on Monday with some minor position adjustments ahead of this week's auctions. The 10- year JGB futures stood flat at 145.01 and the 10- year cash bond yield was untraded, with 0.60 percent seen as a strong support for the yield.

  • LONGER-DATED TREASURY BOND FUTURES ADD TO EARLIER GAINS, HIT CONTRACT HIGHS.

  • TOKYO, March 14- Japanese government bond prices were steady to slightly firmer on Friday as share prices in Japan and elsewhere dropped on concerns about heightened tension in Ukraine ahead of a weekend referendum in Crimea. The 10- year JGB futures rose 0.10 point to 144.67, while the benchmark 10- year cash JGB yield stood flat at 0.640 percent.

  • JGBs slip, futures pare losses after sharp morning drop Thursday, 13 Mar 2014 | 12:06 AM ET

    TOKYO, March 13- Japanese government bond prices slipped on Thursday, while JGB futures briefly fell as much as one point, on what appeared to be a single order, before paring losses. The Bank of Japan offered to buy a total of 570 billion yen in JGBs in two operations.

  • Why Bank Derivative Trades Aren’t So Risky Thursday, 13 Jun 2013 | 4:35 AM ET
    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.

  • Uh Oh: The Attempt to Regulate Swaps Is Failing Saturday, 6 Apr 2013 | 8:42 AM ET

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