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Credit Derivatives

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  • JGBs sluggish, superlongs remain mildly bearish Thursday, 24 Oct 2013 | 10:23 PM ET

    TOKYO, Oct 25- Ten-year Japanese government bond futures were largely flat on Friday, with superlongs carrying a mildly bearish tone after the previous session's selling. However, despite the weakness of superlong bonds, the yen swap curve was bull-flattening slightly, likely due losses in the Japanese stock market.

  • TOKYO, Oct 24- The benchmark 10- year Japanese government bond yield fell below 0.600 percent on Thursday for the first time since May 9, tracking overnight gains in U.S. The 10- year yield dipped 0.5 basis point to 0.595 percent, while 10- year JGB futures rose 10 ticks to 145.01, their highest since early May.

  • TOKYO,- JGB futures edged higher on Tuesday and cash bonds traded flat to slightly firmer, with 20- year bonds leading the way even ahead of an auction of that tenor. The 20- year bond yield stood at 1.480 percent, one basis point firmer. The buying in the 20- year sector surprised participants who had anticipated that there would be pre-auction, set-up trades.

  • JGBs restrained ahead of 20-year auction Monday, 21 Oct 2013 | 1:40 AM ET

    TOKYO, Oct 21- Japanese government bonds were restrained on Monday, held back by a fall in U.S. bond prices late last week and as investors turned cautious ahead of a 20- year bond auction on Tuesday. JGB futures moved in a narrow 144.69-77 range and last stood at 144.76, flat from Friday close.

  • 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.

  • 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.

  • Banks' Fire Drill for Greece Election Saturday, 16 Jun 2012 | 7:25 AM ET

    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.

  • 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.

  • How Bank Handles Bad Bet Is Fraught With Peril Tuesday, 15 May 2012 | 10:10 AM ET
    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.

  • 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.

  • Swap Talks Over Greece Could Test the Market Wednesday, 29 Feb 2012 | 4:35 AM ET
    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.

  • Interest Rate Swaps: CNBC Explains Thursday, 3 Nov 2011 | 11:11 AM ET

    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.

  • Distressed Debt Deals Set to Follow Stress Tests Friday, 15 Jul 2011 | 4:07 AM ET

    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.

  • SEC Probes $1.5 Billion Merrill CDO Sale Tuesday, 14 Jun 2011 | 8:22 PM ET

    The Securities and Exchange Commission is investigating Merrill Lynch’s sale of a complex mortgage-related security it created for Magnetar, an Illinois hedge fund, and the collateral manager involved in the deal. The FT reports.

  • Goldman Sachs, Rating Agencies Blamed in Crisis Probe Wednesday, 13 Apr 2011 | 7:10 PM ET
    The Goldman Sachs booth on the floor of the New York Stock Exchange

    Conflicts of interest, excessive risk-taking and failures of government oversight triggered the financial crisis and helped push the country into the deepest recession since the Great Depression, concludes a new report by the U.S. Senate.

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