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JP Morgan and Dutch pension fund PGGM transacted derivatives margin trade
◆ Chinese bank treasury shift from USTs to dollar callables considered ◆ Some European SSAs face cross-currency limitations ◆ Previous market staple 'almost non-existent'
Bank intermediaries eye resurgence in profitable trades
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Equity markets in the UK, US and eurozone sold off late Wednesday and on Thursday, leading to a mixed reaction from equity derivatives strategists. -
There are more than $512bn worth of bonds that will need to switch to an alternative reference rate if global regulators execute plans to ditch the Libor benchmark by the end of 2021, Linklaters said on Wednesday. GlobalCapital asked the law firm what needs to happen for a successful switchover.
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The benchmarking arm of Intercontinental Exchange (ICE) opened an online portal on Wednesday that gives market participants information on alternative risk-free rates designed to replace the Ibors, as well as forward-looking term rates based on the sterling overnight index average (Sonia).
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Tuesday’s intervention by the Bank of England into the debate on the future of euro clearing is another welcome move from regulators. The debate has been too long dominated by political noisemaking.
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The Bank of England, the International Swaps and Derivatives Association and a number of other industry trade bodies from across Europe have piled pressure on the European Union to deal with the risks of a disorderly Brexit for derivatives contracts.
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Eurex exchange has been licensed to use SIX’s Saron index as the underlying for three month futures contracts on the Swiss franc Libor replacement rate.
