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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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The European Securities and Markets Authority wants to standardise the way that trade repositories and market participants transfer data on derivatives obligations, having warned that problems could arise under the Markets in Financial Instruments Directive II (MiFID II) regulations. -
TP ICAP, the firm formed in the recent merger of Tullett Prebon and ICAP, has made its first acquisition with the addition of Burton-Taylor International Consulting to its data and analytics division.
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Pension funds and other buy-side institutions are not prepared to meet new variation margin rules expected to come into force on March 1. And if they cannot trade, the regulation is not worth the paper it is written on, delegates heard at a conference in Luxembourg last week.
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In an age of irony, financial markets are hitting their peak. Measures of volatility, across almost any asset suggest squeezed trading ranges and pricing exactitude just as the most volatile US president in living memory settles into his new job. Something has to give.
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Credit and equity markets are “entirely unprepared” for volatility in the coming month, say traders, with any big surprises likely to wrong-foot swathes of market participants.
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The European Union this week added to the sense that global derivatives market regulation is set for a shake-up, with the European Securities and Market Authority calling for changes to “third country” central counterparty treatment and for a softer stance on how some market participants adhere to clearing rules.
