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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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BNP Paribas has combined its primary markets debt business and credit markets under one management team, co-headed by Martin Egan and Benjamin Jacquard.
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In this round-up, Hong Kong sees further drops in its RMB deposits base in June, new RMB futures contracts on the Hong Kong Exchange (HKEX) reach trading records in early August, and a Chinese regulator sets up a working group to prepare for the Shenzhen Connect launch. Plus, a recap of GlobalRMB's top stories this week. -
More banks than ever are turning to balance sheet CDOs to hedge their loan books, with a boost from Basel plans to increase risk weights for ordinary assets. Institutions such as Crédit Agricole, Credit Suisse and Deutsche Bank have ramped up their issuance programmes, while others are entering the market for the first time, as with Nordea.
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Tullett Prebon has extended its land grab in hybrid voice brokerage across trading classes, with a foreign exchange platform launch this week adding to recent manoeuvres in other areas such as rates and credit derivatives.
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Dovish actions taken by the Bank of England last week, particularly its sterling corporate bond buying programme, helped send short dated credit and equity implied volatility near to their post-crisis lows, prompting traders to begin to roll out of short volatility trades and size up potential bumps in September.
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Spanish engineering firms with exposure in Latin America may not be the most heavily traded segment of the credit markets, but they are certainly proving the most vulnerable.
