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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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After a spike to start the week, three month option-implied volatility on WTI crude oil continued higher, reaching more than 47% annualised on Thursday as futures prices fell to fresh six year lows.
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Options on Hong Kong-listed Chinese shares traded at one of the most expensive levels of relative value in recent history on Thursday as traders bid the premium for Hang Seng China Enterprises Index (HSCEI) contracts well above the recent realised volatility of the index. -
Two senior bankers from Royal Bank of Scotland’s defunct Asian loans division have moved to Banco Santander.
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2015 set a number of records in the options market as traders flocked to index and volatility-linked products, but equity options volumes dipped due to factors that look likely to persist in 2016.
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Get bought or go bust: Is this the year when vulnerable oil & gas companies have to make the choice? So far this year, derivatives traders are pricing contracts for more vulnerability to come.
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ISDA’s Determinations Committee has decided to hold a second day of discussions on Novo Banco, after failing to reach agreement on Wednesday over whether the Portuguese bank has triggered a government intervention credit event or a succession event.
