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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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A credit event auction on Tuesday for swaps referencing the Republic of Ukraine will be the fastest that has ever been put together in the history of the derivatives contract, lawyers have said. -
With macro factors causing investors to expect the US Federal Reserve to delay rate hikes, the looming earnings announcement cycle has come into focus for volatility traders.
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After a year of solid performance, a spike in volatility across multiple asset classes helped some derivatives fund managers to put in a strong performance last month.
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Some European companies have begun using contracts for difference — normally more associated with retail spread betting — to hedge their industrial FX exposure, as a cheaper alternative to more conventional derivatives provided by banks, writes Dan Alderson.
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After a doom-laden selloff on Monday, a modest rebound for US large-cap equities failed to calm volatility levels.
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The recent, sudden swoon by widely referenced credit default swap names Glencore and Volkswagen has regalvanised market participant’s call for measures that will improve single name liquidity.
