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The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
The derivatives market gathered in London on Thursday night to celebrate its leading players
Internal restrictions mean SSAs issue fewer CMS-linked notes
JP Morgan and Dutch pension fund PGGM transacted derivatives margin trade
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CNY swaps have been better bid as bets on People's Bank of China (PBoC) easing are unwound. At current levels, sources say flatness in the 1s/3s curve slope is likely to back more paying in three years, writes Deirdre Yeung of Total Derivatives. -
Multiple listings of ETFs could become a smart strategy for firms looking to attract a broader investor base for products sold under the renminbi qualified foreign institutional investors (RQFII) scheme. An RQFII ETF that was first listed in London was recently taken to Euronext Paris via Euroclear Bank, and Euroclear reckons the move is paving the way for others to exploit RMB alternatives.
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Earlier in July, every market tracked in our recurring indicator of option implied volatility showed pricing at above-average levels. US and European large-cap stocks had short term put options priced more than two standard deviations above their average levels. Hang Sang Index options were five standard deviations higher: as mainland investors discovered the sell button and margin calls rolled in, both A- and H-shares briefly gave back all of their gains year-to-date.
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Greater stability in European credit spreads has brought a big reversal of iTraxx index options, say traders, after the volatility skew reached an all time record inversion during the recent Greece debt negotiations.
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Bayside Capital, a credit investment firm and affiliate of private equity house HIG Capital, has lost a managing director and a founding member of its European credit platform.
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UBS has added to its emerging market credit sales capabilities with a hire from Mizuho.
