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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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Event driven macroeconomic factors are driving investors to put on options hedges, particularly as sell-offs in credit and interest rate markets spill over to equities, according to strategists.
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Investors are finally taking seriously the prospect of continued expansion in the US economy. An extended quiet period this spring pulled levels of implied risk to near multi-year lows, as investors showed reduced demand for hedges and protection while bonds remained strong and first quarter earnings looked passable.
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It wasn’t so long ago — less than three weeks, in fact — that the big story in European financial markets was very low, or even negative, government bond yields. Germany’s 10 year Bunds were trading below 0.05% in mid-April, while sovereign bonds in the eurozone’s periphery were quoted at lower yields than US Treasuries.
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After the credit crisis, the compliance crunch. Market players wrangling with the regulatory ringwraiths Dodd-Frank, the European Market Infrastructure Regulation and the Market in Financial Instruments Directive, to name a few, are buried under sprawling compliance and capital efficiency demands. It’s time to outsource.
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Changing regulations, evolving cost structures and collateral optimisation systems moving to the front office are forcing buyside firms to consider outsourcing their operations, according to a leading market research firm.
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The Australian Securities Exchange has launched FlexClear, an over-the-counter service for equities options that is expected to benefit buyside firms looking to tailor strategies through central clearing.
