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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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Spreads on US corporate credit default swaps are tightening as credit conditions have generally improved or plateaued, motivating investors to seek higher yield. -
Investors typically associate volatility with large price swings, adverse risks and expensive option premiums. Lately, we have seen some notable price movement, but not to the downside, and some expensive option prices, but not as a result of any particular fear.
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Robert Pickel, the former head of the International Swaps and Derivatives Association (Isda), has joined interdealer broker Tradition as non-executive director to the board of TraditionSEF, the swap execution facility it operates in the US.
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Olivier Renault has returned to Citigroup as head of financial institutions solutions EMEA, while former UBS structurer Francesco Dissera has joined StormHarbour.
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Investors are tailoring their options strategies to focus on hedging global macro risks and identifying single stock options in lieu of larger market options baskets.
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The strong dollar is giving banks rising counterparty exposure to export-heavy European companies that they need to hedge in the credit default swap market, pushing spreads for those firms wider, writes Dan Alderson.
