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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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Investors have been unwinding bearish positions on the euro following successful Greek negotiations which has led to an unexpected stabilisation of the single currency and a decrease in volatility.
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Increases in FX volatility have the potential to erode returns and raise portfolio-level volatility in international multi-asset portfolios, therefore investors are looking at using FX forwards and options as a hedge to generate superior risk-adjusted returns. -
It is a truism that the credit default swap product garners more headlines when companies default or are close to triggering a credit event. Last week we saw a typical example, and it will surely be the case next week as well.
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Greek credit default swap spreads have tightened to their lowest point since the January election after the crisis over the country’s bailout seemed to recede once Germany agreed a bailout extension of another four months.
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Chris Rhodes, ex-partner and senior trader at proprietary trading firm Arc Derivatives based in London, has joined ICE Futures Europe as head of interest rates, also based in London. He joins the firm in a newly created role.
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Chris Concannon, president of BATS Global Markets, has been appointed as CEO replacing Joe Ratterman.
