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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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Market participants, particularly euro buyers, have been entering into long-dated hedges on the euro against the Swiss franc following the Swiss National Bank’s shock decision to abandon the Sfr1.20 floor to the euro last month. -
Hedge funds and asset managers have been using increasingly complex derivatives strategies to play the trend of a stronger dollar as a means to achieve lower upfront premiums, according to structurers.
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Market participants in Europe have started to put clauses which tie clearing members to providing services for a certain period of time in their clearing contracts, fearing that more banks will shut down their clearing offerings as regulatory delays put bank balance sheets under increased pressure.
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Asset managers are increasingly looking to diversify their portfolios using credit default swaps, with many looking to basis trades for enhanced yield which buy and hold strategies no longer deliver.
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Short-end CNY swaps were busy on Tuesday, with early payers in one year despite the release of weak inflation data. The market then turned offered, after a lower FX fixing and foreign receivers were in two years, anticipating further action from the People's Bank of China (PBoC) action to stimulate growth, writes Deirdre Yeung.
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Overall interest rate derivatives trading that was reported to swap data repositories last week increased by 59% from the previous week, according to data from the International Swaps and Derivatives Association.
