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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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ICAP believes that the fine imposed by the European Commission of €14.96m (£11.3m) on Wednesday for having breached EU antitrust rules by facilitating several cartels in the sector of yen interest rate derivatives is wrong both in fact and in law. -
Non-deliverable forwards will not be subject to the clearing obligation for over-the-counter derivatives following a consultation with market participants by the European Securities and Markets Authority, which said Wednesday that more time is needed to discuss market participants’ issues with NDF clearing before an obligation is introduced.
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The Chicago Mercantile Exchange (CME) plans to offer multilateral compression services for its clearing members in the first half of 2015 following a rise in popularity of market agreed coupon swaps and increased competition for compression services. Multilateral offerings will complement the services CME currently offers and will provide its members with more independence for maintaining their portfolios, said CME executives.
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Icap Information Services has launched the ICAP Bond Correlated Call US Treasury Index, which will allow participants to access exposure created through US interest rate increases using liquid futures contracts. The index was designed to capture gains realised through interest rate increases using US Treasury bonds and options on the bonds, which offer additional liquidity that traditional strategies lack, according to Icap.
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The European Commission has proposed a further two year exemption for pension funds from central clearing requirements for their over-the-counter derivatives transactions.
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Real money investors are buying payers with short-dated expiries on iTraxx Main after political uncertainty in Greece.
