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The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
The derivatives market gathered in London on Thursday night to celebrate its leading players
Internal restrictions mean SSAs issue fewer CMS-linked notes
JP Morgan and Dutch pension fund PGGM transacted derivatives margin trade
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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. -
Real money investors are buying payers with short-dated expiries on iTraxx Main after political uncertainty in Greece.
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Asset managers are increasingly trading products that are based on the Chicago Board Options Exchange Volatility Index on the back of a spike in volatility. According to UBS, asset managers are looking to the VIX as a tool for hedging, in addition to a product that they can trade in their clients’ portfolios.
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Issuers are behind the rest of the market in obtaining the legal entity identifiers (LEIs) required by the Markets in Financial Instruments Directive to comply with transaction reporting, according to Mark Davies, general manager of Avox, who said that many issuers are not even aware that they must obtain an LEI.
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The UK Structured Products Association has introduced a new set of risk ratings to enable financial advisers to compare different structured products more easily and help select products that match their clients’ risk profiles more closely. Up until now, there has been no numeric risk value assigned to structured products.
