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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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Short-end CNY swaps have been bid as currency weakness has more than offset easing liquidity concerns. Underperformance in the belly of the curve has backed some disinversion momentum in the 1s/5s NDIRS slope, writes Deirdre Yeung. -
Overall interest rate derivatives trading that was reported to swap data repositories last week decreased by 12% from the previous two weeks, according to data from the International Swaps and Derivatives Association.
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Hedge funds took profit on a long stocks, short credit default swaps relative value trade on Monday after Syriza's victory in the Greek election failed to dampen expectations in equities, while the iTraxx wobbled slightly wider.
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The Financial Stability Oversight Council in the US is changing the classification process for systemically important financial institutions, prompting concern about the government's extended remit over insurance, clearing and other non-financial organisations. With no hard set of rules and procedures for the new classification system yet released, lawyers are concerned that the statute is ambiguous, inherently flawed and opaque.
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Clearing houses should avoid resolution at all costs, according to a recovery framework published by the International Swaps and Derivatives Association on Monday, which said that even when prefunded resources such as member contributions have been exhausted, recovery of a clearing house is always preferable to closure.
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Recent cash injections by the People's Bank of China (PBoC) have supported lower fixings and light receiving in short-dated CNY swaps. With the 1s/5s NDIRS slope still inverted, there is potential for this week's US Federal Reserve meeting to accelerate a corrective move, writes Deirdre Yeung of Total Derivatives.
