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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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BTIG has expanded its foreign exchange services with the addition of an electronic trading FX platform. The service, TradeSave FX, provides institutional investors direct access to competitive multi-dealer spot FX prices as well as advanced order matching and 24-hour liquidity aggregation.
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Volumes have nearly doubled over the past week in Chicago Board Options Exchange Volatility Index (VIX) call spreads as investors seek volatility protection, driving options premiums higher. -
The Japanese Securities Clearing Corp has completed the first compression cycle for cleared yen interest rate swaps using TriOptima’s triReduce service, to eliminate notional principal and reduce risk.
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Hedge funds and credit valuation adjustment desks are playing the cash versus credit default swap basis on Italian government bonds after it was driven tighter by the performance of the 30 year swap, which went below 1.50% last week for the first time in its history.
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Hedge funds are using synthetic leveraged credit structures, such as tranches on the iTraxx Main and Crossover indices, to meet return targets in the face of low credit spreads that are a consequence of European Central Bank policies.
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Overall credit default swap notional that was reported to swap data repositories last week increased by 33% from the previous week, according to data from the International Swaps and Derivatives Association.
