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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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Retail investors and asset managers have been shorting volatility via exchange-traded funds and exchange-traded notes, building up a short position of more than $135m in vega, the highest short net position in ETFs and ETNs to date. That is a potential source of instability. -
Pressure is mounting on the European Commission to judge the clearing house regimes of other jurisdictions equivalent, as the clearing mandate edges closer in Europe.
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Fast money investors had been buying short-dated volatility in iTraxx Main in the run up to the European Central Bank meeting on December 4, with sellers of volatility returning afterwards. This a theme that has been recurring in the credit options market pre- and post-ECB meetings.
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Trad-X, the interest rate swaps trading platform run by Tradition, has reached record trading volumes for dollar IRS, with volumes exceeding $1 trillion since their launch and the number of trades executed hitting 25,000.
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Central counterparties have a duty to work on CCP risk, however, the European Market Infrastructure Regulation recovery and resolution framework is sufficient to prevent the buildup of systemic risk as clearing houses become vital to derivatives market infrastructure with the start of clearing in Europe next year.
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Weak Chinese trade data backed good paying in CNY swaps on Tuesday and built expectations for further easing measures from the People's Bank of China (PBoC). Sources say the rise in five year rates is looking overdone and that profit-taking flow will emerge soon, writes Deirdre Yeung of Total Derivatives.
