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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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Hedge funds are eyeing a relative value strategy playing the divergence between iTraxx Main and 10 year swap spreads.
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Compression — a technique for reducing the numbers of trade in a portfolio while keeping the same risk profile — could change the way investors trade derivatives as greater numbers look to the balance sheet enhancing service to reduce their notional outstanding, according to Daniel Maguire, global head of SwapClear.
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The International Capital Markets Association’s secondary bond markets liquidity survey shows the sellside is “surprisingly not as despondent as it could be”, as dealers adapt to the new business environment and revise how they charge for balance sheet. Although liquidity has grown far worse since the crisis, bond traders large and small still have strategies to stay in the business and have adapted to some of the challenges of regulation.
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The financial crisis trained investors to be more attentive to potential areas of complacency, especially where derivatives are involved.
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Back in the summer of 2013, there were two main themes that investors feared could trigger a change in the credit cycle. One is now a distant memory, the forces behind the other have exhibited a change of heart this year.
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Tullet Prebon has acquired PVM Oil Associates, adding substantial energy trading capacity to the firm’s product and services offerings. Tullett Prebon’s ability to trade oil-based over-the-counter derivatives contracts will be substantially improved, as will its ability to expand into futures and physical options broking.