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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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GFI Group has launched dollar-denominated market agreed coupon (MAC) swaps on its swap execution facility. The firm now offers live tradable prices for such contracts in a central limit order book on its electronic trading platform known as RatesMatch.
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Overall credit default swap notional that was reported to swap data repositories last week increased by 63% from the previous week, according to data from the International Swaps and Derivatives Association. Overall interest rate derivatives trading that was reported, was also up by 28% from the previous week. This follows a week of modest decreases in trading volumes in both CDS and rates.
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The European Securities and Markets Authority's decision to delay publishing essential credit derivatives clearing standards could mean that the European Commission is reconsidering an €8bn notional clearing threshold for the front-loading of trades, market participants hope.
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The derivatives exposure method in the recently issued Basel III Leverage Ratio Framework and Disclosure Requirements may hit firms' ability to use cleared derivatives to hedge risk, two industry bodies believe.
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CME group plans to launch futures on tri-party repurchase agreement indices developed by BNY Mellon, providing investors with a novel tool to hedge their interest rate risk.
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Funds have increasingly been buying topside options on the dollar against the yen as the Japanese unit continues to depreciate, however, high strikes on the currency pair are anomalously cheap despite the fact that both volatility and spot have continued to increase.
