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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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Reporting of over-the-counter and exchange traded derivatives to repositories is floundering in its aim to make trading more transparent, some seven months since reporting started in Europe. Market participants say a broken system consisting of multiple trade repositories could harbour risk, rather than reduce it. -
Geopolitical risk was all the rage earlier this year, and played a major part in credit spreads widening in several short, sharp bursts. Monetary policy soon resumed its role as the main driver of sentiment, but there were indications this week that it may have to move aside again.
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The overall interest rate derivatives trading volume reported to swap data repositories last week was up 27% from the previous week, according to data from the International Swaps and Derivatives Association. This follows several weeks of consistent decline in the figures.
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Some derivatives market participants are weary of using credit hubs as they act as one single point of failure if a transaction were to fail because many parties are involved, according to panellists at the SEFCON V conference in New York on Wednesday. Parties at risk include swap execution facilities, clearing houses, futures commission merchants as well as their clients, the conference heard.
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The risk reflected in options on crude oil is near the highest levels since the commodity began selling off in July, according to one estimate.
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Hedge funds and real money investors were fast to sell volatility on iTraxx Main and Crossover after the European Central Bank meeting on November 6, causing the volatility calendar and the volatility smile to steepen.
