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The Americas derivatives community came together in New York to recognise and celebrate outstanding achievements across the industry
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CNY NDIRS were well offered on Tuesday, on a lower fixing and expectations of further easing by the People's Bank of China (PBoC). At current levels sources say the 1s/3s swap curve slope is too flat, writes Deirdre Yeung of Total Derivatives. -
Overall credit default swap notional that was reported to swap data repositories last week decreased by 21% from the previous week, according to data from the International Swaps and Derivatives Association. Overall interest rate derivatives trading that was reported, also saw a decrease of 17% from the previous week.
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Hedge funds and real money investors are targeting a long spot position on the Turkish lira against the Russian ruble, on the back of expectations that the ruble will continue to weaken. This comes following the decision from the Central Bank of Russia not to shift to a free-floating or discretionary intervention currency strategy at its monetary meeting on October 31.
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A weak Chinese PMI report supports receiving the belly of the CNY swap curve. The 1s/5s curve slope is expected to correct steeper from current levels. Elsewhere, KRW is the latest currency to become directly tradeable against CNY.
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There has been a surge in investor interest to structure cheap VIX-based tail risk trades to hedge against a sharp rise in volatility.
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Hedge funds are looking at negative basis trades to hedge long beta exposure exacerbated by the prospect of further intervention from the European Central Bank, according to strategists at Citigroup.
