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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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Solid Chinese PMI data has supported paying in CNY swaps, especially in five -years. Illiquidity has exaggerated price moves, as markets remain thin ahead of the conclusion of the potentially significant Fourth Plenum discussions later on Thursday, writes Deirdre Yeung of Total Derivatives. -
The fate of the eurozone’s ailing economy, and the policies undertaken to tackle the malaise, should have the biggest influence on spread direction in the coming months. But in the near term, Europe’s banking sector will be under scrutiny with the announcement of the ECB’s Asset Quality Review and the EBA’s stress test results on October 26.
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Market participants, particularly institutional investors, have been picking up risk-reversals and put options on sterling against the dollar.
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Market participants outside the EU are grappling with a European regulation that mandates clearing for non-EU-derivatives contracts, resulting in a lot of differences in interpretation, according to lawyers.
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Real money players are considering going long funded instruments such as bonds, versus unfunded instruments such as credit defaults swaps, in light of rumours that the European Central Bank may extend its asset buying program to include corporate bonds, according to strategists at Citigroup.
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The Singapore Exchange (SGX) this week launched FX futures contracts for Chinese onshore and offshore renminbi (USD/CNH and CNY/USD). Transactions in the new RMB futures achieved a first day volume of 1,836 contracts on October 20, or approximately Rmb1.1bn in notional value ($180m), said SGX.
