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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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TriOptima has completed the largest energy portfolio compression cycle to date, eliminating a notional outstanding value of $12.1bn.
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Market participants have been picking up options on the New Zealand dollar against the US dollar following a recent spike in volatility, due to the Reserve Bank of New Zealand's intervention in the FX market. -
Fast money accounts are going long risk CDX High Yield and shorting the S&P500 hoping to play the decompression between the two.
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Market participants may have been making the shift to adopting overnight indexed swap (OIS) discounting for swap portfolios since 2007, but this year the focus has shifted to include the challenges surrounding credit valuations and a whole host of other complications.
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CNY swaps have been offered on the back of weak data, political protests in Hong Kong and low fixings ahead of the holiday period. Good-sized receiving in the belly of the curve has flattened the 2s/5s swap curve slope.
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Risk across central counterparty clearing houses will be put under a microscope in an electronic guide to CCP rulebooks being created by FIA Global that is expected to launch in December.
