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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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Cross-product margin models at central counterparty clearing houses must be focused on structurally correlated products to maintain clearing member access to funds in the event of a default.
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GlobalCapital recognised in London on September 18 those who have had the biggest impact on derivatives markets over the last year. The winners of the Global Derivatives Awards were voted for by their industry peers. Below are some of the highlights from the gala evening.
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Europe must recognise US central clearing counterparties as equivalent under European Markets Infrastructure Regulation to avoid further balkanisation of liquidity and market pricing started by the Commodity Futures Trading Commission's swap execution facility mandate. -
Overall credit default swap notional reported to swap data repositories last week increased 34% from the previous week, according to data from the International Swaps and Derivatives Association. This follows two weeks of a consistent uptick in CDS notional, with a combined increase of 64%. Overall interest rate derivatives that was reported, only increased by 5%.
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Hedge funds have been taking profit or closing out long vanilla and exotic options trades on the US dollar against the Japanese yen as spot on the pair has continued its uptrend over recent weeks.
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The European Commission is considering a six month extension to relief for central counterparty clearing houses not yet registered for clearing.
