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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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Credit Suisse plans to add algorithmic trading to its newly launched swap execution facility aggregation service, as it further develops it for interest rates swaps. -
Buysiders looking to margin derivatives transactions may struggle to update collateral management systems to shorter settlement times ahead of an October 6 go-live date, according to market participants.
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The U.S. Commodity Futures Trading Commission has given qualifying Australian licensed markets relief from the swap execution facility registration requirement.
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Mid-sector CNY swaps have been offered sharply lower after the release of weaker than expected Chinese economic data at the weekend. 1s/5s has flattened to sub-30bp levels but traders predict a near-term corrective steepening move, writes Deirdre Yeung of Total Derivatives.
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Invoice spreads, typically interest rate swaps against futures contracts, could bit hit by a decline in liquidity when the US Commodity Futures Trading Commission’s next swap execution facility package trade exemption expires in November.
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Hedge funds are looking to implement relative value trades on European indices, going long iTraxx Main and shorting the Eurostoxx 50 or long CDX investment grade and short S&P500, expecting synthetic credit indices to outperform stocks around the roll of the iTraxx and CDX indices on September 22.
