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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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High yield cash investors have been seen setting up new hedges in iTraxx Crossover, with popular strategies including bearish risk reversals and payer spreads. -
The Chicago Board Options Exchange saw the most active month ever for futures on the CBOE Volatility Index this August, surpassing previous monthly volume and average daily volume records.
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The Korea Exchange is remodeling its futures and options market, introducing real-time limits on derivatives prices and reforming the system for fixing erroneous transactions as the bourse gears towards the introduction of futures on its Volatility-KOSPI200 index.
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Hedge funds acting as clients of clearing members may delay clearing trades under the European Markets Infrastructure Regulation to allow the members to finanlise necessary documentation in a bid to save on costs.
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Investors are increasingly buying options on the euro, particularly against the dollar and sterling, which is helping to push volatility up following months of low fx volatility.
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Although the data-related rally in CNY rates extended on Tuesday, sources said the move was beginning to look overdone. A currency-driven bid in short-end swaps has backed the recent flattening in the 2s/5s swap curve slope, writes Deirdre Yeung of Total Derivatives.
