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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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Big asset managers and hedge funds are putting on steepeners in the iTraxx Main index, expecting steepening between the five and 10 year points of the curve when the index goes through its semi-annual roll over to its 22nd series on September 22. -
Weaker than expected Chinese PMI data has supported receiving in three to five year CNY swaps, while a weaker currency fixing has backed light paying around the two year sector, writes Deirdre Yeung of Total Derivatives.
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Interest rate swap trading on US swap execution facilities fell about 16% from June-to-July this year, with dollar trades dominating 61% of the market.
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As pressures for timely reporting of OTC transactions mount on both sides of the pond, Ian Salmon of ITRS Group explores the challenges that this presents, while explaining why the sell-side requires a fresh approach to avoid heavy fines and reputational damage.
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Hedge funds and real money desks were seen re-entering hedges on iTraxx Main in a week when flow in credit options was dominated by sellers of volatility across indices, especially on out-of-the-money strikes.
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John O’Brien, former managing director and head of New York derivatives sales at Bank of America Merrill Lynch, started at Deutsche Bank this week.
