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Japanese firm plucks banker from UBS
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
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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. -
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.
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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.
