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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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Fund managers are taking long positions on peripheral banks cautiously, expecting an imminent European balance sheet review to reveal further inconsistencies similar to those at Banco Espirito Santo, which resulted in the Portuguese government splitting the bank. -
Investors are shifting to short-dated September or October puts on the S&P 500, targeting strikes between 1,900 and 1,800.
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Some market participants have been unwinding long options positions on the dollar against the yen in a bid to take profit as the Japanese unit has steadily weakened against the greenback. At the end of last month, $/¥ was trading at 101.36. On Monday, spot on the pair was 104.28.
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Andrew Simpson, ex-coo at Rate Validation Services, has been appointed head of post-trade at Euronext as the exchange operator makes a push to expand its post-trade services following a demerger with parent company IntercontinentalExchange earlier this year. Simpson will be responsible for developing Euronext’s relationship with LCH.Clearnet and its clearing strategy for both cash and derivatives markets.
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PIMCO potentially sought to limit the amount it needed to pay from its credit default swaps on Argentine bonds when it voted against including two Japanese law-restructured notes from being included in the upcoming CDS auction, according to market officials.
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Buyside participants, in particular insurance firms and pension schemes, have not adequately invested in risk management infrastructure and are not pricing their derivatives exposures or collateral charges effectively in light of new rules and accounting standards.
