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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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CNY swaps have been well offered on the back of recent weak Chinese economic data. Outperformance in five year swaps has flattened the curve to levels that some players now consider overdone, writes Deirdre Yeung of Total Derivatives. -
Simon Winn, ex-head of sales for Asia at 360T, has joined ICAP’s EBS business as head of sales Asia Pacific, based in Hong Kong.
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Traiana has expanded its post-trade cross-asset allocation services for buy- and sell-side clients with a new service called Harmony Securities. The service has been designed to meet new processing requirements and regulatory changes such as T+2 settlement.
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Fast and real money accounts have been buying payer spreads on iTraxx Main this week with August and September expiries and strikes between 70bp and 85bp, while other funds have been seen selling options via payers, reflecting mixed credit options flows.
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Investors have been taking profit on relative value trades with a bearish bias going by long risk the iTraxx Senior Financials (Sen Fin) index and short risk iTraxx Main index, while maintaining a bullish bias on Sen Fin ahead of September, when the launch of new credit default swap indices based on revised CDS definitions could see old Sen Fin contracts outperform.
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Overall credit default swap notional that was reported to swap data repositories last week increased by 16% from the previous week, according to data from the International Swaps and Derivatives Association. This follows a sharp increase of 50% from the week prior. Overall interest rates derivatives trading that was reported, however, declined by 9%.
