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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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CME Group saw record trading volumes on their S&P 500 options contracts late last week, with trading reaching over 1.1 million on the bourse’s e-mini contracts late last week. -
A mid-sized fixed income asset manager-based in New York has been buying three-to-six month swap options on the Markit Credit Default Swap High Yield Index, in a bid to protect against expected higher volatility in the US markets.
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The Securities Industry and Financial Markets Association’s Asset Management Group has submitted additional comments to regulators surrounding the aggregation of positions pertaining to agricultural commodity futures and option contracts, as well as physical commodity swaps, in a bid to make the proposed rules less arbitrary and more workable for investment managers.
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Overall credit default swap notional that was reported to swap data repositories last week increased by 52% from the previous week, according to data from the International Swaps and Derivatives Association. This was a significant increase following a sharp decrease of 30% reported in the previous week. Overall interest rates derivatives trading that was reported, however, declined by 23%.
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Short CNY swaps were better offered on Tuesday, with easier liquidity conditions and weak Chinese data driving the interest. Meanwhile, Taiwan’s Sinopac is preparing to trade CNH bonds in Taiwan, writes Deirdre Yeung of Total Derivatives.
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Investors have been trading short-dated risk reversals on high yield bond exchange-traded funds or big cap equity ETFs in a bid to hedge further declines in the US stock market.
