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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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The US Commodity Futures Trading Commission wants swap execution facilities and designated contract markets to report package transactions separately and report options pricing in terms of volatility rather than option premium when submitting daily volume and pricing data. -
The Australian Securities and Investment Commission has accepted an enforceable undertaking from the Royal Bank of Scotland in relation to potential misconduct involving the Australian Bank Bill Swap Rate. As part of the enforceable undertaking, RBS will make a voluntary contribution of A$1.6 million to fund independent financial literary projects in Australia.
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Long-dated vanilla options structures on the euro against the dollar that play a bullish $ view, are expected to gain traction as front-end yield differentials have moved in the $’s favour, with strategists expecting such a trend to widen further over the next 18 months.
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Calculation of leverage under the Alternative Investment Fund Managers Directive has been clarified by a last minute update to a Q&A on the directive posted by the European Securities and Markets Authority. The update comes a day ahead of AIFMD going live on July 22, after a year-long transitional period to allow UK AIFMs to seek authorisation and register.
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Brian Andreyko, the former global head of EBS product and development at ICAP Electronic Broking in London, has joined front office technology provider TradAir.
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Hedge funds have been taking profits on credit default swap trades on Fiat after reports of a potential takeover of the company in a German magazine prompted the name's five year CDS to snap 19bp tighter. Fiat later denied the rumour, however a further report by Handelsblatt, a German business newspaper on Friday suggested that investment banks had been hired to find interested buyers for shares in Fiat owned by the Agnelli family. Fiat CDS were trading 11bp tighter again on Friday lunchtime, at 254bp.
