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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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Markit is developing a service that will manage the exercise processes and provide electronic legal trade confirmation for fx options. The post-trade service will also help participants reduce operational risk and become more efficient in their management of fx options trades.
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Assenagon’s subordinated debt and contingent convertible fund has raised €100 million in assets under management, five months after it was launched. -
Credit strategists are recommending investors explore trading strategies in the iTraxx Senior Financials and Subordinated Financials indices, as they expect financials to tighten after the launch of new credit default swap definitions in September.
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ICAP’s iSwap platform has reported a new monthly record for US Dollar interest rate swap volume in June 2014. The platform noted 588 trades worth a notional value of $26 billion in June, representing 31% of all $ IRS trades at the firm.
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Asset managers and pension funds have been increasingly buying CBOE Volatility Index call options, aiming at strikes of 16 and 17, while volatility hedge funds are considering put and put spreads on a VIX exchange-traded note.
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Structures such as forward volatility agreements that capture lower volatility carry rolldown relative to outright short vol positions, but are protected from broad based moves in higher fx vols, are expected to gain traction in the continued low vol environment.
