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Japanese firm plucks banker from UBS
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
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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. -
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.
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The credit options market may be underhedged according to BNP Paribas, which notes that DTCC data from the June credit options expiry shows the second biggest drop of outstanding amount and number of trades on record.
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The Alternative Investment Management Association, an industry association of global hedge funds, has published over-the-counter clearing guidelines for asset managers.
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S&P Dow Jones Indices has launched a new commodities index-- the Dow Jones Commodity Index--to serve as an alternative to the DJ-UBS Commodity Index.
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Data provider Markit is planning to provide implied volatility data on credit default swap index options in Q3, in a bid to provide clients with greater price transparency.
