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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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Overall credit default swaps notional that was reported to swap data repositories last week dropped by 17% from the previous week, according to data from the International Swaps and Derivatives Association. Overall interest rates derivatives trading that was reported, however, remained relatively flat.
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Leonteq Securities, formerly EFG Financial Products, has hired Walter Treur and Anders Stromberg in senior structured product positions in London.
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With a feared Chinese quarter-end liquidity squeeze failing to materialise, those market players holding 1s/5s CNY flatteners have switched to betting on a data-driven move in the five year sector. Meanwhile, the People's Bank of China (PBoC) is moving to establish closer financial ties with Europe, writes Deirdre Yeung. -
Michel Barnier, commissioner of the European Commission, will soon make clearing rules in Japan, Singapore, Australia, Hong Kong and India equivalent with the EU’s regime, but is holding off on making the same determination for the US.
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LCH-CME basis swaps, where one counterparty pays a fixed rate on a swap cleared on LCH.Clearnet’s SwapClear versus receiving a fixed rate on a swap cleared by CME Clearing, and vice versa, are to grow in frequency as dealers seek to balance exposure between one or more central counterparties, writes Beth Shah.
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Credit Suisse is seeing greater interest this year from investors in strategies that use its algorithmic indexes to time portfolio allocations to CBOE VIX futures as tail risk hedges.
