Top Section/Ad
Top Section/Ad
Most recent
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
More articles/Ad
More articles/Ad
More articles
-
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. -
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.
-
Andrea Sozzi Sabatini, the former head of equity derivatives and structured retail sales for Europe, the Middle East, Africa and Latin America in London, has joined Julius Baer in a new role.
-
The synthetic collateralised debt obligation market, not seen since and often blamed for the onset of the global financial crisis, could see a revival in Europe and the US, following the implementation of the International Swaps and Derivatives Association’s 2014 credit derivatives definitions in September.
-
The move by the Chicago Board Options Exchange to extend trading in Vix futures to 24 hours will drive greater liquidity in the Vstoxx as investors look to participate in spread strategies between both underlyings, according to traders.
-
Short CNY swaps were being offered on Thursday as some players position for a correction lower after the end of the quarter. The associated steepening across in the 1s/5s curve slope is expected to drive near-term offered-side interest in three to five year swaps, writes Deirdre Yeung of Total Derivatives.
