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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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Hedge funds are increasingly entering one-year conditional variance swaps on the S&P 500 that typically use knock-in features, or other conditional characteristics, to cheapen the swap in a bid to benefit from the low volatility in US equities. -
Old Park Capital’s Maestro strategy has made returns of more than 2% separately in April and May, despite decreasing market volatility. The resilient performance comes after it extended the strategy to the S&P alongside the Eurostoxx, benefiting from extended futures trading windows.
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Tullett Prebon has launched an aggregated feed of swap data repository data for the interest rate swaps market, in a bid to increase price transparency by combining standardised post-trade data with pre-trade bids and offers.
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Investment banks are developing credit products including credit linked notes, total return swaps and credit default swaps in Malaysia, in response to increasing demand from hedge funds for new investment opportunities in the country.
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Strategies that use so called smart beta indices, or benchmarks that deviate from a market-weight approach, could be leading to a clustering of positions and an eventual unwind.
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UBS has launched bonus certificates on a basket consisting of the HSCEI, Kospi 200, Russian Depository Index and the WisdomTree India Earnings exchange-traded fund.
