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◆ UK rule change cheers covered bonds... ◆ ... as it shelves Taxonomy plans amid wider transition shift ◆ Digital markets: what makes a swap smart
Supporters claim smart derivative contracts remove need for central counterparties
◆ Second phase could be novation of ESM's €74bn existing portfolio ◆ Dealers eye Eurex-LCH CCP basis ◆ Eurex reports 'significant onboarding' from investors ahead of Emir deadline
The winning organisations will be announced at events in both London and New York in September
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Hedge funds and institutional investors are increasingly considering taking positions in futures and options on the Chicago Board Options Exchange Russell 2000 Volatility Index (RVX) as a way of managing their small-call stock exposure. -
Andrew Jarman, who was European head of high yield credit trading at Deutsche Bank, has joined Mizuho in the same role as part of the firm's build out in leveraged products, writes Hazel Sheffield.
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Traiana has improved its CreditLink service by giving buyside clients greater functionality when trading credit or interest rate derivatives on swap execution facilities.
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Investment banks are expanding their algorithmic systematic product offering, or so called algo indices, in an effort to cover multi asset classes such as fx, rates, commodities and equities.
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Hedge funds and active real money accounts are trading credit steepeners on Banco Espirito Santo after an audit found alleged irregularities surrounding debt owned by Espirito Santo International, causing a spike in volatility on the name.
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Outperformance in five year CNY swaps flattened the curve on the rally on Thursday as liquidity concerns have eased. SCB recommends exiting paid two year CNH CCS positions, while Nomura is sticking with its paid one year call, writes Deirdre Yeung of Total Derivatives.
