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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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A number of swap execution facilities (SEFs) may be forced into a fight for survival as they struggle to attract liquidity and trading volumes. That has raised questions over how SEFs can survive a derivatives market undergoing heavy reconstruction, report Beth Shah and Daniel O’Leary. -
It’s been a while since the eurozone’s periphery had any meaningful impact on broader market sentiment. Mario Draghi’s “whatever it takes” pronouncement in 2012 put paid to the regular bouts of volatility emanating from Europe’s beleaguered sovereigns. But on May 15, just over four years since the first Greek bailout, we received a reminder that peripheral CDS spreads still have the capacity to widen. And the movements weren’t insignificant—about a month’s worth of gains was wiped out in an afternoon.
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The move by MSCI to upgrade UAE and Qatar from frontier status to emerging market status is likely to drive greater activity in total return swaps on the specific countries. Liquidity in the country specific TRS market has shown signs of growth prior to the announcement from MSCI on Wednesday, which structurers say will lead to greater accessibility and tighter spreads in UAE and Qatar as it develops further.
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Some swap execution facilities could face closure as they struggle to attract liquidity and trading volumes. Market participants are beginning to question what needs to occur for SEFs to survive in the new and evolving derivatives market structure, report Beth Shah and Daniel O’Leary.
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The International Swaps and Derivatives Association and the Futures Industry Association Europe have published a cleared derivatives execution agreement for principle-to-principle client clearing.
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Global fx dealers are urging the European Commission to adopt one single cut off-period that delineates fx spot contracts from fx forwards and other fx instruments. Fx spot transactions generally settle within two valid banking days and dealers have urged the Commission to define an FX spot contact as an agreement between two parties to exchange one currency for another within the customary timeline of the relevant spot market.
