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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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The International Swaps and Derivatives Association has launched the ISDA 2014 Collateral Agreement Negative Interest Protocol, designed to provide certainty about how the payment of interest on posted collateral is calculated in a negative interest rate environment under ISDA collateral documentation.
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Short CNY swaps have been offered on the back of weak domestic data, while the five year has been better bid on profit-taking flows. As a result, the 1s/5s curve slope steepening move has extended, writes Deirdre Yeung. -
Tomas Zikas, New York-based managing director and head of SwapEx, State Street’s swap execution facility, has left the firm.
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Clearable mortgage swaps would primarily be used to speculate on the mortgage securitisation market, with hedging of positions being a secondary use of the instruments, according to traders.
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ICAP’s European swap execution facility went live Monday, following temporary registration approval from the US Commodity Futures Trading Commission to operate a multi-asset class SEF. This makes it the first non-US domiciled venue to be approved.
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Counterparties to derivatives contracts with UK credit institutions could suffer under plans from Her Majesty's Treasury to implement bail-in as part of the 2013 Banking Reform Act, ahead of the European Bank Recovery and Resolution Directive, according to the International Swaps and Derivatives Association.
