Top Section/Ad
Top Section/Ad
Most recent
◆ 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
More articles/Ad
More articles/Ad
More articles
-
TriOptima has completed the first cross-currency compression cycle, eliminating ¥12.318 trillion ($120 billion) notional principal in Japanese yen/US dollar swaps.
-
Overall credit default swaps notional that was reported to the swap data repository between April 28 and May 2 increased by 66% from the previous week, according to data from the International Swaps and Derivatives Association. Overall interest rates derivatives trading that was reported, however, only increased by 10%.
-
Lloyds Banking Group has hired Josh Gonnella, the former global co-head of rates sales at UBS, as head of rates sales in London.
-
The US Commodity Futures Trading Commission has expanded the capabilities of its Portal service, allowing market participants to electronically submit event-specific reports. -
Mirae Asset Group listed last week on the Korea Exchange two synthetic exchange-traded funds in South Korea, making it the most prolific issuer in the market.
-
Investors should look at selling euro high-strike payers as the high issuance of €-denominated structured notes that was seen in the first quarter of 2014 is expected to continue in Q2. Long-dated volatility may remain under pressure as a result, due to the greater supply of long-dated options from these notes, according to strategists.
