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Bank intermediaries eye resurgence in profitable trades
◆ 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
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Investors have been entering one-month-to-one-year down-and-out-puts and “appearing” put spread strategies with strike prices of 90% and 80% of spot on the S&P 500, in a bid to monetize the elevated skew levels on the index. -
A change to the Financial Industry Regulatory Authority’s communication rules relating to the filing and content requirements for retail communications are a positive development for the structured products market, according to lawyers.
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Hedge funds are taking profits on cross asset relative value options trades playing the underperformance of the North American CDX Investment Grade index relative to equities.
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Front-end CNY swaps were bid today amid further upward momentum in the fixings. However, 1s/5s swaps steepened up as 5-year swaps underperformed the shorter-end. New rules by the Chinese regular will help bolster capital ratios for the big banks, writes Deirdre Yeung of Total Derivatives.
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CME Group has called on the US Commodity Futures Trading Commission to allow all derivatives clearing organizations to commingle portfolio margining funds in connection with futures contracts.
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Investec Structured Products has launched a UK Controlled Volatility Fund linked to the EVEN 30 index. The fund, through the EVEN 30 index, tracks the performance of the 30 least volatile stocks from the 100 largest companies listed in the UK.
