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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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A mix of hedge funds, real money and bank desks are looking at ways to avoid paying theta during the Easter holidays in Europe by trading payer spreads 1x1 on the iTraxx Main, with some also tapping 1x2 payers. -
The Chicago Board Options Exchange reported that first day trading volume for its short-term volatility index options totaled an estimated 3,134. According to traders, the success of the new options with weekly expirations stems from the fact that the shorter time horizon of the VXST enables the options to be even more responsive to market moves than the longer-dated VIX.
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Hedge funds and asset managers are considering buying protection on the iTraxx Crossover, and going long the EuroStoxx 50 with a time horizon of six months, expecting stocks to outperform credit in the near term.
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The Hong Kong Monetary Authority is looking to implement the Basel Committee’s standardised approach to counterparty credit risk exposures, which will be applicable to exchange-traded derivatives, over-the-counter derivatives and long settlement transactions.
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James Chen, former managing director and head of Asia Pacific cash equities trading, program trading and delta one at Barclays, has joined BlueCrest Capital Management in Hong Kong.
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Market participants questioned the usefulness of trade reporting requirements, and how the reported data will be used by regulators, during a panel on regulatory developments at the International Swaps and Derivatives Association annual general meeting in Munich on Thursday.
