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Japanese firm plucks banker from UBS
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
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CNY swaps have been well offered as the market anticipates a weak domestic GDP report later this week. Short-end swaps have seen particularly good interest to receive. China Unicom issued a CNY4bn 3y Dim sum bond while Gazprombank is planning a return to the market, writes Deirdre Yeung of Total Derivatives. -
The Canadian Securities Administrators plans to extend the date for the implementation of over-the-counter derivatives trade reporting requirements until October 31 for clearing agencies and dealers, and until June 30, 2015 for all other OTC derivatives market participants.
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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.
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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.
