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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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Hedge funds and institutional investors globally have been buying forward volatility agreements on the euro against the US dollar, driven by the current low vol environment, according to fx structurers.
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Last week, Bloomberg’s swap execution facility saw record high volumes in interest rates and credit default swap trading amid concerns about unrest in Ukraine and escalating tensions between Russia and the West.
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The Securities Industry and Financial Markets Association has submitted comments to numerous regulatory agencies surrounding margin requirements for non-centrally cleared swaps and security-based swaps, with one being adopting a weekly initial margin schedule to minimise disruptive margin disputes.
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Market participants are expecting greater two-way volatility in onshore and offshore renminbi, following a recent widening of the currency’s trading band, which could help boost volumes in the fx derivatives market in the long-term. -
A month after trade reporting kicked off in Europe on February 12, the European Commission has adopted a delegated regulation that sets out procedure for penalties imposed on trade repositories. The document is intended as a supplement to the European Markets Infrastructure Regulation.
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The CDS cash basis of the UK remained largely unchanged in the first quarter of 2014, according to the Bank of England’s quarterly bulletin. The basis had steadily decreased for the second half of 2013 because of increased confidence among investors and a growing willingness to bear risk, leading to an increase in the supply of protection and a decline in CDS premia.
