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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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Ukraine has a long history of weak credit quality. Indeed, one has to go all the way back to August 2011 to find 5-year CDS levels tighter than 500bps.
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The central bank opened the door for increased gold hedging when it gave permission to Titan Group to increase its ability to hedge the precious metal. -
Institutional investors are increasingly entering at-the-money put spreads on the S&P 500 in a bid to protect against further declines in US equities while profiting from the current high level of convexity in the volatility market.
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The increasing likelihood of the five-year CMS rolling down in two years’ time, driven by inflation and potential quantitative easing from the European Central Bank, has opened up the opportunity to sell two-year in-the-money digital caps on the underlying.
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The volume of interest rate swap trading on swap execution facilities dropped by between 30%-40% during the first week of mandatory trading, according to Colby Jenkins, research analyst at TABB Group.
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Institutional investors that acquired vanilla options on sterling against the US dollar ahead of the Verizon-Vodafone deal that took place on February 21 have moved to sell the instruments back into the market due to a lack of volatility in the currency pair.
