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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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UBS has executed the first Eris standard swap future via the Chicago-based futures bourse Eris Exchange for a buy-side client.
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Investors should enter a March/June/September calendar fly on the Nikkei 225, selling a June 2014–September 2014 call calendar at a 2:1 ratio with a 16,000 strike and buying a March 2014 16,000 call to mitigate the gamma.
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Article 18 of China’s 2006 Enterprise Bankruptcy Law could impede the Shanghai Clearing House’s attempt to close-out positions should an interest rate swap become insolvent, despite recent guidance from Chinese authorities over the application of close-out netting rules, according to Linklaters. -
Investors have been picking up short-dated options on sterling versus the U.S. dollar as interest in GBP has spiked in anticipation of the Bank of England's quarterly inflation report which was released Wednesday.
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NISA Investment Advisors, supported by Credit Suisse Securities as its futures merchant, has executed the first sponsored access trade with Goldman Sachs on Bloomberg’s swap execution facility, ahead of the mandatory deadline for swap execution facility trading on Feb. 16 next week.
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Hedge funds are selling volatility with and without delta across expiries in Europe and the U.S., either taking profit on long receiver positions set up at the end of January during the emerging market selloff, or leveraging on the high levels of volatility and trading negative gamma.
