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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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Initial margin requirements for clearing interest rate swaps could force buysiders to turn to futures to avoid the collateral cost of clearing. That’s the view of Luke Hickmore, investment director of credit at Scottish Widows Investment Partnership, speaking at the Futures Options World Derivatives World Conference in London on Tuesday.
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Standard Chartered has cleared its first over-the-counter interest rate swap for a client via LCH.Clearnet’s SwapClear service.
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Some macro investors have switched their preference for long strategies on Nikkei Dividends to the Nikkei cash index, buying Dec. 2014 16,500-17,500 upside call spreads with an 18,500 knock-in barrier at JPY324. The play could be funded by selling a 105% out-the-money call on the 2015 Nikkei Dividends at 2.1%.
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The Volcker Rule, which was approved by five regulatory agencies on Tuesday, is fundamentally flawed and imposes significant obligations upon market participants at a considerable cost, according to Scott O’Malia, Commissioner at the U.S. Commodity Futures Trading Commission.
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The International Swaps and Derivatives Association has sought understanding from the Basel Committee on Banking Supervision and the International Organization of Securities Commissions’ Working Group On Margin Requirements to develop a standard initial margin model for margining non-cleared derivatives.
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Daniel Even, a former index arbitrage and delta one trader at Nomura in London, has joined U.K.-based interdealer broker Square Global Markets as head of delta one and securities finance, also in London.