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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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Amundi Asset Management expects financial names in credit indices to compress against corporates in 2014. The fund is currently overweight on financials, attracted by higher spreads on names such as BNP Paribas, Crédit Agricole and Deutsche Bank.
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Leith Assouad, an ex-senior portfolio manager at Brevan Howard, has rejoined Citigroup in a senior equity derivatives trading role in London. -
IntercontinentalExchange and CME Group have both had trade repositories approved under the European Markets Infrastructure Regulation by the European Securities and Markets Authority, allowing them to start accepting clients ahead of mandatory trade reporting on Feb. 12, 2014.
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Investors should look at selling March 2014 – June 2014 put calendars on the Nikkei 225, with a strike at 15,000, to take advantage of a potential sell off in implied vols from March 2014 onwards.
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Hedge funds, fast money and real money are buying longer-term receivers on Senior Financials with strikes at 100 basis points, 95 bps and some 80 bps for technical reasons, including the desire to position ahead of new credit default swap definitions due in March. The Asset Quality Review due at the end of the year is also weighing on spreads, with equity underperforming Senior Financials as banks seek to reduce the size of their balance sheets.
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The Chicago Board Options Exchange has developed a new index calculated using S&P 500 options that expire six-to-nine months in the future.
