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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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The Korea Exchange is conducting research to determine which non-deliverable forward currency pairs, in addition to Korean won and U.S. dollar, the bourse’s central clearing counterparty will clear when the service starts in 2014. -
Investors should expect a more muted widening when the CDX.NA.HY index rolls into series 21 on Sept. 27.
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The biggest move of the week was news that Gerhard Seebacher, global co-head of FICC trading at Bank of America Merrill Lynch in New York, was retiring.
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—Daniel Maguire, head of SwapClear in the U.S. at LCH.Clearnet in New York, on the testing of client clearing for interest rate swaps in Europe.
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Technically, Uridashi is an autocallable with two barriers and tenors usually from three to five years. The lower barrier is usually struck between 50% to 70% of the initial spot and continuously observed, at which point investors sell the down-in puts to the issuers. The upper barrier is struck at 105%-110% of the initial spot, which is the knock-out or autocall level, observed discretely at every 6-month pre-determined observation dates.
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Should derivatives regulation differ between provinces in Canada, then it could result in market participants having to comply with rules in more than one province and disincentivize dealers from transacting with counterparties based in Canada, according to market participants. Regulators in Canada, however, are aiming for the provincial rules to be identical.
