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Investors are trading credit default swaps instead of investment-grade bonds after bond prices and liquidity were hit by a sell-off in exchange-traded funds.
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There was a USD200 billion notional increase in the daily trade of over-the-counter interest rate derivatives from USD2.1 trillion per day in 2010 to USD2.3 trillion per day in April 2013.
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David Bachelier, an interest rates options trader at BNP Paribas in London, has relocated to the firm’s Singapore office.
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ING Investment Management is using credit default swaps to hedge against tail risks in Europe. The team at ING IM is using the iTraxx Main, Crossover, Sen and Sub Financials to reduce or add to the fund’s beta quickly when necessary. -
Liquidity in MSCI options is set to increase as new entrants use the instruments on the back of the launch of listed contracts in the underlyings.
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Real money investors are selling risk reversals on the iTraxx Main as well as some longer dated receiver ladders to position for a tightening of the index into the latter part of September.
