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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 European Securities and Markets Authority has written to the European Commission to ask for a one year delay, to January 2015, in introducing the requirement to report exchange-traded derivatives trades to trade repositories.
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Short term interest rates in sterling could become more stable as a result of the Bank of England’s Monetary Policy Committee adopting a policy of forward rate guidance. -
North American investment grade credit spreads are likely to widen moderately in September, as a short-term risk-off mood sets in, BNP Paribas is predicting.
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Hedge funds are buying short-dated downside puts on Hong Kong indices and the Kospi 200 and selling upside calls to capture a premium created due to a mismatch in callable structured product flow, according to traders.
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Despite the low volatility fx market environment, demand for options has increased this year creating a competitive market, where dealers have had to make prices that can be challenging to risk manage, Paul Richards, managing director and head of fx distribution for the Americas at UBS in Stamford, Conn. told DW in an exclusive interview. “You’ve got increased demand in the market plus you’ve got the advent of larger funds trying to access the same liquidity and the net result has typically meant more warehousing of liquidity by banks,” said Richards. “We’ve now got the hint that the biggest central bank in the world is going to start tapering, that in itself should elevate volatility, and I think when volatility starts to increase, liquidity can be expected to become more of a premium.”
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Realized volatility in Europe’s two main credit default swap indices has dropped to its lowest point since May 2011, prompting investors to sell implied volatility with August and, to a lesser extent, September expiries.
