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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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Large European banks are likely to strictly control their derivatives trading, especially of riskier instruments, as they strive to meet Basel III leverage ratio capital requirements, according to strategists at Royal Bank of Scotland.
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Spreads on Asia’s emerging market credit default swaps have widened in the last three months, as prices on developed market CDS have tightened, according to data from Markit. And China’s economic situation suggests the trend may be set to strengthen. -
Option traders and hedge fund investors have been playing the steeper skew level on the Hang Seng China Enterprises Index, compared with the Hang Seng Index, since July, via short-dated listed options, put spreads, call spreads or butterfly combinations to capture skew movement.
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Investors are increasingly shorting the Brazilian real as the currency continues to weaken, using structures such as longer-dated risk-reversals to do so.
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Investors should go long U.S. high yield credit default swaps and short the equivalent European index, BNP Paribas advises, as the best way to play what it sees as the richness of US high yield spreads.
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The Hong Kong Securities and Futures Commission will require clearinghouses seeking recognition to submit a self-assessment detailing how they comply with the standards for financial market infrastructure set out by the Committee on Payment and Settlement Systems of the Bank for International Settlements and the International Organization of Securities Commissions.
