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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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One institutional investor was seen buying a two-month straddle on the U.S. dollar against the yen, while selling a three-month straddle on the same cross.
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Credit Agricole was the top performing name in the iTraxx Europe on Tuesday following second quarter results that prompted credit default swap spreads to tighten 14 basis points to 152 bps at their lowest. -
Investors should look at entering a three-month short call ratio spread on the Nikkei 225, selling a near-the-money call and buying 1.5x or 2.0x out-of-the-money call, in a bid to short the index’s upside skew.
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Hong Kong structured product volumes could see an uptick prior to the Chinese government’s third plenary session to be held in October, which is expected to herald a number of major reforms to the nation’s economy.
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Bloomberg has added a derivatives margin calculator developed by LCH.Clearnet. The Swapclear margin approximation risk tool – or SMART–allows Bloomberg clients to work out the capital funding requirements needed to comply with Dodd Frank regulations.
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Asia’s issuers should consider the merits of issuing 144A dollar bonds. While investors at home stay on the sidelines, US bondholders have proved far more willing to buy into primary deals.
