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New contracts cannot yet be traded in US
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  • MSCI has tapped Alan Dubois, a former senior equity derivatives structurer at Société Générale, as head of new business and product development in the firm’s index business.
  • Monty Lee, a senior index options trader at Barclays in New York, has left the firm to join Deutsche Bank in a similar role.
  • South Korean securities houses are taking on greater correlation risk via the issuance of equity-linked structured products that they may not have the capability to accurately price, according to sellside officials.
  • Credit Suisse is suggesting investors receive 5y5y Canadian dollar swaps against 5y5y U.S. dollar swaps with beta-adjusted risk weightings.
  • The International Swaps and Derivatives Association and the Futures and Options Association have published an addendum to existing master documentation. The addendum is a template for counterparties to document the relationship between a clearing member and client when clearing over-the-counter derivatives across central counterparties.
  • Further changes are required to ensure that failing central counterparties can be resolved safely and effectively without calling on public funds, according to a Bank of England report.