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Derivs - People and Markets

  • The Chicago Board Options Exchange has detailed its rules for margins that will govern credit default options at a time when regulators move forward with shifting over-the-counter derivatives onto exchanges.
  • The USD350 trillion over-the-counter derivatives market will grow by around USD85 trillion by year-end 2013 due to an influx of buy-side volume stemming from the impacts of coming market reforms in both the U.S. and Europe. According to a Booz & Co. report, market reforms will increase price transparency and reduce risk, thus driving buyside volume and increasing notional value.
  • Nomura has hired Paul Shah, the ex-head of structured rates trading at UBS in London, as a managing director in a similar role.
  • Options trading executives have noticed increased demand for performance metrics as more clients incorporate options into their trading portfolios.
  • BNP Paribas is ramping up its activity in trading U.S. credit indices.
  • Sovereigns underperformed corporate credit for yet another week, a pattern that is becoming all too familiar.
  • Industrials credit default swaps trader Kurt Koschnitzke has left Barclays Capital in London.
  • The Hong Kong Securities and Futures Commission is seeking comment on a proposal that would introduce more flexibility for firms to determine whether clients are professional investors, making it less cumbersome to invest in over-the-counter derivatives and more complex structured products.
  • High-yield trader Neill Keaney has left Citigroup.
  • Credit trader J.J. Chua has left Bank of America Merrill Lynch.
  • If U.S. regulators set the bar for over-the-counter derivative block trades high enough and allow swap execution facilities to create segregated venues for block trades, the dealer-to-dealer market could continue unimpeded.
  • The Options Clearing Corp. plans eventually to offer clearing services on single name OTC options.