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The tightest dollar SSA benchmark on record carried a second distinction: its paperwork never left one platform
Some evidence of green price advantage in secondary market, but not primary
Allowing machines to process loan information on a single standard would increase resilience, streamline workflows and support AI
New changes will allow for 'more intuitive' analysis and increase maximum covered bond rating uplift
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Icap Information Services has launched the ICAP Bond Correlated Call US Treasury Index, which will allow participants to access exposure created through US interest rate increases using liquid futures contracts. The index was designed to capture gains realised through interest rate increases using US Treasury bonds and options on the bonds, which offer additional liquidity that traditional strategies lack, according to Icap.
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The European Commission has proposed a further two year exemption for pension funds from central clearing requirements for their over-the-counter derivatives transactions. -
Asset managers are increasingly trading products that are based on the Chicago Board Options Exchange Volatility Index on the back of a spike in volatility. According to UBS, asset managers are looking to the VIX as a tool for hedging, in addition to a product that they can trade in their clients’ portfolios.
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The UK Structured Products Association has introduced a new set of risk ratings to enable financial advisers to compare different structured products more easily and help select products that match their clients’ risk profiles more closely. Up until now, there has been no numeric risk value assigned to structured products.
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Overall interest rate derivatives trading that was reported to swap data repositories last week decreased by 9% from the previous week, according to data from the International Swaps and Derivatives Association.
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Investors were seen looking at puts on the Australian dollar against the US dollar with a reverse knock-out, ahead of Tuesday’s Reserve Bank of Australia meeting, where the central bank unexpectedly cut its key rate by 0.25% to a record 2.25% low, causing the Aussie to weaken almost 2% against the dollar.
