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US exchange group hopes MarketAxess can help solve its fixed income puzzle but new ownership will not automatically draw liquidity
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
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Investors have increasingly been buying options on the euro against both the dollar and sterling, as market participants expect further volatility to occur in the single currency following comments from European Central Bank president Mario Draghi at last week’s annual symposium in Jackson Hole. -
Volatility arbitrage hedge funds were seen last week buying far out-the-money November 2014 and March 2015 calls on realized S&P 500 forward variance swaps.
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Société Générale is seeing interest among macro hedge funds for outperformance options that pit a newly created Japan buyback index against the Topix Total Return Index.
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Overall credit default swap notional that was reported to swap data repositories last week decreased by 27% from the previous week, according to data from the International Swaps and Derivatives Association. This follows a decrease of 30% from the week prior. Overall interest rates derivatives trading that was reported, also declined by 13%.
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Fund managers are taking long positions on peripheral banks cautiously, expecting an imminent European balance sheet review to reveal further inconsistencies similar to those at Banco Espirito Santo, which resulted in the Portuguese government splitting the bank.
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The mutual market access (MMA) equity trading scheme between Hong Kong Stock Exchange (HKEx) and the Shanghai Stock Exchange is looking well on schedule for an October launch following the successful completion of a two-day compatibility test on August 23-24. But in order for the scheme to work to its full potential, several outstanding issues need to be resolved, market observers warned.
