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The public dissemination of swap transaction trade data in Ontario is raising fears that trades will be linked to specific firms, thus influencing transaction pricing and making it difficult for firms to hedge their risk, according to lawyers.

The limited number of central counterparties and over-the-counter clearing members in the UK is hampering competition. This could result in a monopolisation of services which may lead to a less resilient economy, according to feedback received by the Financial Conduct Authority.

Average pricing on orders executed on electronic trading venues could be the key to opening up a wider migration to central limit order books from the request-for-quote trading protocol, according to investors.

Saro Jahani, ex-chief information officer at stock exchange Direct Edge, has joined trueEX as CIO in a newly created role, based in New York.

FTSE Group has launched an index that captures emerging markets, China A-shares and China N-shares that can be used to underlie structured products and other financial instruments.

Overall interest rate derivatives trading that was reported to swap data repositories last week decreased by 36% from the previous week, according to data from the International Swaps and Derivatives Association.

Deutsche Börse has listed a new unit class of an actively managed exchange-traded fund issued by UBS which enables investors to participate in the performance of a multi-asset portfolio strategy with a euro currency hedge.

The Australian Securities and Investments Commission has decided to reject a proposal that would require large foreign subsidiaries of Australian authorised deposit-taking institutions and Australian financial services licence holders to report their over-the-counter transactions to data repositories.

Investors are buying volatility on the dollar against the Swiss franc by shorting straddles on the euro versus the dollar.

The International Swaps and Derivatives Association is proposing a Standard Initial Margin Model process for multi-asset swap transactions to reduce initial margin and to promote transparency via risk-based modelling for market participants.

Substantially high volumes of speculative contracts on the Chicago Board Options Exchange Volatility Index and a downsizing of short-term risk positions, predominantly by hedge funds, is displaying increased levels of risk aversion in the equity derivatives market. This comes on the back of volatility stemming from oil and currency markets which has spilled into equity options pricing, according to strategists at Société Générale.

One of the simplest and most familiar options strategies has struggled in recent years, but in the near-term may be one of the best since the financial crisis.