Latest Derivatives
LCH-JSCC basis turns negative on BoJ policy shift
Changes in hedge fund positioning at LCH seen as driver of inversion on 20-year swaps
BMO Capital Markets gaining ground in US Treasuries
Canadian bank goes head-to-head with large US bulge brackets in D2C market
Citi swaption volumes surge as BlackRock relationship flourishes
Counterparty Radar: Market leader Pimco cuts nearly one-third of book in Q3
Rustad re-emerges at Taula Capital
Former JP Morgan clearing head to help prepare for Q2 fund launch
LMAX taps real money clients with Cürex deal
Acquisition aims to offer liquidity providers diverse flows from asset managers
Risk Awards 2024
JP Morgan wins derivatives house, lifetime award for El Karoui, Barclays wins rates
Interest rates
Euro RFR group shuts down amid ongoing benchmark uncertainty
Working group calls time on transition despite split opinion on Euribor’s long-term future
PFZW’s payout to pensioners jolts euro swap curve
Dutch retirement fund’s announcement of unexpectedly large indexation takes market by surprise
Three’s a crowd? Eurex and Ice battle CME for €STR trading
Chasing exchanges represent 75% of trading volume, 28% of open interest in first weeks of push
PTFs loaded up on US Treasuries during SVB collapse
Treasury official says non-bank interdealer market share rose 10 percentage points in March as dealers retreated
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
Citi swaption volumes surge as BlackRock relationship flourishes
Counterparty Radar: Market leader Pimco cuts nearly one-third of book in Q3
Electronic trading
Buy side unconvinced of corporate bond streaming benefits
Managers see limited utility of streamed prices in the once OTC-only asset class
MTS shuts euro swap venue
Would-be challenger to Tradeweb and Bloomberg is said to have closed less than ten months after launch
Better tech brings threat of two-speed trading in fixed income
Smaller asset managers may get left behind as automation allows the big players to prosper
FX HedgePool launches all-to-all FX swaps matching
P2P platform starts daily matching and opens up to banks, hedge funds and ECNs
Better tech brings threat of two-speed trading in fixed income
Smaller asset managers may get left behind as automation allows the big players to prosper
Sponsored content
About
These articles were paid for by contributing third parties. Click here for more information on content funding.
Buy-side traders opt for derivatives automation in pursuit of timing and pricing precision
Cboe’s new options add diversity and liquidity to the credit market
Building out Eurex’s home of the euro yield curve ambition
Managing Japanese interest rate risk and creating trading opportunities
Beyond Libor: the impact of SOFR on rates, bonds and loans
