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  • May 21, 2013 - Daniel O'Leary

    HKEx Eyes CES 120 Options Post Futures

    The Hong Kong Exchange is planning to introduce options trading on the CES 120 Index, which tracks the performance of Chinese firms listed in Hong Kong and the mainland.

  • May 20, 2013 - Beth Shah

    Vol Spike Opens JGB Straddle Play

    The continued increase in swaption volatility on the Japanese government bond yield has created an opportunity for investors to enter a straddle play, according to strategists at JPMorgan.

  • May 20, 2013

    SocGen Launches Pair Trade CDS Algo

    Strategists at Société Générale have created an algorithmic framework to identify pair trade opportunities for single name credit default swaps.

  • May 20, 2013 - Robert McGlinchey

    BAML Hires Ex-Nomura Equity Salesman

    Bank of America Merrill Lynch has hired Steve Moses, the former head of equity derivative sales at Nomura in New York, in a senior equity derivative flow sales role, also in New York.

  • May 20, 2013 - Robert McGlinchey

    Borsa Italiana Launches Blue-Chip Div Futures

    Italian Derivatives Exchange Market, the equity derivatives market of Borsa Italiana, has launched European blue-chip single stock dividend futures.

Credit

  • May 20, 2013

    SocGen Launches Pair Trade CDS Algo

    Strategists at Société Générale have created an algorithmic framework to identify pair trade opportunities for single name credit default swaps.

  • May 17, 2013 - Robert McGlinchey

    ISDA CDS Bail-In Reform: Read Plan Here

    The International Swaps and Derivatives Association is proposing to amend its credit derivatives definitions by adding a credit event for financial credit default swaps that would trigger when a government authority initiates a bail-in action. To view the proposal, click through to the story.

FX

  • May 15, 2013 - Beth Shah

    EUR/USD Straddle Flows Hit 1½ Yards

    Institutional investors have been buying at-the-money straddles on the euro against the U.S. dollar, with approximately a EUR1.5 billion notional going through on the trades during London afternoon trading today.

  • May 14, 2013 - Beth Shah

    USD Swaps Trader Exits UBS

    Dapeng ‘Ray’ Zhao, director in U.S. dollar swaps trading at UBS in New York, has left the firm.

Equity

  • May 21, 2013 - Daniel O'Leary

    HKEx Eyes CES 120 Options Post Futures

    The Hong Kong Exchange is planning to introduce options trading on the CES 120 Index, which tracks the performance of Chinese firms listed in Hong Kong and the mainland.

  • May 20, 2013 - Robert McGlinchey

    Borsa Italiana Launches Blue-Chip Div Futures

    Italian Derivatives Exchange Market, the equity derivatives market of Borsa Italiana, has launched European blue-chip single stock dividend futures.

Rates

  • May 20, 2013 - Beth Shah

    Vol Spike Opens JGB Straddle Play

    The continued increase in swaption volatility on the Japanese government bond yield has created an opportunity for investors to enter a straddle play, according to strategists at JPMorgan.

  • May 13, 2013 - Beth Shah

    CS Backs EUR Payer Calendar Spreads

    Credit Suisse is recommending a euro payer calendar spread based on the flatness of the volatility surface and the view that the risk of a rates sell-off is skewed toward later in the year.

Regulation/Clearing

  • May 16, 2013 - Beth Shah

    CFTC Opts for 3 RFQ Plan

    An amendment that would have reviewed a rule in the U.S. that requires investments firms to request a quote to buy or sell derivatives from three dealers—an automatic increase from two dealers—has been rejected by the U.S. Commodity Futures Trading Commission.

  • May 16, 2013 - Hazel Sheffield

    ISDA Urges CFTC To Take Extraterritorial Lead

    The Commodity Futures Trading Commission must take the lead on cross-border regulatory harmonization, George Handjinicolaou, deputy ceo of the International Swaps and Derivatives Association told DI.

People & Firms

  • May 20, 2013 - Robert McGlinchey

    BAML Hires Ex-Nomura Equity Salesman

    Bank of America Merrill Lynch has hired Steve Moses, the former head of equity derivative sales at Nomura in New York, in a senior equity derivative flow sales role, also in New York.

  • May 20, 2013 - Daniel O'Leary

    Workman Replaces McCormick As RBS APAC Chief

    Donald Workman, head of the asset protection scheme unit at the Royal Bank of Scotland, has been made the executive chairman for the firm’s Asia Pacific operations in Hong Kong. Workman is replacing John McCormick, who has left after 17 years with the firm (DI, 5/14).

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    Apr 18, 2013 - Robert McGlinchey

    OIS Roundtable 2013

    Since the latter part of 2007, there has been an increased switch by market participants in adopting overnight indexed swap discounting for interest rate swaps.

  • Jul 05, 2012 - Robert McGlinchey

    In Defense Of Tucker

    Prior to Bob Diamond’s U.K. Treasury Select Committee hearing on the firm’s manipulation of Libor, commentators alluded to the impact Diamond’s comments would have on the integrity and career of Paul Tucker, deputy governor, financial stability at the Bank of England. Yet, Diamond’s comments were never in doubt.

  • May 24, 2012 - Robert McGlinchey

    Dimon’s Status As Top Lobbyist Dampens Gloating

    You would have thought that news of USD2 billion in losses incurred by JPMorgan’s chief investment office from trading in indices tied to credit default swaps would have fuelled some schadenfreude among the firm’s competitors, but among senior market observers that has not been the sentiment in recent weeks.

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