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Wednesday, 18 October 2017

Christopher Whittall' s stories

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  • Mario Draghi

    QE debate rages following Draghi comments

    Derivatives | 29 August 2014

    Participants remain at odds over the likelihood of full-blown quantitative easing in Europe and continue to debate whether it is currently priced into markets, but this did little to deter a swift rally across fixed income assets last week on the back of a dovish speech from Mario Draghi at Jackson Hole.

  • bond argentina

    Yen bonds affect holders of Argentina CDS

    Top News | 22 August 2014

    Holders of Argentina CDS protection are likely to receive significantly lower payouts than they expected after the ISDA Determinations Committee decided to include two yen-denominated bond issues in the list of securities deliverable into the auction.

  • Nikkei 225 index

    Second wave comes for Japanese equities

    Derivatives | 22 August 2014

    The flow of money into Japanese equities is once more picking up pace, as investors eye more upside in what was the most successful macro trade of 2013.

  • LCH.Clearnet logo

    Regulators tackle CCP resolution

    Derivatives | 22 August 2014

    Six years on from the bankruptcy of Lehman Brothers, regulators have yet to draw up a framework to handle the collapse of a different breed of systemically important institutions that have become an integral part of financial markets: clearing houses for over-the-counter derivatives.

  • Argentina's Economy Ministry building

    UPDATE 1 – ISDA to include Japanese-law bonds into Argentina CDS auction

    Capital City | 21 August 2014

    The International Swaps and Derivatives Association (ISDA) will include two yen-denominated bonds in the list of securities used to settle Argentina’s credit default swaps, a move that will likely reduce the payout for protection holders.

  • Japan's Prime Minister Shinzo Abe

    Second wave comes for Japanese equities

    Capital City | 19 August 2014

    The flow of money into Japanese equities is once more picking up pace, as investors eye more upside in what was the most successful macro trade of 2013.

  • Banks tear up trades

    UPDATE: Compression reaches US$500trn

    Capital City | 18 August 2014

    Derivatives users have eliminated US$500trn in notional outstanding via TriOptima’s compression service since the launch of its triReduce 11 years ago, as strong regulatory incentives have led to a flood of interest from banks and buyside users in cleaning up swaps books.

  • Crossover Index performance

    Opportunities emerge on credit sell-off

    Derivatives | 15 August 2014

    The recent sell-off in European credit markets has provided a swathe of arbitrage opportunities for investors looking to use the correction as an entry point, but some analysts are advising against jumping back into cash bonds just yet.

  • Dollars

    Investors hoard cash, bracing for sell-off

    Top News | 15 August 2014

    The number of investors buying crash protection against a sharp fall in stock markets over the coming months has risen to its highest level since October 2008, according to Bank of America Merrill Lynch’s fund manager survey for August, while investor cash holdings have risen sharply to 5.1% – their highest level since June 2012.

  • Screens

    CDS use spikes as HY bond liquidity evaporates

    Top News | 15 August 2014

    Thin secondary bond market liquidity spurred investors to step up their use of credit default swaps during the past month’s sell-off in US high-yield. There is, however, still a risk of substantial losses even though there has been no major change to underlying credit fundamentals.