sections

Wednesday, 22 November 2017

David Wigan' s stories

Sort by: Newest firstOldest firstA-ZZ-A

  • European Union flags

    Pension funds raise stakes on clearing exemption

    Top News | 20 May 2016

    A refusal to extend European pension funds’ exemption from centrally clearing over-the-counter derivatives would reduce average pension incomes by nearly 4% by forcing funds to set aside additional collateral, according to representatives of the pension industry.

  • Repo concern drives euro swap spread speculation

    Derivatives | 20 May 2016

    The rising cost of secured funding appears set to push European interest rate swap spreads wider in the coming months, boosting the allure of European hedging markets relative to their US counterparts.

  • LCH compresses US$1 quadrillion of cleared trades

    Derivatives | 20 May 2016

    Clearing house SwapClear has reached the milestone of US$1 quadrillion of compressed interest rate swaps, removing a huge chunk of notional outstanding from the derivatives market.

  • LCH compresses US$1 quadrillion of cleared trades

    Derivatives | 19 May 2016

    Clearing house SwapClear reached the milestone of US$1 quadrillion of compressed interest rate swaps, effectively removing a huge chunk of notional outstanding from the derivatives market.

  • IG Group trading floor

    Tail risk drives cross-asset strategies

    Derivatives | 13 May 2016

    Concern over a potential sell-off of risky assets has led to rising demand for derivative hedges, and rising correlation means the choice of hedging tool is often based on price rather than asset class, analysts say.

  • Bitcoin sign

    Bitcoin set for great leap forward

    Derivatives | 13 May 2016

    Developers of the Bitcoin distributed ledger plan a software launch in the coming weeks that may be a first step in overcoming one of the most obdurate barriers to adoption of the network in derivative markets; achieving sufficient scale to process the millions of transactions executed every day.

  • A trader walks out of the CME Group

    CME’s two-swaption month disappoints

    Derivatives | 13 May 2016

    CME Clearing’s attempt to grab more interest rate business with a new service to clear swaptions has got off to a slow start, with just two trades cleared since its launch in April

  • cftc omalia

    ISDA loosens ties with credit DC

    Top News | 06 May 2016

    The International Swaps and Derivatives Association last week invited external companies to tender to take over administration of its Credit Derivatives Determinations Committee, as it seeks to strengthen the independence of the decision-making body.

  • Logo of the International Swaps and Derivatives Association

    CSA concerns on negative rates

    Derivatives | 06 May 2016

    Derivative market participants are being hit by funding mismatches and collateral losses from contracts that fail to adequately address the impact of negative interest rates in Europe and Japan, lawyers say.

  • LCH.Clearnet logo

    JSCC-LCH basis opens on margin model

    Derivatives | 06 May 2016

    The phenomenon of different prices for clearing the same products at rival clearing houses has taken a new turn in recent days, with a gap opening between the price of clearing at LCH.Clearnet and Japan Securities Clearing Corporation.