sections

Thursday, 23 February 2017

  • You are here:Home
  • Derivatives

Listed equity swaps gain traction

IFR 2171 18 February to 24 February 2017

Total Return Futures referencing the EuroStoxx 50 have traded over €1bn notional since their launch in December, putting the instruments on track to become a viable alternative to over-the-counter equity swaps.

Commodity desks prepare for E&P funding bonanza

IFR 2171 18 February to 24 February 2017

Bank commodity desks are gearing up for a new phase of investment by oil exploration companies as prices stabilise around US$55 - a level that brings drilling projects back into profitability.

    Repo dislocations may be new normal - ICMA

    IFR 2171 18 February to 24 February 2017

    Europe’s repo market may be entering a “new normal” as a scarcity of high-quality liquid assets and leverage ratio constraints drive extreme volatility in year-end short-term funding rates, the International Capital Market Association has warned.

    Listed equity swaps gain traction

    IFR 2171 18 February to 24 February 2017

    Total Return Futures referencing the EuroStoxx 50 have traded over €1bn notional since their launch in December, putting the instruments on track to become a viable alternative to over-the-counter equity swaps.

    CFTC logo

    CFTC gives relief on swaps margin deadline

    IFR 2171 18 February to 24 February 2017

    Preparations for the March 1 “big bang”, which requires derivatives participants to exchange variation margin on their uncleared swaps, continue unabated despite the CFTC bowing to industry pressure with six months’ grace for compliance.

    Deutsche shuts US swaps clearing

    IFR 2170 11 February to 17 February 2017

    Deutsche Bank is shutting its US over-the-counter swaps clearing business, but plans to move some of its most active US clients over to the bank’s European operations, according to people familiar with the matter.

        Repo dislocations may be new normal - ICMA

        IFR 2171 18 February to 24 February 2017

        Europe’s repo market may be entering a “new normal” as a scarcity of high-quality liquid assets and leverage ratio constraints drive extreme volatility in year-end short-term funding rates, the International Capital Market Association has warned.

        Commodity desks prepare for E&P funding bonanza

        IFR 2171 18 February to 24 February 2017

        Bank commodity desks are gearing up for a new phase of investment by oil exploration companies as prices stabilise around US$55 - a level that brings drilling projects back into profitability.

        Paris

        OAT futures hit records on election volatility

        IFR 2170 11 February to 17 February 2017

        Open interest in futures contracts referencing French government debt hit record highs last week as a turbulent presidential election campaign drove yields on 10-year French OATs to their widest spread over German Bunds for more than four years.