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Wednesday, 18 October 2017

Helen Bartholomew' s stories

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  • French flag

    French CDS diverges on redenomination risk

    Top News | 17 February 2017

    Some credit default swaps referencing the French sovereign may be more valuable than others in the event that National Front candidate Marine Le Pen wins the presidential election and leads the country out of the euro.

  • Repo dislocations may be new normal - ICMA

    People & Markets | 17 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

    People & Markets | 17 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.

  • Listed equity swaps gain traction

    People & Markets | 17 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 six months' grace on swaps margin rules

    Ticker | 14 February 2017

    The CFTC has provided six months’ grace for swaps participants to comply with new rules requiring variation margin to be posted against uncleared swaps exposures. Through its latest “no-action” relief, the key US derivatives regulator has moved the effective compliance date for US swaps participants from March 1 to September 1.

  • Listed equity swaps hit €1bn on Eurex

    Ticker | 13 February 2017

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

  • Paris

    OAT futures hit records on election volatility

    Top News | 10 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.

  • Deutsche shuts US swaps clearing

    People & Markets | 10 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.

  • VStoxx term structure jumps on election risk

    People & Markets | 10 February 2017

    European equity volatility term structure has shifted to all-time highs as a turbulent French presidential race drives up mid-term volatility while the short-end continues to be dampened by extreme selling pressure.

  • DERIVATIVES-Deutsche shuts US swaps clearing

    Ticker | 09 February 2017

    Deutsche Bank is shutting down 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.