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Sunday, 22 October 2017

Helen Bartholomew' s stories

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  • 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.

  • DERIVATIVES-Quantile goes live for swap margin reductions

    Ticker | 09 February 2017

    Quantile Technologies, which recently partnered with the AcadiaSoft margin hub, has completed its first large-scale counterparty risk reduction exercises with swaps dealers, achieving material reductions in initial margin requirements for participants.

  • OAT futures hit records on election volatility

    Ticker | 08 February 2017

    Open interest in futures contracts referencing French government debt hit record highs this 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.

  • Swann to retire from ICE Clear Europe

    Ticker | 08 February 2017

    Paul Swann will retire from his role heading the InterContinental Exchange’s ICE Clear Europe this summer, following eight years heading the region’s largest clearinghouse for credit default swaps, a person familiar with the matter said.