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Optiver overtakes SocGen and SIG in European ETF trading
Dutch market-maker moves into top three by carving out a niche in equity products
One by one, dealers embrace standardised FX reject codes
Investment Association’s proposed codes finally begin to take hold after Covid setbacks
Capital Group leads charge in ballooning IR swaps market
Counterparty Radar: US mutual funds flock to G10 currency trades as macro conditions worsen
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Risk Quantum
Data insights, delivered daily
Risk Quantum finds insights in data. The service tracks the public disclosures of over 120 banks, funds, insurers, corporates, and central counterparties – as well as reports from prudential and markets regulators – in Asia, Europe and North America.
HSBC exhausts leverage headroom in Fed stress tests
Goldman Sachs worst performer among US banks
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
Capital Group leads charge in ballooning IR swaps market
Counterparty Radar: US mutual funds flock to G10 currency trades as macro conditions worsen
Editors' choice
EU pension fund clearing exemption set to be extended
Extra 12 months’ grace from mandatory swap clearing, but some fear effect on EU CCP liquidity growth
Big Figure
Eurex’s breach bummer
Market volatility in the aftermath of the Russian invasion of Ukraine and an increase in interest rate expectations came together in the first quarter to trigger a flurry of margin breaches across Eurex Clearing’s fixed income and interest rate swaps clearing divisions.
Read the full article
Derivatives
Capital-protected notes surge after US rate hikes
Higher cost of borrowing and equity selloffs revive old favourite of Asia’s structured products market
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