Subject:
Repo and FX markets buck year-end crunch fears
WEEKLY MARKETS DESK ROUND-UP
TOP STORY
Markets
Repo and FX markets buck year-end crunch fears
Price spike concerns ease as September’s surprise SOFR jump led to early preparations for bank window dressing
19 Dec 2024
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Feature
Markets
US senators press CFTC on Japan swap clearing
Boozman and Hagerty urge action on yen swap clearing access to JSCC in letter to US regulator
18 Dec 2024
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News
Markets
Traders dredge 0DTE data for intraday gamma insights
Firms such as UBS, BofA and OptionMetrics are investing in continuous net options position monitoring
18 Dec 2024
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News
Markets
Cross-currency futures could ease bilateral burden – CME
Quarterly €STR-vs-SOFR contract could be used by Stir desks to manage currency basis risk
17 Dec 2024
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News
Markets
Long gamma puts brakes on post-election US stock rally
Call selling by ETFs helped fuel largest net gamma positioning among dealers since July
17 Dec 2024
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News
Comment
‘It’s not EU’: Do government bond spreads spell eurozone break-up?
Divergence between EGB yields is in the EU’s make-up; only a shared risk architecture can reunite them
17 Dec 2024
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Opinion
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Markets
Credit risk transfer, with a derivatives twist
Dealers angle to revive market that enables them to offload counterparty exposures, freeing up capital
16 Dec 2024
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Feature
Markets
Consortium-backed FMX eyes push for FX unit
Formerly Fenics FX, the venue has seen growth from dealers and non-banks using its pegged order types and dark pool liquidity
12 Dec 2024
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News
Markets
CME to launch single-stock futures
Exchange will focus on ‘Mag 7’ tech names after rivals fail with broader offerings
12 Dec 2024
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News
Markets
Millennium risk manager defends leverage in basis trade
“Gross notional measures don’t equate to market risk,” says Scott Rofey
11 Dec 2024
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News