Article ID: c1f983faabf7f31163d45f2299a20747267501d44cac3b2f3f149d9b3a81bb49
Source ID: regulatory:risk.net
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Extraction Method: trafilatura
URL: https://www.risk.net/counterparty-radar
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Counterparty Radar - matchmaking and benchmarking for OTC derivatives 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 US mutual funds slash short euro positions at record pace Counterparty Radar: Pimco cut $4.6bn of EUR/USD puts in Q3 amid changing stance on dollar direction Inflation swaps MassMutual exited inflation hedges in Q2 Counterparty Radar: Closure of $1.5 billion book dealt a blow to BNP Paribas’s dealer ranking US retail funds continue to ditch inflation hedges Counterparty Radar: Aggregate notional drops 27% in Q1 as Pimco unwinds more swaps John Hancock Life loads on inflation hedges Counterparty Radar: US life insurer inflation swaps market doubles in Q1 on back of Manulife-owned firm’s expansion US life insurers retained inflation hedges despite CPI drop Counterparty Radar: John Hancock is biggest user of inflation swaps among US insurers, BNPP the largest dealer Interest rate swaps BlackRock bucks trend in shrinking IRS market for Ucits Counterparty Radar: Pimco boosts pay-fixed book by $27.5 billion in H1 2024 New data reveals Pimco is top Ucits interest rate swaps user Counterparty Radar: US managers and dealers reign supreme in European retail fund space Capital Group grows interest rates swaps book by 62% Counterparty Radar: Aggregate notional of US mutual fund and ETF positions hit $957 billion in Q1 MassMutual adds to mammoth interest rate swaps book Counterparty Radar: Firm was responsible for 28% of US life insurers’ notional aggregate in Q4 2023 Interest rate swaptions Pimco’s $19 billion Sonia swaptions trade Counterparty Radar: Bond giant springs up as largest player in space among US mutual fund managers, with Guggenheim shadowing its move Vanguard stages swaptions comeback Counterparty Radar: Deutsche grew book to $11 billion in Q1 to become largest non-US swaptions dealer to mutual funds Citi halves swaptions book with US retail funds Counterparty Radar: Mutual funds and ETFs cut exposures by 22% in Q4 Mizuho’s life insurance swaptions notional climbs 575% in a year Counterparty Radar: Prudential, Global Atlantic add substantially to positions in Q3 as market’s notional total grows to $184bn Credit options Vanguard is new kid on the CDS options block Counterparty Radar: Passive behemoth held a quarter of reported notional among US retail funds in Q4 2024 PGIM nearly eliminates credit options book Counterparty Radar: Pimco also exits space in Q2 as US funds show record low positions in the instrument PGIM trades reinforce Citi’s credit options stronghold Counterparty Radar: US retail funds’ aggregate notional drops to lowest levels since late 2020 in Q1 Citi catapults to top credit options dealer spot for US funds Counterparty Radar: Market for mutual funds, ETFs continues to shrink in Q4 as Pimco, PGIM further cut exposures Index CDS Citi revealed as top index CDS dealer to Ucits funds Counterparty Radar: Novel data shows US banks captured nearly 90% of uncleared notional volume in European markets Allianz Life triples index CDS book Counterparty Radar: US life insurer market’s notional volume doubles in Q1 Pimco returns to sold index CDS growth Counterparty Radar: Market for US retail funds sheds $5.2 billion in volume in Q1 Allianz Life halves index CDS book in Q4 Counterparty Radar: Move by US market behemoth pushes life insurers’ notional down by almost 40% Single-name CDS BNPP overtakes Barclays in Ucits single-name CDSs Counterparty Radar: Europe’s retail funds shed notional but used wider range of underlyings, new data shows Allianz Life drops single-name CDS positions in Q4 Counterparty Radar: US life insurance industry volumes sink to lowest level in two years US funds add to single-name CDS positions Counterparty Radar: Corporate positions exceed SSA contracts for first time on record in Q2 Citi’s single-name CDS book with retail funds doubled in Q1 Counterparty Radar: New trades with PGIM totalling $2.4 billion return Citi to top of dealer rankings FX Forwards US insurers turn to short-dated FX forwards as notionals rise Counterparty Radar: Trades under three months make up nearly 60% of total positions, up from just a third in 2022 ANZ’s FX forwards surge with Pimco Counterparty Radar: Australian bank becomes top counterparty to the asset manager after huge jumps in cable and EUR/USD Mutual funds were USD bulls going into April’s tariff chaos Counterparty Radar: Positioning in Q1 reflected market sentiment that tariffs would lead to a dollar rally Wells Fargo’s FX strategy wins over buy-side clients Counterparty Radar: Life insurers looked west for liquidity after November’s US presidential election FX Options US mutual funds slash short euro positions at record pace Counterparty Radar: Pimco cut $4.6bn of EUR/USD puts in Q3 amid changing stance on dollar direction Pimco piled into euro put options in Q2 Counterparty Radar: EUR/USD buying spree takes Pimco’s FX options book to $7 billion Niche FX crosses pop up in mutual fund options activity Counterparty Radar: Fund filings reveal unusual FX options crosses – some never repeated, many with unclear strategies Franklin Templeton dethrones MSIM as top FX options user Counterparty Radar: MSIM continued to cut RMB positions in Q3, while Franklin Templeton increased G10 trades Index options US life insurers piled into index options in Q2 Counterparty Radar: Lincoln Financial, Global Atlantic lead expansion; Goldman claims top dealer spot Lincoln, Global Atlantic push JPM to index options top spot Counterparty Radar: Among life insurers, options notional grew 7% in Q1 US life insurer index options market hits $1trn mark Counterparty Radar: Lincoln Financial emerges as top player in Q4 with $43 billion portfolio increase Calamos grows equity index options book amid put U-turn Counterparty Radar: US retail funds cut $39.3 billion notional in Q4 Single-stock options Tidal rides retail boom to lead in single-stock options Counterparty Radar: Volatility-selling ETF firm accounts for half of trading among US funds US mutual funds piled into call-selling strategies in Q1 Counterparty Radar: BlackRock, Franklin Templeton and T Rowe Price among the managers who added to single-stock positions Fidelity, T Rowe add to sold single-stock call positions Counterparty Radar: US mutual funds, ETFs shed $2.7 billion in options notional during Q4 Franklin Templeton takes single-stock options top spot Counterparty Radar: Market for US mutual funds and ETFs expanded by $4 billion in Q3 Repo Crypto ETFs gatecrash the US Treasury repo market Counterparty Radar: Volatility Shares tapped $13 billion in repo funding in Q2 Bank of America extends repo cash borrowing surge with Pimco Counterparty Radar: US bank's mutual fund repo borrowing jumps five-fold in six quarters to pull away from rivals BNP Paribas is biggest fish in shrinking repo pond Counterparty Radar: US retail funds cut their repo exposure in Q2 to the lowest level since 2020 Pimco powers BNP Paribas to top of repo rankings Counterparty Radar: French dealer grew its repurchase book by 65% in first quarter
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