Thursday, April 25, 2024

Derivatives

Derivatives

First U.S. corporate bond index futures

First U.S. corporate bond index futures

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Cboe, IHS Markit and BlackRock Join Forces to Launch First U.S. Corporate Bond Index Futures Source: Cboe Global Markets, Inc. May 16, 2018, 08:30 ET CHICAGO, May 16, 2018...
CCPs fight for buy-side membership

CCPs fight for buy-side membership

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Few asset managers are buying into the direct CCP model. Fred Maple reports. The fanfare with which central counterparties (CCPs) launched new membership categories for...
Margin calls for bitcoin futures pose systemic threat

Margin calls for bitcoin futures pose systemic threat

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AIG failed in 2008, because the value it placed upon the mortgages underpinning the credit default swaps it had sold to Goldman Sachs was...
Optimising clearing costs for cheaper trading

Optimising clearing costs for cheaper trading

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Clearing of European derivatives now looks set to stay in London for the foreseeable future, but traders still need to assess how the clearing...
Staying the course: Outlook for 2018

Staying the course: Outlook for 2018

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By Boon Peng Ooi, chief investment officer for fixed income, at Eastspring Investments. Over the past two years, a “strategy” of “tactically” trading risk has...
Swap market participants begin using DSB

Swap market participants begin using DSB

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It appears that swap market participants are beginning to use the service in increasing numbers as the Derivatives Service Bureau (DSB) reports a rise in...
Derivatives: Buying the benchmark

Derivatives: Buying the benchmark

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By Fred Maple. As ownership of fixed income indexes changes, buy-side traders are cautious of the impact. Fred Maple reports. Three major purchases of fixed income...
Schroders’ former head traders return to senior roles

Schroders’ former head traders return to senior roles

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Rob McGrath, former global head of trading at Schroders, and Nick Robinson, former head of trading for Fixed Income and Active FX at Schroders,...
Coalition: Dealer fixed income stabilising, in a tale of two quarters

Coalition: Dealer fixed income stabilising, in a tale of two quarters

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By Flora McFarlane. Analyst house Coalition’s latest report on investment bank activity has shown mixed results for fixed income, currency and commodities (FICC) in the...
BTMU fined for spoofing in Treasury futures

BTMU fined for spoofing in Treasury futures

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By Flora McFarlane. On 7 August the Commodity Futures Trading Commission (CTFC) fined The Bank of Tokyo-Mitsubishi UFJ (BTMU) for spoofing, submitting orders that are...

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