Futures
All change as investors favour ETFs over futures
High roll costs and inefficient tracking spark shift
CME has “no plans” to corner invoice spread market
Dealers still worried exchange has motive and means to create monopoly
Massad: CFTC will not challenge CME invoice spread rule
No progress on SLR changes, but ‘good chance’ of uncleared margin deadline extension
Variation margin calls drove China copper smelter insolvent
Ill-considered futures trade claims first victim of tighter post-Qingdao financing climate
Quant ideas: Building a better LNG forward curve
An overview of effective methods for constructing long-term LNG forward price curves
RBI says India corporates need to increase forex hedging
Potential US rate rise puts rupee depreciation back on the table
Wells Fargo: clear ambition
Low leverage gives clearing newcomer a chance to expand
CME fears futures clearing retreat
Leverage ratio could prompt FCMs to be more picky, warns CME's Sprague
Cutting edge: Kriging smooth energy futures curves
Applying kriging to extract smooth curves from energy futures prices
Primes re-pricing and exiting their tails
Start-ups struggling to establish multiple PB relationships
Goldman client margin soared $4.5bn during wild October
Biggest one-month margin jump of 2014 triggers speculation among rivals
Dalian courts foreign investors for iron ore contract
DCE exploring two schemes to allow foreign firms to access its market
CFFEX allows non-cash collateral for China treasury futures
Move seen as first step to bring banks and insurers on to the market
DTCC and Regis-TR blamed for low futures matching rates
Repositories will change stance next year following intervention by Esma
Former CME Group energy head Morsches to leave
News of exit follows appointment of Martin Fraenkel to top energy job
Shanghai RMB crude contract faces margin and legal hurdles
International players have concerns over first RMB oil contract
CME plans to corner invoice spread trading, dealers claim
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Esma derivatives definition hits CME futures volumes
Energy contracts dip as firms avoid European regulatory burdens
Two centuries of trend following
Volume 3, Issue 3 (2014)
Buy-side swaps use set to decline, survey suggests
Almost 60% of asset managers expect interest rate swap volumes to fall
GF Futures set to expand beyond London by joining CME
First the LME, now the firm is looking at the US
First stage of Eurex-Taifex cross-listing project to go live in May
Taiex futures set to be followed by other products
CME said to have shelved inflation futures plan
Contracts had been drafted, but did not attract enough support
Zambia sees first currency futures contract
Badex lacks foreign backers, talks with development banks