Futures
Nasdaq energy exchange to get new CEO
Sales head Rick Beaman to take over upstart US futures exchange
Futurisation facing headwinds as cleared swaps evolve
Panellists at FIA conference say cleared OTC market is holding off futures challenge
Newcomer of the year: Nodal Clear
Power exchange’s new clearing house boasts plenty of ‘skin in the game’
LME Clear ‘welcomes scrutiny’ of CCP risk management
Oversight from clearing members is good for central counterparties, says LME Clear CEO
Basel Committee 'will move' to more sensitive leverage ratio
Regulators want to switch CEM for SA-CCR, conference told
The dynamics of energy futures and equity sectors: evidence from the United States and Canada
This paper investigates a sector-rotation strategy in order to elucidate two congruent objectives.
Approximation of the price dynamics of heating degree day and cooling degree day temperature futures
This paper proposes an approximation that makes the price dynamics of HDD and CDD temperature futures linearly dependent on the underlying temperature.
Lack of average pricing holding back Clobs, says buy side
Sefs, FCMs and CCPs not interested in finding a solution, however
Swap futures face loss of capital edge
SA-CCR likely to treat swaps and swap futures equally, says Barclays' Kahn
Intraday Volatility Forecast for Dax, Euro Stoxx 50 and Euro-Bund
Sponsored feature: Deutsche Börse
The informational role of spot prices and inventories
The authors of this paper argue that fundamental determinants of speculative futures trading may have been misinterpreted by some as “excessive” speculation in the energy markets in recent years.
Q&A: BoJ's Nakaso on QE, JGB liquidity and Basel III
Coherence of new Basel rules needs study, says BoJ deputy governor
Ice credit swap futures off to a slow start
Credit investors see "no need" for contract; Ice hopes other players will see appeal
CFTC’s Giancarlo backs phased approach to position limits
Agency should wait before implementing non-spot-month limits, commissioner says
US propane retailer hedges to offer customers stable prices
Michigan's Crystal Flash struggles with basis risk and volatile weather
Regulators cool on plans to change leverage exposure sums
SA-CCR is mooted successor to 27-year-old CEM, but sensitivity may count against it
China Treasury bond futures hit by cash equity volatility
Increase in volatility as traders exit positions to fund equity portfolios
Tendance Finance sees risk in ETF liquidity
French hedge fund also fears regulators may cap leverage and curtail shorting
Thai Government Pension Fund eyes deeper bond futures market
Fund has large fixed-income assets but there are limited hedging opportunities available
ISAM made a killing on porcine virus trade
CTA unflapped by Greece and unimpressed by regulatory uncertainty in Chinese futures
China exchange growth signals move east in commodities trading
Growth in onshore futures market marks change in derivatives landscape
UOB Bullion and Futures aims for global clearing role
Singapore broker sees opportunity in banking's changing competitive landscape
Clearers challenge Massad over EU client protections
Affiliate and client positions not commingled, they argue
Exchange of the year: APX
Power exchange copes well with evolving market and changes in client demand