Futures
Trading strategies via book imbalance
Predicting equity and futures tick by tick price movements
Benchmarking European repo markets
Sponsored forum: Stoxx
Single-stock futures skirt US dividend-equivalent withholding
Skirting the tax
Melanion bets on progress of dividend futures as an asset class
As the first pure-play dividend futures hedge fund, Melanion Capital believes it has an advantage in giving investors a solid return on investment by using this new asset class to generate pure alpha
BSE currency futures face uncertainty in 'overcrowded' market
Product launch "incomprehensible" in saturated currency futures market
Study casts doubt on mandatory futures insurance
Mandatory insurance for assets held by futures brokers would be extremely costly, concludes industry-backed report
SGX forex futures launch signals market evolution
SGX is launching a new suite of Asian currency futures as a complement to its large Asian equity futures products, cementing its place as a forex trading centre for Asian currencies
Single-stock futures alternative to section 871(m) withholding
Single stocks the future?
CFTC backs down on FCM residual interest rule
CFTC softens post-MF Global reforms to rules on segregated customer funds held by futures brokers
RBI and industry disagree on new interest rate future structure
Indian regulators try an under-the-radar approach to launching a domestic interest rate futures market
Ice bows to pressure on Brent contract changes
Exchange delays plan to shift expiry calendar for Brent crude oil futures and options after firms complain they need more time to prepare
Futures reporting delay 'will not take place', says EC's Pearson
Industry had been banking on one-year postponement - Esma now looking for solution to reporting impasse, according to senior EC official
Banks could quit CCPs that miss Esma deadline
A world of confusion
Newedge research shows CTA capacity concerns overblown
Research from Newedge suggests growth in assets will have muted impact on CTA performance
Commodity hedgers alarmed by CFTC margin proposals
Margin rules proposed after the collapse of MF Global could dramatically raise the cost of hedging, complain market participants
Eurex preps launch of FX options and futures
German derivatives exchange will move into the forex market in October as it aims to compete for volume in listed futures and options
Campbell opens non-trend programs to investors
CTA Campbell & Company’s Prism portfolio of non-trend strategies has generated strong returns since it launched as a standalone investment in April
Indian regulators clamp down on forex futures markets to dampen rupee volatility
Measures to reduce Indian currency volatility may prove a short-term boost to domestic OTC markets
Futures vs FRAs inversion baffles market participants
Futures rates should always exceed those of the corresponding forward rate agreement, finance theory states. So why did the Euribor markets contradict this in May, with a so-called negative convexity adjustment? Laurie Carver reports
AHL Evolution: AHL (Man Group)
13th Annual European Single Manager Awards 2013
CFTC's Chilton blasts exchanges on block thresholds
Commissioner says lowering futures block trade thresholds skirts the intent of Dodd-Frank
OTC Derivatives Clearing Summit: Capital burdens could weigh on swap futures
Lower margin levels for swap futures could drive up risk-weighted assets for dealers, and erode the product's advantage, panellists argue
Low Brent creates window of opportunity for hedgers, say analysts
Brent crude oil offers a window for airlines and refiners to lock in prices, but opportunity won’t last forever, say analysts
