Futures
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
OTC earthquake shaking up futures clearing
Stick or twist
Absorbing institutional inflows is biggest challenge for hedge funds
Shifting situations
Standardised OTC swaps spice up futurisation fight
Returns of the Mac
Standardised OTC swaps to launch within weeks
Isda-Sifma working group discussions continue but trueEX prepares to list OTC swaps with standard coupons and IMM dates
Firms will be shut out of OTC market at June US clearing deadline
FCMs do not have capacity to sign up all category 2 firms, market participants warn – and swap futures stand to benefit
Swaps vs futures: OTC market speaks out
Swaps vs futures: OTC market speaks out
Extraterritoriality, uncleared margin and futurisation – Isda on OTC derivatives reform
The first clearing mandates came into force in the US on March 11, but there is still plenty of uncertainty about how certain parts of the new regulatory framework will function. In this roundtable discussion, Nick Sawyer talks to two senior board…
CFTC's Gensler defends swaps vs futures margin disparity
Forthcoming Sef rules will not address margin concerns raised by Bloomberg
Swap futures margins may be underestimating risk exposures
A difference in margin approach between swaps and futures may mean the latter are not assessed on their level of riskiness
OTC market will survive futurisation - Alliance Bernstein
Ability to customise hedges means swaps are still the best way to manage many exposures, conference told
Exchanges woo insurers with futures alternative to OTC swaps
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Blake Evans-Pritchard reports
CME launches three-year CNH futures contract to meet dim sum bond hedging demand
CME to offer CNH futures from February 25; becomes second provider after HKEx launched CNH futures contract last September