Swaps
Applied risk management series: OTC commodity swaps valuation, hedging and trading
OTC commodity swaps valuation, hedging and trading
Sommers blasts CFTC's approach to Dodd-Frank
Compliance timetable for new swap rules was too aggressive, says outgoing CFTC commissioner
DOL paves way for US pension funds to clear swaps
FCMs and pension funds welcome long-awaited Department of Labour advisory opinion
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Cutting edge: Hedging price and volumetric risks of fixed-price load-serving contracts in natural gas markets
Futurisation forces hundreds of traders to sit exams
Swaps-to-futures switch at Ice – plus hedge fund regulatory changes – behind threefold jump in numbers taking futures trading exam
Japan: Initial margins on OTC clearing of forex swaps not desirable
Japan questions the current framework for clearing foreign exchange derivatives
Collateral clawback fears leave US pension funds unable to clear
Banks and pension plans are waiting for the US Department of Labor to clarify whether initial margin counts as plan assets
The unintended consequences of the UFR
Annuity dawns
CFTC clarification on physical gas deals welcomed
CFTC answers concerns over treatment of physical gas storage and transportation agreements under Dodd-Frank
Move to swaps discounting presents ALM challenges for with-profits funds
Switching to swaps
Sponsored feature: RBS
Hedging the Zinszusatzreserve for German insurance companies
Ice move from swaps to futures unlikely to be last, says O’Malia
The decision by Ice to speed up the transition of its cleared OTC energy contracts to futures reflects regulatory uncertainty, and is likely to be replicated by other exchanges, says CFTC commissioner
How Basel III is turning borders into barriers
Turning borders into barriers
Hedging drives demand for Japan dividend futures
Moves by Japan structured product dealers to hedge out their long vega risk have created opportunities in the dividend swap markets for investors. But is this strategy really a one-way bet?
Expansion of LNG supply to South-east Asia could boost swaps market
As a number of regasification plants start to come online, pricing agencies are looking to offer a region-specific benchmark with the potential to drive up use of LNG swaps
Regulators focus on LEIs in derivatives reporting push
Identification parade
Asia exotic commodity derivatives use to fall further on Ice initiative
Exotic commodity derivatives will become even less attractive to the Asian market following Ice's move to transform swaps to futures
Indian corporates head for forex options markets as rupee volatility continues
Indian firms move away from using forwards in a bid to grab upside benefits of future rupee appreciation
CFTC-SEC swap ruling starts Dodd-Frank compliance race
Publication of swap rule will mark start of 60-day countdown to compliance with registration, reporting rules. Industry will find it "quite challenging" warns CFTC's O'Malia
US energy firms cheer CFTC decisions on ‘swap’ definition, end-user exception
The US energy industry scores a victory as the Commodity Futures Trading Commission finalises two key pieces of Dodd-Frank derivatives regulation, modifying its original proposals to ease the compliance burden on firms that operate in physical energy…
Cost-benefit defeat weighing on "gun-shy" SEC
Slowly but surely
Volcker rule could hurt liquidity in FX spot market, participants warn
Foreign exchange swaps and forwards should be exempted from the Dodd-Frank ban on prop trading, or else liquidity in the spot market could suffer, industry participants say
The club no-one wants to join: swap dealer rules remain unclear
A club no-one wants to join
Tullett Prebon and Allianz to launch Solvency II data service
Benchmark OTC curves 'will help insurers calculate risk data for market risk models'