Markets
Latest Markets
CME’s single-stock futures rev up to overtake ‘ugly’ options trade
New cash-settled contracts with EFP facility could be an appealing alternative to reverse conversions
Japan’s Great Repatriation? Don’t count on quick returns
Switch from Treasuries to JGBs by GPIF likely to be gradual, which may spell more bad news for hedge funds
Hedge funds crowd into bullish Brazilian real trades
Funds snap up FX options betting on stronger real after a Bolsonaro win
Euro Stoxx 50 to get major revamp
Removing supersector caps and more regular rebalancing could spur increased activity in eurozone index
Jackpot for JGB asset swaps after hedging rush
Multi-leg trade turned profitable as corporate cross-currency hedging flows helped push yen swap rates above JGB yields
Hedge funds return to JGB flatteners after brutal stop-outs
Funds bet repatriation of assets by Japan’s pension funds will driver further long-end yield compression
Interest rates
Hedge funds reload UK rates bets after euro-led rout
Traders slowly returning to sterling market after ECB comments caused front-end and curve stop-outs
BNP Paribas outlines path for FICC algos, SDP and AI projects
After taking on new Cortex and AI roles, BNPP’s Razaq sets out the bank’s expansion plans and new tech projects
BoE backs away from mandatory gilt clearing
Discussions with industry shift to portfolio-based repo haircuts and ways to encourage voluntary clearing
Swaps traders spot their e-FX chance – finally
Swaps and forwards dealers are increasingly using spot e-FX techniques for pricing and risk management
Counterparty Radar
Matchmaking and benchmarking for OTC derivatives
Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info
US fund managers reshuffle dealer books amid new trading highs
Mutual funds, ETFs hit record FX forwards positions but retreat from options; insurers rotate counterparties
Foreign exchange
Emerging markets options trading outpaces G10
Growth in EM options volumes between dealers and clients are nearly double that of G10 pairs
Bloomberg brings e-FX options trading to API
Buy-side users will run full RFQ workflow for vanilla and exotic FX options through one connection
Dollar reversal could scupper EM carry boom, dealers warn
Surprise rate hike or a USD rally may force unwinds in popular emerging markets carry trades
Ex-Citi banker’s ‘perfect marriage’ with Franklin’s crypto unit
Investment giant throws weight behind Chris Perkins’ plan for investing in digital markets
US rates surge sparks new wave of FX net investment hedging
Corporates pile into currency hedges to protect value of foreign assets and capture positive carry
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