Regulators want to switch CEM for SA-CCR, conference told
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.
Sefs, FCMs and CCPs not interested in finding a solution, however
SA-CCR likely to treat swaps and swap futures equally, says Barclays' Kahn
Sponsored feature: Deutsche Börse
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.
Coherence of new Basel rules needs study, says BoJ deputy governor
Credit investors see "no need" for contract; Ice hopes other players will see appeal
Agency should wait before implementing non-spot-month limits, commissioner says
Michigan's Crystal Flash struggles with basis risk and volatile weather
SA-CCR is mooted successor to 27-year-old CEM, but sensitivity may count against it
Increase in volatility as traders exit positions to fund equity portfolios
French hedge fund also fears regulators may cap leverage and curtail shorting
Fund has large fixed-income assets but there are limited hedging opportunities available
CTA unflapped by Greece and unimpressed by regulatory uncertainty in Chinese futures
Growth in onshore futures market marks change in derivatives landscape
Singapore broker sees opportunity in banking's changing competitive landscape
Affiliate and client positions not commingled, they argue
Power exchange copes well with evolving market and changes in client demand
A new decree sets out legal framework for establishing futures market