Options
Risk recycling issues stall China forex option market
Onshore corporates yet to take advantage of increased hedging options
Primes re-pricing and exiting their tails
Start-ups struggling to establish multiple PB relationships
Hedge funds pile into Japan dispersion trade
Rise in single stock uridashi issuance drives trade
CFTC's Wetjen urges fix to commodity options problem
Energy firms need clarity on 'seventh prong', commissioner says
CFTC close to fixing Dodd-Frank commodity option woes
Agency said to be exploring solution for embedded volumetric options
West Coast boutique crafts custom structured products
Denver RIA became engrossed in world of derivatives following financial crisis
China options market faces margin and settlement challenges
China exchange developing technique to reduce margin requirements
Ethics and moral standards are as crucial to finance as ever
Carney’s words echo work of Émile Zola on the value of social capital
Deal of the Year: BP
Quick BP options deal salvages North Sea oil producer’s acquisition
Investors look to profit from record low equity volatility
Hedge funds holding their nerve in game of volatility limbo
Smile transformation for price prediction
Prediction of arbitrage-free option prices that outperform existing models
Energy firms beg CFTC for clarity on commodity options
Power and gas traders bemoan ‘seventh prong’ in Dodd-Frank rules
Cross-currency basis causes pricing headache for dealers in Japan
Yen and dollar funding discrepancies hit Nikkei options market
Korea clearing structure in question after HanMag trading error
Korea trading snafu casts doubt on KRX's default fund structure
Classic cutting edge: Swing options and the quest for valuation
Energy Risk presents a classic paper on swing options pricing by Patrick Jaillet, Ehud Ronn and Stathis Tompaidis, which was first published in 1998. It introduced the so-called binomial forest method, which was influential in the development of pricing…
FX clearing a priority for 2014, vows CLS chief
Working with banks and CCPs to facilitate central clearing of OTC forex options is 'high priority strategic initiative' for CLS this year, says chief executive David Puth
'Patchy' liquidity in FX a concern for the future
Concentration in the number of liquidity providers and the reliability of HFT market-making raises concerns for senior industry officials
Corporate hedging demand drives growth in offshore RMB options market
A rapid expansion in type and amount of RMB structures traded in 2013 signals how the Chinese currency is going mainstream. But dealers say the real test will come when the US starts to raise interest rates
Oil market faces tight deadline for Ice Brent protocol
As Ice prepares to shift Brent expiry calendar on December 6, Isda releases protocol to enable orderly transition of OTC market
CCPs face $161 billion liquidity shortfall to clear FX options, GFXD finds
Results of an industry study reveal the scale of the liquidity burden that would fall on CCPs clearing physically delivered forex options – but a net settlement mechanism could reduce the number by 73%
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
Brent options trading disrupted by Ice expiry date shift
Proposals to ensure convergence between futures and physical Brent cause firms to avoid trading long-dated options
Asia Commodity Derivatives House of the Year: Deutsche Bank
Despite cutbacks in Europe and the US, Deutsche Bank’s Asia commodities franchise continues to impress
FX options clearing a 'big challenge', warns NY Fed official
Speaking at the FX Invest West Coast conference, the New York Fed's Jeanmarie Davis addressed the challenges associated with clearing and settlement of forex options