Banks are advising companies to protect themselves against an expected rise in interest rates. But with rates so low and the cost of swaps so high, does hedging really make sense?
The Dalian Commodity Exchange saw the first delivery of its iron ore contract this month – does the success of the onshore China contract threaten Singapore Exchange’s pre-eminent position in the iron...
End-users are sceptical about the health benefits of derivatives market reforms, according to a new Isda survey. Here, a selection of firms explain why they fear rules designed to improve the market will...
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More Features/Derivatives articles
JP Morgan’s decision to accept a $1.5 billion FVA charge when revaluing its book has put pressure on other banks to follow, but there is no consensus on even fundamental issues, such as which funding spread to use – let alone the mind-melting complexity...
Dealers have found a way to halve the amount of margin required in an uncleared derivatives trade – without models, assumptions or tricks. Now, they just need to convince regulators it’s above board. Matt Cameron reports.
Commodities have been the mainstay of China's derivative markets so far but the launch of equity options on two of the country's main exchanges could see this dominance challenged
Some banks are scared to make prices on platforms that offer both an order book and request-for-quote trading – other users might be able to game them by using the two approaches in conjunction, the banks claim. The result could be that dealers stop...
Differences in the cost of yen and dollar funding are significantly impacting the price of Japan equity options at the long end of the curve and driving dealers on to the listed market
New swap trading platforms are often seen as a way of levering open the OTC market for a range of non-dealer market-makers – from opportunistic buy-side firms to aggressive Chicago prop shops. But how many of these firms are serious, and what difference...
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
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