Features/Derivatives
New CFTC block trade proposals spark row over 67% threshold
US block trading rules have been reproposed following intense criticism, but many dealers suspect the new methodology has been designed to produce the same end result. By Peter Madigan
Regulators fear derivatives could be structured to make them unclearable – and there is anecdotal evidence to suggest escape routes have been explored. But market participants say there is no incentive...
China launched its version of the credit default swap market nearly 18 months ago – yet activity has almost ground to a halt due to a combination of inflexible rules, lack of standardisation, and an...
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LatAm corporates eye China for bonds and swaps
Latin American firms are eyeing up the dim sum bond market after America Movil’s debut issuance in February. Other avenues for investment between China and Latin America, such as currency swap arrangements, are also in development
China prepares for launch of cross-border ETF market
In the tightly regulated Chinese economy, the launch of ETFs linked to overseas shares marks a new form of investment vehicle available to mainland investors. However, challenges still remain due to structural differences in Chinese manufactured ETFs...
Analysing common processes used to model energy prices
Choosing the appropriate process for modelling energy prices is essential for best calculating value, risk and hedging metrics for energy derivatives and assets. In this first article of a six-part series, Carlos Blanco and Michael Pierce discuss some...
Commodities correlation with equities, bonds - how long will it last?
Correlations between commodities and other asset classes have risen sharply over the past three years, but investors and academics are divided over the cause, and the outlook for diversification strategies going forward. David Wigan reports
Mining companies remain unhedged, despite Chinese clouds
After some painful experiences in recent years, mining companies remain largely unhedged – despite a jump in metals volatility and the threat of a Chinese downturn. Could they end up regretting it? Michael Watt reports
Available to trade: row over scope of Dodd-Frank execution rules
The Dodd-Frank Act requires cleared over-the-counter trades to be executed on an exchange or swap execution facility – as long as at least one venue makes the swap available to trade. So, who gets to decide when a swap meets that criterion? Peter Madigan...
Regulatory go-slow on CDS rules in China holds up market development
China launched its version of the credit default swap market nearly 18 months ago – yet activity has almost ground to a halt due to a combination of inflexible rules, lack of standardisation, and an approach to the concept of credit default that is...
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