Articles by Helen Bartholomew
LSEG adds market risk optimisation for FX options
Tool attracts eight dealers and could be expanded to rates and equity options
Tokenised collateral could lower barriers to tri-party VM
Existing tri-party platforms lack network effects necessary for more efficient collateral reuse
Dealers prep for year-end equity financing surge
Cost of funding equity derivatives bets blew out to 227bp in 2024 and is ticking higher again
Real money rides the hybrid options wave
Insurers follow hedge funds into exotic trades with equity-down, yields-down recession plays
BofA preps single-stock autocalls on new CHF indexes
SIX Group indexes slash implied forward cost for US underlyings including Nvidia and Microsoft
US dividend futures top $6bn on structured note boom
Traders also eye opportunities in options on S&P dividends as April rout creates skew dislocations
Calamos’s $200m inflows trigger autocall ETF ‘frenzy’
First mover expands to US tech, Innovator ETFs plans rival listing on September 25
European regulator praises Japan’s ‘smart’ NMRF manoeuvre
Comments come after revelation that Nomura is able to reverse NMRF status for risk factors
Hybrids go for gold
Spot gold surge sees investors eye dual digitals on new highs
Euro Stoxx 50 rebalance hits dividends
Muted futures response as triple substitution sees high-yielding Pernod replaced by zero-div Argenx
Eurex plans October launch for QIS futures
Long-only European equity strategies will be first out of the gate, with more to come
More than arb: the short signals behind Jane Street’s India troubles
Prop trader ran parallel strategies, source says. That mix may have given rise to manipulation claims
Why Calamos chose swaps for market’s first autocall ETF
Swap-based structure attracts $40 million in first month; backers eye multi-billion-dollar AUM