Helen Bartholomew
London bureau chief
Helen Bartholomew is London bureau chief for Risk.net.
She has written on a range of derivatives and markets topics including benchmark reform, margin rules, equity derivatives and structured products. Prior to joining Risk.net, she was derivatives editor for International Financing Review, part of Thomson Reuters, where she previously reported on debt and equity capital markets.
Helen holds a bachelor’s degree in anthropology from the University of Durham, UK.
Contact Helen on +44 (0) 20 7316 9223 or helen.bartholomew@infopro-digital.com
Follow Helen
Articles by Helen Bartholomew
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
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
Jane Street rivals call for wider probes of manipulation claims
Sebi allegations raise concerns about similar behaviour in US and European markets
Jane Street claims may prompt bank scrutiny
Reputational risk policies require dealers to quiz clients that hit the headlines
Traders hedge on Jane Street manipulation claims
Market-makers side with Sebi, while bankers accept arbitrage explanation. Most want more details.
Can vendors and CTAs escape the CFTC’s clutches?
Withdrawal of Sef perimeter advisory may provide greater flexibility for new breed of crypto tools
Non-cash collateral jump spurs tri-party VM expansion
BNY, Euroclear and JPM extend collateral platforms to variation margin as bonds and equities gain traction