Markets
Latest Markets
UBS to launch merger arb QIS
Bank partners with German asset manager First Private to screen deals using machine learning
Traders revive emerging market carry trades on vol drop
Investors eye high-yield Latin America currencies as implied volatility falls
JP Morgan’s race to simplify FX options trading
Fewer clicks, more automation win systematic clients and boost electronic volumes
FX options traders lost in Iran fog
Headline ‘ping-pong’ saps hedge funds’ conviction, though pockets of vol selling have re-emerged
How Optiver is harnessing prediction markets
Isda AGM: Market-maker doesn’t trade event contracts, but it is using them to price other instruments
The swap futures comeback
CME cross-margining and Reit hedging drive new growth in Eris contracts
Interest rates
LCH and ASX eye Australia repo clearing
CCPs in talks with dealers as bond boom fuels growing demand for financing
JGB basis trade throws off the shackles
Japan’s cash-futures arbitrage on the rise despite Iran volatility and BoJ-driven bond scarcity
How the Iran war wreaked havoc on consensus US rates trades
Hedge fund steepeners, swap spreads and vol-selling strategies were hit as conflict forced stop-outs during March
Hedge funds retreat to sidelines in euro steepeners
Rate hike repricing and stop-losses have gutted positioning in once-dominant 10s30s bet
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BlackRock uses options to rewire AI bets
Counterparty Radar: Global Allocation Fund shifts from net short to net long derivatives as equity allocation falls
Foreign exchange
Staff exodus sparks questions about LMAX’s FX swaps venue
At least nine execs that joined from FX HedgePool – including CEO Jay Moore – have left the company
The dollar do-si-do: hedgers review FX moves
Brief return of US dollar to safe-haven status amid Iran upheaval prompts real money investors to pause hedging activity
smartTrade eyes role as direct streaming linchpin
Vendor plans to tap growing demand for direct API trading solutions across asset classes
Indian banks in race against clock to unwind USD/INR trades
An estimated $7 billion of open arbitrage trades must come off the books by April 10
JGB basis trade throws off the shackles
Japan’s cash-futures arbitrage on the rise despite Iran volatility and BoJ-driven bond scarcity
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