Eurex rates volumes collapse on Iran volatility
Surging yields, options hedging activity and revamped incentive schemes drive record volumes at Ice
Trading in euro-denominated interest rate futures reverted dramatically back to London when government bond yields surged at the outbreak of the Iran war on February 28, dealing a blow to efforts by the European Union to bring this activity onshore.
Over 10 million futures contracts linked to the Euro short-term interest rate (€STR) and Euribor were traded on March 3, more than four times the
Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.
To access these options, along with all other subscription benefits, please contact info@risk.net or view our subscription options here: http://subscriptions.risk.net/subscribe
You are currently unable to print this content. Please contact info@risk.net to find out more.
You are currently unable to copy this content. Please contact info@risk.net to find out more.
Copyright Infopro Digital Limited. All rights reserved.
As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (point 2.4), printing is limited to a single copy.
If you would like to purchase additional rights please email info@risk.net
Copyright Infopro Digital Limited. All rights reserved.
You may share this content using our article tools. As outlined in our terms and conditions, https://www.infopro-digital.com/terms-and-conditions/subscriptions/ (clause 2.4), an Authorised User may only make one copy of the materials for their own personal use. You must also comply with the restrictions in clause 2.5.
If you would like to purchase additional rights please email info@risk.net
More on Markets
Markets perceive the future in very distorted ways
Discounting paradigms should adapt to be more realistic, says Jean-Philippe Bouchaud
UBS fixed income structuring head departs
Credit Suisse alumni Adrian Bracher leaves Swiss bank
An eye on API: bilateral FX takes hold with some asset managers
Long-term savings in trading costs are tempting buy-siders to explore direct connectivity with liquidity providers
From insight to execution: building the next-generation cross-asset platform
The shift from research-led platforms to fully integrated client solutions – how closer alignment between platforms is shaping the client experience
UK insurers turn up leverage on structured gilt trades
Par-par asset swaps give way to higher-leverage structures as funding costs increase
UBS to launch merger arb QIS
Bank partners with German asset manager First Private to screen deals using machine learning
The interplay between liquidity and collateral
The evolution of financing solutions as institutional investors raise and preserve cash
Traders revive emerging market carry trades on vol drop
Investors eye high-yield Latin America currencies as implied volatility falls