Latest Markets
Shanghai Clearing House urged to take bond collateral for FX trades
Dealers complain that feeble interest rate paid on cash margin raises cost of clearing
Corporates look to tackle unhedgeable inflation indexes
As inflation risks mount for corporates, some are finding their exposures are linked to niche indexes
BofA’s e-FX rebuild pulls it closer to rivals
Deploying its equities tech stack, bank seeks to get ahead of the pack with its algo and e-FX offerings
Talking Heads 2024: All eyes on US equities
How the tech-driven S&P 500 surge has impacted thinking at five market participants
Hedge funds pile into short volatility QIS options
New twist on capturing vol premium remains popular despite mixed performance in August vol spike
Popular CNY carry trade starts to lose traction
Investors seek unwinds of China govvies swapped into USD after FX and rates movements dent its appeal
Hedge funds
Hedge fund surge in momentum EGB trading stirs unease
Dealers voice concerns that crowded positions could lead to liquidity squeezes following mass unwinds
US jobs shock leads to steepener unwinds
Rates investors caught out after October jobs surprise
Rates traders brace for jobs data after August steepener payday
Investors hope for weaker-than-expected non-farm payrolls to trigger re-steepening
Sliced and sliced again: investors’ latest trick for risk transfer
‘Retranched’ synthetic securitisations offer higher yields, but questions remain over legality of structures
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Goldman Sachs retakes top FXO dealer spot with mutual funds in Q2
Counterparty Radar: Trades with SEI Investments boosts US bank to top spot
Foreign exchange
Exotic FX derivatives bets in play as US election vol jumps
Forward volatility agreements see profits for funds; new trades include vol knockouts
CME’s FX Link sees bumper volumes as dealer use cases grow
Offsetting rates impact and FX swaps price discovery cited as new reasons to use venue
Rates movements boost FX net investment hedging
Changing differentials bring more positive carry opportunities for corporates
Low FX vol regime fuels exotics expansion
Interest is growing in the products as a way to squeeze juice out of a flat market
Chicago pits power IMC’s institutional options push
Talking Heads: IMCX lures 100 asset managers, while Dash partnership bolsters retail execution
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Recent volatility highlights tech’s vital role in fixed income pricing
Trends, challenges and opportunities in fixed income trading
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Fed strengthens stress tests with focus on counterparty defaults
Turbocharging tech for next-level risk analytics
