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Dealers gain licences to trade HK property derivatives

Five dealers have secured licences to trade residential property derivatives based on the University of Hong Kong real estate index series (HKU-REIS). The firms – Deutsche Bank, Goldman Sachs, Lehman Brothers, Merrill Lynch and Morgan Stanley - join ABN…

Carbon-trading log ready by November

The Kyoto Protocol’s international carbon-trading market is set for expansion, with the introduction of a worldwide transaction log by the end of the year. The International Transaction Log (ITL) will link the carbon registries for each Kyoto nation…

Ortner arrives at BarCap

William Ortner has joined Barclays Capital as New York-based head of equity product origination for the Americas. He will lead the firm’s equity-linked financing and corporate equity derivatives divisions and report to Craig Orchant, head of corporate…

Weather derivatives help fulfil Millennium Promise

Reinsurer Swiss Re has structured a weather derivatives deal to help lessen the effects of drought on African farmers for the Millennium Promise Alliance (MPA), a charity that aims to end extreme poverty worldwide by 2025.

BNP Paribas appoints senior prop trader

BNP Paribas has appointed Edmund Shing as senior proprietary trader within its equities and derivatives business. Shing will run a sector-based proprietary book and will be based in Paris.

CME to offer clearing for ethanol basis swaps

Chicago Mercantile Exchange (CME) will offer clearing for over-the-counter (OTC) ethanol basis swaps from October 5. The service will offer centralised clearing, including daily mark-to-market margining and reduced counterparty risk, to the biofuels and…

CBOE and Taifex sign MOU

The Chicago Board Options Exchange (CBOE) and the Taiwan Futures Exchange (Taifex) signed a memorandum of understanding (MOU) on September 6 on the sharing of information for the development of options and other derivatives products.

Spike in equity volatility causes pain

A spike in equity volatility last month has caused anxiety among equity derivatives dealers, many of which were short volatility, and raised fears that a prolonged increase could generate hefty mark-to-market losses in equity derivatives trading books.

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