Subject: Asia hours surge complicates FX options market-making

WEEKLY MARKETS DESK ROUND-UP
TOP STORY
Markets
Asia hours surge complicates FX options market-making
Late tariff announcements in US trigger hedging headaches during less-liquid Asia sessions
20 Mar 2025   |  News
Markets
Buyout industry nervous as insurers choose gilts
Some bulk annuity providers are pricing deals assuming returns they ‘can’t achieve’ today
19 Mar 2025   |  News
Markets
Automated market-making tested by intraday FX vol
Price gaps in spot FX markets could be exacerbated by algos trading on headline risk
18 Mar 2025   |  News
Markets
Basel tweak may weaken counterparty hedging, industry warns
Proposed technical revision risks dissuading bespoke CDSs and guarantees covering derivatives exposures
17 Mar 2025   |  News
Investing
Quants should take care with synthetic data – Lehalle
Synthetic data creates an illusion of certainty and risks messing up portfolio construction, says quant
14 Mar 2025   |  News
Markets
Does FX Spot+ add up for traders?
New CME venue aims to provide easier access to FX futures liquidity, but some worry about its stability in choppy markets
13 Mar 2025   |  Feature
Markets
High CNH rates curb appetite for Hong Kong’s new repo scheme
Dealers remain hopeful initiative is a prelude to full onshore repo market access
13 Mar 2025   |  News
Markets
CME-FICC cross-margin programme sees increased demand
Joint arrangement aids netting, reduces clearing costs and increases capacity
12 Mar 2025   |  News
Markets
JP Morgan QIS notionals hit $100bn
Dealer sees 15% annual growth in ‘imperfect’ notional measure, eyes rates and FX for next phase
12 Mar 2025   |  News
Markets
Can Europe prepare ground for insurers in securitised products?
Convincing regulators to make investing more viable would be a first step to revitalising insurer interest
12 Mar 2025   |  Feature

i

LinkedIn Apple Android Twitter Facebook