Can CGBs emulate US Treasuries as initial margin on cross-border derivatives trades?
Controversial loss allocation technique remains unused during recent market routs, but banks want it banned
Increase in volatility as traders exit positions to fund equity portfolios
China exchange developing technique to reduce margin requirements
Volatility benchmarks will follow launch of equity options later in 2014
New equity options on two exchanges
One of China's leading securities houses sees a bright future for domestic investment banks developing hedge fund-like trading businesses, once securities short-selling is further liberalised on the mainland through the establishment of a central…
The CSRC plans to ban derivatives dealers from using QFII quotas to on-sell derivatives mirroring CSI 300 index futures contracts to offshore clients. The move looks set to challenge ETF fund managers when hedging China index-tracking funds.
Frankfurt-based Deutsche Börse Group, which owns 50% of Eurex, has signed a memorandum of understanding with the Korea Exchange.
The China Financial Futures Exchange opened for business on September 8 in Shanghai. The exchange is expected to start trading stock index futures soon, although a spokesman from the China Securities Regulatory Commission (CSRC) declined to specify when…