CFTC’s Mersinger wants new rules for vertical silos
November 8, 2024 (NO COMMENTS)Republican commissioner shares Democrats’ concerns about combined FCMs and clearing houses
Talking Heads 2024: All eyes on US equities
November 8, 2024 (NO COMMENTS)How the tech-driven S&P 500 surge has impacted thinking at five market participants
Hedge funds take profit on vol trades with Trump win
November 8, 2024 (NO COMMENTS)FX volatility drops sharply as positions unwind; rates market sees mixed reaction
Neil Chriss sets out to codify the game theory of trading
November 8, 2024 (NO COMMENTS)The co-author of the benchmark Almgren-Chriss model has updated his thinking on market impact
Knives out: LME court cases cleave apart creditor expectations
November 8, 2024 (NO COMMENTS)Diverging court rulings show pitfalls and potential of challenging controversial transactions
StanChart’s market RWAs hits eight-year high
November 8, 2024 (NO COMMENTS)Client-driven RWA deployment raises market risk exposure by $3.2 billion
More cleared repo sponsors join Eurex ahead of cross-margining
November 4, 2024 (NO COMMENTS)End of TLTROs for banks and pension fund search for liquidity management tools drives uptake
Hedge funds pile into short volatility QIS options
November 4, 2024 (NO COMMENTS)New twist on capturing vol premium remains popular despite mixed performance in August vol spike
Breaking market norms, tri-party repo rates plunge for fringe collateral
November 4, 2024 (NO COMMENTS)Yields hierarchy upended as cost of repo-ing equities and other volatile securities falls over a percentage point below UST repos
Republican SEC may focus on fixed income – Peirce
November 4, 2024 (NO COMMENTS)Commissioner also wants a revival of finders’ exemption, more guidance for UST clearing
Exotic FX derivatives bets in play as US election vol jumps
November 1, 2024 (NO COMMENTS)Forward volatility agreements see profits for funds; new trades include vol knockouts