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Derivatives

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  1. US airline wins Dodd-Frank real-time reporting delay

    A no-action letter issued by the US Commodity Futures Trading Commission (CFTC) to Texas-based Southwest Airlines on November 6 may herald a broader shift in the CFTC's policy of requiring commodity derivatives end-users to report their swap...

  2. Looking back: El Niño boosts weather derivatives

    December 1997 saw one of many false starts for weather derivatives The appearance this year of the El Niño weather pattern, the periodic warming of the tropical Pacific Ocean by a few degrees, is leading to a burst of interest in weather...

  3. Smart beta indexes gain currency with Asian investors

    Balaji Thiruvengadasamy, director, equity derivatives at Barclays in Hong Kong, says: "During the initial years of the quantitative investment strategies (QIS) development, historical performance tended to influence the index design.

  4. JPX has 'no plans' to list Nikkei 400 futures overseas

    Ahead of the November 25 launch of futures on the JPX Nikkei 400 index, Hiromi Yamaji, president of JPX's Osaka Exchange (OSE) is bullish about closing the gap on CME which he says has made inroads into the Japan equity derivatives market since...

  5. Dealers fret over NSFR impact on equities

    The treatment of derivatives transactions also raised eyebrows. A 100% RSF will be applied to a bank's derivatives assets, but only after deducting liabilities and margin, which should leave the balance close to zero.

  6. Asia Risk Congress 2014 – photogallery

    With Basel III’s implementation just months away, banks and service providers have taken significant strides towards establishing an over-the-counter derivatives clearing framework. Charles Firth, head of equities derivatives structuring Asia...

  7. Poor liquidity stalls long-dated Thai derivatives market

    This is driving demand for derivatives that are more complex than clients would ordinarily opt for. Jearkjirm also says that clients are exploring more complex use of derivatives in order to reduce balance sheet fluctuations, which could come about...

  8. New frontloading flap over €8bn clearing threshold

    Membership of the new category two will be determined by whether a firm - which must also be deemed a financial counterparty or a larger alternative investment fund - has an aggregate month-end average notional amount of non-centrally cleared...

  9. US energy firms welcome CFTC tweaks to Dodd-Frank rules

    Energy industry groups applauded proposals on November 3 by the US Commodity Futures Trading Commission (CFTC) aimed at making CFTC regulations less burdensome for end-users of commodity derivatives. The 'seventh prong' problem stems from the...

  10. Insurers slowly getting to grips with central clearing

    The third annual BNY Mellon/Insurance Risk collateral management survey reveals how insurers are grappling with the challenge of central clearing for over-the-counter derivatives. Key findings in the survey, which was carried out between July and...

  11. Netting problems will restrict pension funds, FCMs warn

    Under the Federal Deposit Insurance Corporation's (FDIC) implementation of Basel III capital rules for OTC derivatives, a qualifying master netting agreement (QMNA) is required to attain netting benefits when calculating risk-weighted assets.

  12. UBS offers bankruptcy remoteness and white-labelling twist

    UBS wins equity derivatives award with the support of research and pricing This is a venue that allows expanded trading hours - of 8am to 10pm - with mini-futures, as well as call and put warrants for the leveraged segment," says Patrick Grob...

  13. Green credentials and RBS deal work in BNPP's favour

    We are also launching a fund that will host a multi-risk premia strategy," says Jean-Eric Pacini, head of structured products sales, equities and derivatives at BNPP in London. After the bank's successful introduction of the Smart Derivatives...

  14. BAML increases inflation market share

    BAML are one of my main counterparties for inflation derivatives trading," according to an investment director in the inflation team of an Edinburgh-based investment company. Bank of America wins inflation house of the year award

  15. UBS stays firm despite commodities downturn

    The key for these longer-dated products, says Patrick Grob, the bank's head of equity derivatives sales for Europe, the Middle East and Africa, is to provide deep liquidity. UBS wins the commodities house of the year award