Archive for the ‘Derivatives’ Category

Are ETFs the New Futures?

June 18, 2014

Chidem Kurdas

Exchange-traded funds are becoming a favorite instrument for bond (more…)

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CME High Frequency Trading Claim: Really?

April 14, 2014

Chidem Kurdas

If the allegations made in the lawsuit filed April 11th by three traders against CME are true, then executives of the exchange who can be shown to be involved should face criminal charges. (more…)

Citadel Bets on Mortgage Company

October 9, 2013

Chidem Kurdas

A fund managed by Citadel Group entered into an intriguing swap (more…)

JP Morgan Volatility Trade

April 4, 2013

Back in 2010, a time when the extreme gyrations of (more…)

Moore Looks at Bank Liquidity

July 26, 2012

Louis Bacon’s Moore Capital was among the (more…)

Margin Focus in OTC Default Risk

September 13, 2011

Chidem Kurdas

When Lehman Brothers collapsed in 2008, LCH.Clearnet took over huge derivatives  positions from the bankrupt bank. The clearing house successfully managed this and four other defaults, says Isabella Kurek-Smith, director and head of energy and freight markets at LCH.Clearnet. The experience demonstrated how important it is to require adequate initial margin—though some derivatives traders complain (more…)