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October
Galen Stops looks at why declining ETD volumes in Tel Aviv isn’t necessarily bad news for Israeli traders and asks if the exchange is capable of recovering its lost liquidity.
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After many false starts, the sleeping dragon could be waking, finds William Mitting.
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Over correlation has plagued the Commodity Trading Adviser sector for the past 18 months. William Mitting asks if better times lie ahead.
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Insch Capital Management's Christopher Cruden examines whether Libor is still a relaible index for market participants.
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September
Philip McBride Johnson questions the current commodity valuations.
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August
Derivatives volumes in Scandinavia has suffered in recent years, but as David Wigan found out, innovation in the region could help restore its fortunes.
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Will Mitting guages the reaction from CTAs to the PFGBest fraud.
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Galen Stops examines the state of the European interest rate markets and questions whether Nasdaq can break the duopoly of Liffe and Eurex.
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James Babicz at SAS UK & Ireland says that, while most banks are currently not capable of effective CVA calculations, those that are will benefit as a result.
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Galen Stops examines palm oil trading in Asia and argues that Bursa Malaysia is set to continue dominating volumes on this commodity.
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Galen Stops looks at industry responses to the Knight Capital disaster and argues that regulators are trying to solve the wrong problem.
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July
Yesterday NYSE Liffe US’s GCF Repo Index futures suite got off to a solid start with over 2,500 contracts changing hands across the suite. William Mitting looks at the potential of the contracts and the challenges ahead.
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Philip McBride Johnson on why the Libor scandal calls for a shareholder rebellion.
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Dan Barnes examines how buy-side firms are planning to adapt their businesses in the face of the new OTC regulation.
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Galen Stops look at how the price disconnect between WTI and Brent has opened the door for a new oil benchmark.
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“I think the stimulus rally will fade, perhaps in this coming quarter.”
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June
Dan Barnes looks at the potential for claims following the Libor fixing scandal.
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May
China is undergoing a process of liberalising its economy, and as the market opens up, new contracts will be launched and the hegemony of the dollar in commodity trading is under threat says Newedge’s John Browning.
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Submit your application for the FOW Awards and the FOW Awards for Asia.
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April
Fidessa's Steve Grob on why regulation of HFT is best left to the market.
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With a greater understanding of the hedge ratio, last year's market turmoil would not have been a surprise, says Richard Jones.
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As the US enters political season, Philip McBride Johnson offers a defence of sepculation.
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Amid the doom and gloom across Europe at present, Poland is an island of optimism, writes Galen Stops.
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Indian currency contracts are booming with the most traded contracts changing hands hundreds of millions of times a year. Galen Stops travelled to Mumbai to find out the reasons behind the success of the contracts and who is trading them.
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Theo Casey looks to Europe to hedge tail risk.
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March
Economic indicators suggest that Brazil will soon join the global trend and embrace a multi-market structure with liquidity fragmented across different venues, says Alice Botis.
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Brazil dominates Latin American with the burgeoning BM&F Bovespa accounting for over 90% of all derivative trading volumes in the region. However, regional exchanges are readying their stalls to expand their derivative offering exploring niche markets, signing international agreements and investing in technology to boost volumes. Elise Coroneos looks at the development of Latin America’s regional derivatives exchanges.
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Dry freight derivatives took to central clearing like a Capesize vessel to water. But as innovators attempt to increase the volumes of screen trading, the market transition remains slow. William Mitting looks at how brokers, ISVs and exchanges are innovating to boost the volumes of FFA deals executed on screen.
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Although the dust has yet to settle over MF Global’s collapse, there are already clear lessons for buy-side firms to absorb. The received wisdom that no-one had ever lost money from an FCM going bust on the CME market is no longer true, and long standing assumptions need to be looked at with fresh eyes says Dan Barnes.
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February
Few industries have seen such transformations over the past 30 years as the futures and options business. From open outcry to electronic trading methods and regional interest to global relevance, the industry has come a long way since Futures World launched in 1982. William Mitting examines some of the key trends that have defined the past three decades.
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Brutus, whilst not universally admired, surely got it right when, in Shakespeare’s Julius Caesar, he claimed that there was a “tide in the affairs of men, which, taken at the flood, leads on to fame and fortune”.
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The crash of 1987 was a spectacular event of financial destruction that shook the foundations of global markets, brought the weakest to their knees, and gave many of those involved a lesson in extreme events that has informed their professional lives ever since. David Wigan talked to a few industry veterans about that dark day in October and the impact on the industry.
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January
What does it say of equities that inverse ETFs have become good long-term bets? Flawed construction aside, Theo Casey notes short EURO STOXX funds gained steadily in 2011. Here he shares a short selling candidate for the year ahead.
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Fidessa's Steve Grob responds to CME chairman emeritus Leo Melamed's defence of HFT.