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May 21, 2012 - Kevin Dugan
In Search Of German Yields: Sell Synthetic

Selling five-year credit default swaps on Germany brings greater yield than buying cash bonds because the CDS spread is skewed wider on European sovereign risk, according to a report by Munich-based Assenagon Capital Management. ...More
May 11, 2012 - Kevin Dugan
JPMorgan’s USD2 Billion CDS Folly

JP Morgan has lost over USD2 billion since April 1 because of credit default swap positions taken by the firm’s London chief investment office. ...More
May 04, 2012 - Kevin Dugan
Gensler Tells ISDA What He Thinks

Gary Gensler is the first U.S. Commodity Futures Trading Commission chairman to speak at an International Swaps and Derivatives Association AGM. ...More
Apr 24, 2012 -
G20 Commitments? No Worries, Mate!

Is Australia sticking to type by allowing a market-driven solution to mandatory clearing of over-the-counter derivatives? Or are the findings found in the latest OTC Derivatives Market Reform Considerations report from the Council of Australian Financial Regulators one of the smartest responses from a small-to-mid-sized G20 country yet? ...More
Apr 13, 2012 - Mike Kentz
Apple Vega Out Of Control?

The amount of volatility risk being traded daily in Apple options is regularly exceeding volatility traded on the S&P 500 exchange-traded fund. Implied volatility has subsequently been rising in tandem with the stock itself, with both factors signaling to some a possible break in the rise of either stock or volatility levels. ...More

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