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Derivatives

February

ASX’s half-yearly results sent its shares up 6pc on Thursday.

ASX tips a stronger year for new listings on back of Chemist Warehouse

ASX reports record level of operating revenue for a first-half, driven by higher trading volumes, especially in derivatives markets.

November 2024

Competition Minister Andrew Leigh is pushing for shareholder disclosure changes.

Treasury plan could end era of shareholder secrecy

A workaround exploited by billionaires and hedge funds to secretly build positions in listed companies could be extinguished if a legislative change succeeds.

Shemara Wikramanayake: “We operate in multiple markets, in multiple countries, and are trying to deliver to required standards in every one of them.”

Macquarie boss says accountability matters after ASIC jibe

After being slapped with a record fine for failing to monitor energy futures markets, the bank pledged to identify root causes and hold staff accountable.

October 2024

Investor Ainsley Marcus is using the ASX options game to learn more about investing.

Want to trade options? The ASX can teach you how

Ainsley Marcus, 34, says playing the ASX options game showed her investing could be more interesting than “just buying and selling shares”. But her money is still with ETFs.

Mark Carnegie: “Circle is the obvious candidate to be the long-term winner in the regulated stablecoin space.”

Mark Carnegie pushes Circle’s USD Coin to Australia’s super funds

MHC Digital says USDC, which has a market cap of $50 billion, could be used by big institutional investors to bypass banks and save hundreds of millions of dollars.

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September 2024

ASX chief executive Helen Lofthouse has been battling delays and cost overruns at the sharemarket operator’s technology upgrade program.

RBA issues scathing assessment of ASX’s derivatives upgrade

In a lengthy review, the central bank has said the sharemarket operator was too slow in disclosing problems and suggests it was keeping regulators in the dark.

June 2024

ASX said its medium-term costs would be elevated as it continues with complex technology improvement programs.

ASX investors spooked by rising technology costs

Shares in the equities market operator slumped 8 per cent after it revealed elevated capital expenditure over the medium term, as it continues with the CHESS fix.

May 2024

The corporate regulator is investigating ANZ Bank’s handling of a $14 billion federal government bond sale.

Traders finger ‘pre-hedging’ in ANZ bond probe

Fixed income traders say pre-hedging is “a grey area” riddled with inherent conflicts of interest. ASIC has already targeted Westpac over the practice in swap markets.

Jim Simons of Renaissance Technologies has acknowledged that he has had to switch off its models in every major crisis.

Jim Simons, ‘quant king’ at Renaissance Technologies, dies at 86

The mathematician-investor created what many in finance consider the world’s greatest moneymaking machine at his secretive firm.

March 2024

Scott Radke CEO of New Holland Capital.

This hedge fund is backing bets Citadel and Millennium won’t touch

Multi-strategy hedge funds have swept the globe hoovering up talent into their highly levered investing style, but this New York-based fund can go where they can’t.

September 2023

Cboe is confident that the offering will find demand on Wall Street as it offers a simple way to gauge how company-specific risks are stacking up versus the market.

New Cboe index pushes hot stock bet into Wall Street mainstream

The Cboe S&P 500 Dispersion Index, created to capture the difference in prices of options between the equity gauge and its underlying constituents, has debuted.

August 2023

Traders work in a trading pit at the Chicago Board Options Exchange, Monday, Dec. 11, 2017, in Chicago, as they trade futures and options unrelated to bitcoin. Trading in bitcoin futures began Sunday on the CBOE. (AP Photo/Kiichiro Sato)

Are zero-day options going to blow up the market?

Wall Street is divided over zero-day-to-expiry options that allow traders to speculate over short-term stock moves.

June 2023

ASX chief executive Helen Lofthouse is facing a complex juggling act.

ASX plunge shows the true cost of CHESS disaster

The exchange’s chief, Helen Lofthouse, has set out a five-year plan to restore the group’s reputation and chase growth. It comes with a hefty price tag.

May 2023

The People’s Bank of China (PBOC).

China opens access to new $4.5trn swaps trading market

The platform provides overseas funds with easier access to the derivatives that will help hedge their exposure to the world’s second-biggest bond market.

US President Joe Biden speaking in New York this week.

Investors load up on doom hedges pointing to market turmoil

As the US edges towards default and Wall Street games out a rare Black Swan event, demand for protection against a market sell-off or tail risk is at the most in five years.

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April 2023

A trader works on the floor of the New York Stock Exchange.

Quants are ‘out of ammo’ for buying stocks, Goldman warns

Systematic money managers have loaded up on global shares in the past month, and with their positioning near a peak, that could soon trigger selling.

“It’s very hard to put into context, being the first day going live,” said Steve Sosnick, the chief strategist at Interactive Brokers. “There are plenty of reasons to expect that index to be volatile.

Big swings in one-day volatility index leave traders bewildered

The Cboe 1-Day Volatility Index opened at 8.55, compared with a reference point of 13.27 on Friday, surged as high as 9.88 before pulling back.

March 2023

Binance chief Changpeng Zhao.

Crypto exchange Binance sued by US futures regulator

“The defendants’ own emails and chats reflect that Binance’s compliance efforts have been a sham,” the regulator’s chief counsel said.

February 2023

Binance global boss CZ Zhao said he would look at acquiring some of FTX’s assest as the bankruptcy proceeds.

Binance Australia derivatives business draws review by ASIC

The review includes the crypto exchange’s “classification of retail clients and wholesale clients”, a spokesperson for the regulator said.

October 2022

The US dollar is involved in 88 per cent of all foreign currency transactions.

China’s yuan inches closer to loftier FX ambitions

The Chinese yuan has overtaken the Australian dollar as the world’s fifth most-traded currency, reflecting the rise of the Asian giant’s economy.

Original URL: https://www.afr.com/topic/derivatives-hvi