Features -

Eurex on Buxl options, market makers and advantages for e...

Total Derivatives speaks to Eurex about the recently launched Buxl options, the role of market makers and the advantages for end-users. (Sponsored)

Battle for EUR discounting compensation enters critical p...

The multi-million euro question over will-they or won't-they pay swaption compensation is reaching its head.

Inside the UK Pension Protection Fund's sophisticated LDI

The Pension Protection Fund has been at the forefront of LDI in the UK. CIO Barry Kenneth discusses the PPF's de-risking and its use of derivatives.

Fierce debate greets EUR swaption compensation proposals

Sources describe a recent call to discuss swaption compensation as contentious.

€STR discounting battle tests dealers' relationship with ...

A contentious euro swaption market issue with large P&L at stake continues to divide dealers and test relationships with clients.

Giant BT Pension Fund balances RPI-CPI unknowns, dealers ...

The UK's £50bn BT Pension scheme discusses the challenges of balancing hedging in a crisis with inflation risk and RPI reform.

Dutch pension fund on hedging in corona markets and absen...

Dutch pension fund PGB describes how illiquidity in swaps has forced it to use futures and bonds for more of its hedging.

UK DMO CEO Stheeman on coronavirus, RPI consultation

UK DMO CEO Sir Robert Stheeman discusses the coronavirus, gilt issuance and the government's RPI consultation.

Banks battle it out for €STR compensation

The switch from EONIA to €STR discounting threatens to create big windfalls vs losses across EUR interest rate option desks.

Danish PF giant ATP talks clearing challenges and the shi...

Danish pension fund giant ATP talks clearing challenges as it shifts from OTC and advises other European peers to put structures in place now.

SOFR: Pockets of resistance and missing end-users. But yo...

Much progress has been made on the anointed LIBOR replacement, SOFR, in 2019. However, many key issues remain outstanding for its successful adoption

2019 Total Derivatives Dealer Rankings - Vote Now!

Voting has opened for the latest annual Total Derivatives Dealer Rankings. Who’s top in IRS, options, inflation, structured notes and XCCY basis?

SONIA end-users on the move while others wait-and-see

The growth of SONIA as a replacement for the outgoing LIBOR is going well across a number of fields. Other countries need to take note.

Reality comes to SOFR; Repo stresses, OMOs

Reality comes to SOFR; Repo stresses, OMOs

SSAs on €STR as big switch looms

SSAs on €STR as big switch looms

CMS1010 hits the EUR1bn mark

Is a credit-based rate viable post-LIBOR?

SOFR: Positive signs, but significant issues

Innovative forward CMS: Demand, hedging