FIG Topics of Interest

 

02/07/17

The Fixed Income Group is a division of RJ O'Brien with a focus on hedging interest rate risk and credit risk for clients. 

Click here to download a pdf of this article, RJO FIG tear sheet.pdf
 
 

12/02/16

Margin Differentials Between Futures and Swaps Escalate. To clear a receive-fixed swap today, the margin requirements are more than 3x what is required for the equivalent Swap Futures contract.

Click here to download a pdf of this article, Margin Differentials Between Futures and Swaps Escalate.pdf
 
 

10/27/16

Credit Update Q3-2016: Record Monthly Trade Volumes for CDX IG & HY Credit Index Futures. IG monthly trade volume jumped 94% in September 2016 vs. June 2016, HY increased by 24%. Total volume traded in September broke through the 10,000 contract mark. Credit Index Futures continue to provide an opportunity for cost-effective credit investing and hedging with consistently lower margin requirements than the equivalent OTC CDS products.

Click here to download a pdf of this article, Credit Update- Q3 2016.pdf
 
 

09/13/16

10-Year Eris & MAC Swap Futures - Annual increases in futures trade volume, with substantial margin savings using futures. 

Click here to download a pdf of this article, 10yr Swap Futures Update.pdf
 
 

07/07/16

Credit Futures Update July 2016-New Monthly Records for contracts traded in both IG & HY

Click here to download a pdf of this article, Credit Update- July 2016.pdf
 
 

06/13/16

CME Group Whitepaper: The New Treasury market Paradigm. "Changes in banking regulations have contributed to increased demand for off-balance sheet Treasury exposure, as evidenced by persistent negative swap spreads and continued growth of futures markets relative to cash Treasury securities."

Click here to download a pdf of this article, New Treasury Market Paradigm.pdf