FIG Topics of Interest

 

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
 
 

05/31/16

A New Way To Trade Credit- Please Join ICE and RJO for a client forum exploring the Eris Credit Index futures contract in New York on Wednesday, June 15, 2016. RSVP via email to Laura Edelman at: laura.edelman@theice.com

 

Click here to download a pdf of this article, RJO-ICE Credit Futures Forum.pdf