Search Stoxx Indices for "Collateral"
Search DAX Indices for "Collateral"
About 20 results found
Futures aim to replicate the payoff profile of total-return swaps in a cost-efficient and standardized way and offer a listed solution for trading the implied equity repo rate.
Mixed BoE signals invert Gilt curve; Pound rebounds as UK rates outstrip US; Co-movement of bonds and currencies boosts portfolio risk.
Designed to facilitate equity financing, Eurex is introducing new equity total return futures (ETRFs) that replicate popular OTC equity swaps and incorporate the benefits of an exchange-listed product. Stuart Heath from Eurex explains what advantages ETRFs bring to banks and investors, and describes the role of indices in creating the new contracts.
As a new batch of ETPs tracking STOXX single-stock short and leveraged indices is listed on the London Stock Exchange and Euronext, we talk to Oktay Kavrak from issuer Leverage Shares to find out how the products work and how investors are using them.
Much has been written about the spectacular comeback of Value stocks. But has this also been reflected in the credit market? The steep rise of the Value factor from the Axioma Factor-based Fixed Income Risk Model over the past 14 months seems to suggest that the answer is yes.
The TRFs on the EURO STOXX Banks Index and EURO STOXX Select Dividend 30 Index will be listed on Mar. 29. TRFs have seen strong demand from banks selling structured products and other market participants as a way to efficiently gain exposure to price-plus-dividend returns of shares and indices.
Qontigo has partnered with Leverage Shares to provide indices for 25 innovative products that were listed on Mar. 17 and enable investors and traders to efficiently gain leveraged and short exposure to a set of underlying stocks.
Clarity AI announced today that it has closed a USD $15 million funding round led by Deutsche Börse AG and co-investor Mundi Ventures.
US Mortgage Real Estate Investment Trusts (Mortgage REITs) have been crushed by the coronavirus crisis, substantially underperforming the US equity market as a whole, as their risk has skyrocketed to levels not seen by any US industry in at least three decades.
The recent decision by the Federal Reserve Bank to add high-yield funds to its asset-purchasing program triggered unprecedented flows into exchange-traded funds specializing in sub-investment grade securities.
As share prices plummeted in late February and early March, corporate-bond risk premia exploded at rates not seen since the aftermath of the Lehman Brothers default.
The gauge of Eurozone market volatility goes from second-lowest reading on record to highest since 2008 in a matter of days.
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