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  • CME SOFR Futures – Year One weblink

    White papers 29 May 2019

    Read about CME SOFR futures after one year.

  • Adoption of SOFR and SONIA as Floating Rate Note Benchmarks weblink

    White papers 29 May 2019

    Read an update on adoption of SOFR and SONIA as benchmarks in the floating rate note (FRN) market.

  • Equity Options Skews: Why No Surprises? weblink

    White papers 9 May 2019

    Equity index options are the least surprising of options markets. According to data and the best of our knowledge, out-the-money (OTM) call options have never cost more than OTM puts on equity index options – reflecting the greater concern of a market slump than a rally.

  • Think Tank Points to U.S. Growth Slowing weblink

    White papers 8 May 2019

    Anxious about the U.S. economy? The Conference Board think tank is pointing to growth slowing to 1.5-2.0% but there are no imminent signs of a recession.

  • Gold/Silver Options Skews: Upside Risk Ahead? weblink

    White papers 7 May 2019

    U.S. monetary policy exerts a strong influence on the skewness of currency, gold and silver options. In a normal monetary environment where short-term interest rates are well above zero, investors tend to be more concerned about gold and silver prices rising abruptly than falling.

  • Will ECB Change Course to End Negative Rates? weblink

    White papers 6 May 2019

    Negative rates aimed at boosting European bank lending instead had the opposite effect. Will the ECB end this policy and raise rates in 2019?

  • Energy Options Skews: Beyond Supply Shocks weblink

    White papers 30 April 2019

    The U.S. shale oil revolution has given out-of-the-money put options a persistently negative skew over the past decade, overshadowing likely supply woes.

  • The Short and Long of Oil weblink

    White papers 29 April 2019

    Short-term forces centered on supply constraints are driving the oil market higher but increasing fuel efficiency could temper prices over the long term.

  • Liquidity Insights: Euro FX Responds to Brexit, U.S. Inflation weblink

    White papers 29 April 2019

    There are many factors that can influence FX exchange rates, including event risk and fundamental economic data. To manage such risk, traders have often turned to futures and options. Recent events around the world have caused dramatic moves in exchange rates, particularly for currencies impacted by the chaos of Brexit.

  • Fed's Five Critical Issues weblink

    White papers 18 April 2019

    The Fed is facing five issues that could play a key role in its forward guidance on monetary policy, chief among them being the trade war and the economy.

  • Treasury Options Skews: Investment Signals or Noise? weblink

    White papers 15 April 2019

    Nearly all options markets exhibit some kind of natural skewness. For example, out-of-the-money (OTM) put options on equity index futures are typically cost more than OTM call options as investors typically fear a sudden fall in stock prices more than a sudden rise and, hence, are willing to pay more for protection to the downside than upside.

  • Equities & the Fed: A Dependent or Codependent Relationship? weblink

    White papers 9 April 2019

    Equities rose by double-digits since Christmas on expectations that the Fed will hold off on further rate hikes. What will fuel the next rally - a rate cut?

  • Portfolios and Investing: If/When “Winter” is Coming? weblink

    White papers 9 April 2019

    Did the Fed over-tighten monetary policy with its nine rate hikes, paving the way for an investment ‘winter’ in equities and bond markets?

  • Political Brinkmanship weblink

    White papers 8 April 2019

    Could U.S. political brinkmanship cause a government shutdown and technical debt default, putting the economy at risk in the fourth quarter?

  • Grain, Oilseed Prices Dance to a new Global Tune weblink

    White papers 4 April 2019

    As global crop production diversifies geographically, prices for corn, soybean and wheat are becoming more sensitive to currencies like the ruble and real.

  • FX Leadership weblink

    White papers 1 April 2019

    Can the U.S. dollar maintain its leadership of global currencies amid a decelerating economy and the China trade war elevating risk in the United States?

  • Debt Ceiling Back in Play weblink

    White papers 25 March 2019

    The twin threat of a technical debt default and potential government shutdown could resurface later this year, likely affecting equities and Treasuries.

  • FX Options Skews: Economics and Implications weblink

    White papers 11 March 2019

    Are FX options skews a useful indicator of whether a currency will rise or fall against the U.S. dollar? We looked at some out-of-the-money puts and calls.

  • Brexit Endgame: Interest Rate Scenarios weblink

    White papers 5 March 2019

    The UK parliament holds a series of Brexit votes over the next week that could have wide-ranging implications on interest rates. We look at some scenarios.

  • Trade Deals and Political Realities weblink

    White papers 4 March 2019

    Could the USMCA accord among the US, Canada and Mexico, and a potential US-China trade deal get approval from the Democrats-led House of Representatives?

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