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December 10, 2012
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  • U.K., U.S. offer joint plan for "too big to fail" banks
    U.S. and U.K. regulators have made public their common view of how to cope with financial institutions considered "too big to fail." The Federal Deposit Insurance Corp. and the Bank of England discussed the problem in a joint paper. "We believe that, for many [global systemically important financial institutions], this strategy holds the best possibility of preserving stability while removing taxpayer support," Martin Gruenberg, chairman of the FDIC, and Paul Tucker of the Bank of England wrote in the Financial Times. "It holds shareholders, creditors and management in a failed GSifi accountable for its losses." The Telegraph (London) (tiered subscription model) (12/10), Financial Times (tiered subscription model) (12/10) LinkedInFacebookTwitterEmail this Story
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  Regulatory Roundup 
 
  • Korea reportedly considers additional currency-volatility steps
    The South Korean government is preparing to restrict the flow of capital into and out of its financial markets, in an effort to curb currency volatility, sources said. The government is expected to change the method of measuring the amount of currency-derivatives holdings subject to a ceiling based on the monthly average of daily transactions. The government may add other curbs aimed at speculative investments in nondeliverable forwards. The Korea Times (Seoul) (12/10) LinkedInFacebookTwitterEmail this Story
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  Industry Developments 
 
  • Banks keep a close watch on shift from swaps to futures
    Banks are observing as investors shift away from swaps and toward futures contracts to see how it affects the market. Philip Obazee of Delaware Investments says CME's Group's launch of a futures product that promises to serve the function of a swap but at lower cost is an encouraging development. Reuters (12/10) LinkedInFacebookTwitterEmail this Story
  • Traditional pro-rata options exchanges dominate the market
    New arrivals to the options marketplace are having a hard time gaining ground against the four traditional pro-rata options, according to statistics from TABB Group. "Market makers make their living off of retail flow," says Brian Donnelly, CEO of Volant Trading. "So they have a big incentive to quote tight markets on those exchanges where they interact with the most profitable flow. And those tend to be the pro-rata exchanges." Traders Magazine Online (12/5) LinkedInFacebookTwitterEmail this Story
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  Electronic Trading News 
  • Analysis: HFT involves virtuous and predatory practices
    Any fair analysis of high-frequency trading is likely to reveal a mix of good and bad practices, but that doesn't mean there's anything wrong with HFT, Craig Pirrong writes. "The vast bulk of the existing empirical evidence shows that HFT is associated with better market quality in terms of spreads and depth," he writes. StreetwiseProfessor.com (12/8) LinkedInFacebookTwitterEmail this Story
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  Commodities and Managed Futures 
 
  • Bullish bets decrease as "fiscal cliff" talks bog down
    Money managers and speculators reduced net-long positions across 18 U.S. futures and options by 3.4% in the week that ended on Dec. 4, the Commodity Futures Trading Commission says. The shift away from risk came as lawmakers in the U.S. appeared to be making no progress toward averting the "fiscal cliff" of tax increases and spending cuts. Bloomberg Businessweek (12/10) LinkedInFacebookTwitterEmail this Story
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  SmartQuote 
Alas for those that never sing, But die with all their music in them."
--Oliver Wendell Holmes Sr.,
American physician, writer and poet


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