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User Strategies 


  • Citi Pushes FX, Credit Correlation Play 03/11/2010 05:27 PM GMT  

    Citigroup is recommending investors take a view on fx spot movements and credit spreads while volatility and correlation between the asset classes is still relatively high by historical standards.

  • Conditional Option Strategies Make A Return 03/11/2010 04:13 PM GMT  

    Some hedge funds in Asia have recently been spotted using conditional option strategies, where the payout of a vanilla equity index option is dependent on the movement of a pair or basket of currencies. The structure reduces the upfront premium.

  • StanChart Touts USD/HKD Play 03/10/2010 04:58 PM GMT  

    Standard Chartered is advising investors to pocket one-year USD put/HKD calls struck at HKD7.75 to capitalize on low implied volatility on the currency pair, which is now around 0.74%. Last November, implied vol was around 1.3%.

  • Lux Boutique, Swedbank Launch ‘Airbag’ Fund 03/09/2010 04:37 PM GMT  

    Structured products boutique Luxembourg Financial Group and Swedbank recently launched a fund that uses short- and long-term options to capture growth from a range of underlyings while employing a mechanism to help mitigate losses in case the fund performs badly.

  • Reinsurer Seals Fla. Hurricane Option 03/03/2010 09:53 PM GMT  

    An unidentified reinsurer has bought USD4 million in notional protection against hurricane losses throughout the state of Florida from now through Dec. 31, 2010 via an over-the-counter binary option on the Chicago Mercantile Exchange Hurricane Index.

  • BNY Fund Positions For Real Rebound 03/02/2010 08:10 PM GMT  

    Bank of New York Mellon’s Evolution Currency Option Fund last month bought three to six month call spreads on the Brazilian real against the U.S. dollar.

  • Private Banks Eye Yuan Proxy Trades 02/24/2010 03:30 PM GMT  

    Private banks in Asia are buying exotics tied to the performance of the yuan and Chinese stocks, which they and their clients are not licensed to trade directly.

  • Lufthansa Taps Forward To Hedge Yen 02/18/2010 06:55 PM GMT  

    Deutsche Lufthansa AG entered a JPY760 million (USD8.3 million) currency forward last week to hedge ticket sales in Japan.

  • Cater Allen Launches FTSE Structure 01/15/2010 03:26 PM GMT  

    Cater Allen Private Bank, a subsidiary of Grupo Santander, has launched a five-year FTSE 100-linked structure with the potential for a 32.5% return based on an appreciation in the index.

  • RBS Launches Complex U.K. Growth Structure 01/08/2010 06:15 PM GMT  

    Royal Bank of Scotland has launched what it is calling a Navigator Deposit, a five-year retail note that offers uncapped returns from the growth of the RBS U.K. Navigator Index. The structure uses over-the-counter options referencing the Navigator Index, which in turn generates a return based on its exposure to the FTSE100 through futures.

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