DERIVATIVES AND FIXED INCOME

We have a dedicated derivatives and fixed income team of seven with expertise in both research and trading. They have won multiple awards at the JSE Spire Awards and FM rankings.

Capabilities

Trade across all JSE derivative markets.

The team consists of five dealers with a total of 69 years experience. Trade expertise across:

  • Equity derivatives (EDM);
  • Yield-X interest rate derivatives;
  • Yield-X currency derivatives (IRC);
  • JSE Spot Bond Market

Comprehensive derivative, quantitative and fixed income research.

Bespoke client research and trading strategies.

Market intelligence

Our team provides advice on how best to proceed with pricing and execution on both vanilla and structured products.

  • Implied volatility monitor and trade report for EDM and FRC markets.
  • Inflation linked bond trade and breakeven analysis.
  • Quarterly closeout analysis piece covering both EDM and FRC markets.