Derivatives 2018-05-27T17:08:07+00:00

DERIVATIVES AND FIXED INCOME

We have a dedicated derivatives and fixed income team of seven for both dealing and research who have expertise in both research and trading. They have won multiple awards at the JSE Spire Awards since 2008. They have also been top rated as individuals in FM rankings since 2005 and have a combined total experience of 68 years.

Capabilities

Trade across all JSE derivative markets.

The team consists of four dealers with a total of 49 years experience. Trade expertise across:

  • Equity derivatives (EDM);
  • Yield-X interest rate derivatives;
  • Yield-X currency derivatives (IRC);
  • Combined fixed income market experience of 34 years across three dealers.

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 Yield-X currency markets.
  • Inflation linked bond trade and breakeven analysis piece.
  • Impact of foreign trade flow on South African bond market.
  • Quarterly closeout analysis piece covering both EDM and IRC markets.