Domain briefing
Derivatives
Futures, options, clearing, margining, and derivatives market infrastructure.
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- Bond-CDS basis trade JapanThe Japan bond-CDS basis compares a corporate CDS spread with a…
- Japan corporate CDS spread mechanicsJapan corporate CDS spread is the running-basis-point premium a…
- Corporate FX hedge policy at Japan listed companiesA Japan-listed corporate FX hedge policy translates identified f…
- Cross-currency basis swap (Japan focus)A cross-currency basis swap (CCBS) is an OTC derivative in which…
- Dealer bank derivatives revenue mix — Japan megabanks and foreign IBsPublic disclosures from Japan megabanks…
- Equity volatility hedging by Japan corporatesJapan corporates use equity-volatility hedging in four structura…
- FX options for Japan corporate treasuryFX options are the non-linear…
- FX STP and broker liquidity aggregationSTP (straight-through processing) and market-maker (B-book) mode…
- ISDA 2020 IBOR Fallback Protocol — Japan implementation (TIBOR / TONA / JPY LIBOR)The ISDA 2020 IBOR Fallbacks Protocol…
- Japan CDS market overviewJSCC started index CDS clearing on 19 July 2011 and single-name…
- Japan CMS (constant maturity swap) marketA constant maturity swap (CMS) is an OTC interest-rate derivativ…
- Japan equity derivatives product matrixJapan's listed equity derivatives complex is concentrated on the…
- Japan inflation swap market (JPY CPI-linked)A JPY inflation swap is an OTC derivative in which one party pay…
- Japan interest-rate derivatives overviewJapan's interest-rate derivatives ecosystem includes yen IRS…
- Japan yen interest-rate swap (IRS) marketThe yen interest-rate swap (IRS) market is the OTC derivative ve…
- Japan OTC derivative market overviewJapan's over-the-counter (OTC) derivative market spans interest-…
- Japan rates derivative product matrixJapan's yen-rates complex spans IRS, TONA OIS, JGB futures…
- Japan single-stock options (OSE)Single-stock options (個別証券オプション / Securities Options) on the Osa…
- Japan swaption (interest-rate option) marketA swaption is an OTC interest-rate option granting the holder th…
- JGB futures market and curveJGB futures are exchange-listed interest-rate derivatives traded…
- JGB inflation-linked bond (JGBi)JGBi (物価連動国債, "Japan Government Bond Inflation-Indexed") is the…
- JGB Special Participants (Japan primary dealer system)The JGB Special Participants system (国債市場特別参加者制度) is a Ministry…
- Nikkei 225 futures and options (OSE)The Nikkei 225 futures and options complex listed on the Osaka E…
- Nikkei 225 VI — Japan equity volatility indexThe index itself is a reference value…
- OIS TONA curve and JPY discountingA JPY overnight indexed swap (OIS) is an OTC interest-rate deriv…
- OTC derivatives clearing and trade repository — JapanJapan's OTC derivatives clearing and reporting regime rests on t…
- Retail FX margin trading in JapanJapan's retail FX margin trading market (FX 証拠金取引) is a regulate…
- Structured bond Japan retail issuance“Complex structured bond” (複雑な仕組債) is a JSDA regulatory term for…
- EB knock-in structured product Japan retailAn EB (他社株転換可能債券) is a complex bond whose redemption may be made…
- Swap execution facility — Japan equivalent (ETP regime)Japan regulates Electronic Trading Platforms (ETPs) for OTC deri…
- TOPIX futures (OSE)TOPIX futures are exchange-listed equity-index futures on the To…
- Yen-USD cross-currency basis swap marketA yen-USD cross-currency basis swap (CCBS) is an OTC derivative…