Clearing institutional currency (FX) trades can cost up to 70% less using listed derivatives as opposed to over the counter (OTC) options when new margin rules take effect, a recent Greenwich Associates study points out. But the report notes a “surprising” development in that only one in five institutional traders have begun to examine the cost impact of OTC options as Uncleared Margin Rules (UMR) bear down on prime brokers, impacting institutions with exposure of $8 billion or more.
Mark Melin is an alternative investment practitioner whose specialty is recognizing the impact of beta market environment on a technical trading strategy. A portfolio and industry consultant, wrote or edited three books including High Performance Managed Futures (Wiley 2010) and The Chicago Board of Trade’s Handbook of Futures and Options (McGraw-Hill 2008) and taught a course at Northwestern University's executive education program.
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