Alternative Links: 39.6 Million Interest Rate Contracts

TT users now have access to seven different RCM-X algorithmic strategies including TWAP, VWAP, IS (Implementation Shortfall), POV, CLOSE, SCALEPOV and ICEBERG for advanced trade optimization and execution. Algorithm parameters, such as exceeding percentage of volume, maximum participation and passive price level, are accessible directly from the TT screen, allowing traders to adjust algorithms on the fly.

RCM-X EXECUTION ALGORITHM STRATEGIES NOW AVAILABLE ON THE TT® PLATFORM – (TT)

 

A combined 39.6 million in CBOT bond and CME interest rates contracts changed hands on Tuesday, breaking the previous peak of 26.6 million set on Nov. 9, 2016, according to the CME spokeswoman.

U.S. Bond, Rates Futures, Options Hit Volume Record: CME – (Reuters)

 

It last year became the first foreign hedge fund to be allowed to sell private securities funds to investors in China and has been raising capital for a computer-driven trend-following product that initially focuses on listed futures on commodities, bonds, metals, energy and stock indices.

Man Group CEO Says China Bond Defaults Will Normalize the Market – (Bloomberg)

 

“Firms that do more modest amounts of trading will face fewer requirements.”

Fed’s Volcker Rule proposal lightens compliance burden for banks based on trading – (CNBC)

 

Mutual funds have been driving the surge of assets in ESG, but quants are rapidly getting in on the investment strategy, according to Bank of America Merrill Lynch.

Here’s the Fastest Growing Strategy in Smart Beta – (Institutional Investor)

 

Field Street’s losses, the worst on record for its macro fund, halved the size of that fund to about $110 million, according to one of the people.

Field Street Macro Fund Extends Italy Losses to 50% — (Bloomberg)

 

Atlanta-based Intercontinental, which also owns the New York Stock Exchange, agreed last month to buy the relatively tiny bourse’s parent, CHX Holdings, for $70 million, which was two and a half times more than a prior offer from a U.S.-Chinese group of investors that failed to win regulatory approval.

Swarm of bidders drove up price for Chicago Stock Exchange – (Crain’s Chicago)

 

The $2.1bn Janus Henderson Global Unconstrained Bond Fund managed by the former Pimco founder since he jumped ship in 2014 has suffered a poor year, but the net asset value of the fund tumbled sharply on Tuesday, taking its 2018 loss to 5.9 per cent.

Bill Gross’s Janus fund suffered worst day since launch – (FT)

 

“Think of the energy balance like a bank account,”

Warming Planet Could Mean Bigger Corn Crops for U.S. – (Bloomberg)

 

In the first three months of the year, Bridgewater unloaded more than $2 billion worth of shares in three big emerging market ETFs: the iShares MSCI Emerging Markets ETF

Bridgewater Gets Picky With Its Emerging-Markets Bets – (Bloomberg)

 

Though oil is up 20% since mid 2015 and the S&P 500 stock index has gained nearly a third, energy stocks, particularly those of smaller companies, have lagged behind. Energy shares in the S&P 600 index of smaller companies have lost 31%.

Behind a Hedge Fund’s Billion-Dollar Bet On Busted Oil Companies – (Bloomberg)

 

Whale Oil wasn’t eventually killed by technology or alternatives, but by the 1986 International Whaling Commission’s ban on commercial whaling, a good 100 years after the US whale industry had become a rounding error in the economy.

Call me Ish-shale – (Call Me Ish-Shale)

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