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Articles tagged by Capitalab

Capitalab Launches Compression for FX Options Capitalab, an entity within BGC Partners, has launched a multilateral portfolio compression service for FX options, as well as for interest rate caps and floors. Since June 2016, five FX options compression runs have been executed, in USD/JPY and EUR/USD, with the participation of respectively five and seven FX options dealers. In the last three interest rate options compression runs organised by Capitalab, participants have also included caps and floors, together with swaptions. Caps and floors – options on Libor and Euribor forward rates - are known to be capital intensive, because of their large notionals.