Our Commodity Derivatives are financial instruments used to hedge price risk and speculate on commodity price movements, enhancing portfolio stability and risk-adjusted returns. Such as;

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Crude Oil – Brent, WTI

Natural Gas – Henry Hub, LNG

Precious Metals – Gold, Silver

Base Metals – Copper, Aluminum

Agricultural Products – Wheat, Corn, Soybeans

Soft Commodities – Coffee, Sugar, Cocoa

Our Credit Derivatives are financial instruments that transfer credit risk between parties without transferring the underlying asset.

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Credit Default Swaps (CDS) – A contract that provides protection against default on a reference asset.

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Collateralised Debt Obligations (CDOs) – Structured financial products pooling various credit assets with different risk tranches.

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Credit Linked Notes (CLNs) – Securities with embedded credit derivatives that transfer credit risk to investors.

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Total Return Swaps (TRS) – An agreement to exchange total returns of a credit asset over time.

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First-to-Default Baskets – A credit derivative that pays out upon the first default in a portfolio.

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Credit Spread Options – Derivatives that allow investors to hedge or speculate on credit spread movements.

Equity derivatives enable sophisticated risk management, leverage, and hedging strategies in dynamic equity markets.​

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Equity Options (Call & Put) – Used for hedging, speculation, and income generation.

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Equity Futures – Standardized contracts for buying/selling stocks at a predetermined price in the future.

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Total Return Swaps (TRS) – Allow exposure to equity performance without direct ownership.

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Equity Forwards – Customized contracts for future stock transactions, used by institutional investors.

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Convertible Bonds – Fixed-income securities that can be converted into equity at predefined conditions.

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Variance Swaps – Used to trade or hedge equity volatility independently of market direction.

Foreign Exchange Derivatives are financial instruments used to hedge currency risk, enhance liquidity, and optimise FX exposure.​

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FX Forwards – Agreements to buy/sell currency at a fixed rate on a future date.

FX Options – Contracts granting the right, but not the obligation, to exchange currency at a set price.

FX Swaps – Simultaneous purchase and sale of currency pairs for different value dates to manage liquidity.

Non-Deliverable Forwards (NDFs) – Cash-settled forward contracts for emerging market currencies with restricted convertibility.

FX Futures – Exchange-traded contracts obligating currency exchange at a pre-determined rate on a future date.

FX Barrier Options – Options that activate or expire if the currency pair reaches a specific price level.

Interest rate derivatives are financial instruments used to hedge, speculate, or manage exposure to interest rate fluctuations.

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Interest Rate Swaps (IRS) – Exchange fixed and floating interest rate payments to manage rate exposure.

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Forward Rate Agreements (FRA) – Contracts to lock in future interest rates, mitigating rate volatility.

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Interest Rate Caps – Limits the maximum interest rate payable on a floating-rate loan or security.

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Interest Rate Floors – Establishes a minimum interest rate level, protecting against rate declines.

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Interest Rate Collars – Combines a cap and a floor to hedge within a specific interest rate range.

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Swaptions – Options granting the right to enter into an interest rate swap at a future date.