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Derivatives 
 
 

ABC aims to be the most innovative Arab world financial institution and in its quest to achieve this objective, ABC has implemented a comprehensive derivatives program from its offices in Bahrain. ABC runs a full fledged derivatives unit comprising five professional dealers.

While ABC certainly considers its access to market information and frequent contact with the major derivative product providers to be valuable resources, it believes that its in-house quantitative and technical modeling capabilities are perhaps even more valuable. At ABC, we take pride in our ability to independently price and model complicated derivative products.

Market rates can move both ways, sometimes boosting your business bottomline, and at other times hurting it. ABC products are customised to meet your specific requirements, letting you benefit from favorable fluctuations, and protecting your business from the risk of negative movements.

In the interest rates, foreign exchange, and equity asset classes, ABC has developed customised derivatives-based solutions in the areas of:

  • Hedging Interest Rate Exposure,
  • Hedging Cross-Currency Risk,
  • Currency, Interest Rate & Equity linked Yield Enhancement Structures.

Derivatives desk delivers hedging solutions to clients who seek to hedge interest rate exposures and/or transform cash flows. Common features of these transactions include the following:

  • "Over-the-counter" contracts that are privately negotiated between ABC and the client. Therefore, the terms can be completely customised to suit the specific needs and goals of each client.
  • Derivative contracts are documented with the industry standard 1992 ISDA Master Agreement.
  • The contracts can be transacted at any time, in any approved amount, for any approved term.
  • The contracts can be used to hedge any assets or liabilities, regardless of source/origination.
  • The contracts can be assigned/transferred  [as permitted by contract terms and conditions]
Features

Product Capabilities

ABC provides a full range of interest rate derivative products across all major rate indices (LIBOR, Treasuries etc). The basic products include:

  • Swaps
  • Swaptions
  • Caps & Floors
  • Collars
  • Forward Rate Agreements
  • Spread locks
  • Cross Currency Swaps
  • Exotic Options

A team of professional traders offers a broad range of currency derivatives (in G7 and selected MENA currencies):

  1. Plain Vanilla Calls & Puts
  2. Knock Ins & Knock Outs.
  3. Range Binary Options
  4. Range Accrual Options
  5. Zero Cost Hedging Structures (Risk Reversals)
  6. Asian Options (average rate options)
  7. Digital Options

Commodity Options

A call option confers right but not obligation to buy the underlying quantity of commodity at a future date at the agreed price.

A put option confers the right but not obligation to sell a given quantity of commodity on or before a fixed date in future at an agreed price.
Non delivery options can be used to hedge the exposure or take a view on price without investing in commodities.

Options can be structured to meet specific requirements of the user, to benefit from a view on price or interest movements and can support the physical activity.

Commodity Futures Trading

We offer Futures trading in commodities and precious metals on line with currency trading.

Contacts
  • Emad Al Saudi
    Head of Currency Derivatives
    Tel: (+973) 17 533155
    Fax: (+973) 17 532164

  • Osama Mohd Ali
    Dealer Options
    Tel: (+973) 17 543555
    Fax: (+973) 17 532164

  • Aref Barbir
    Manager &  Dealer Options
    Tel: (+973) 17 543555
    Fax: (+973) 17 532164
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