• – active natural gas 1, 2
  • – long 1, 2, 3
  • – short-term 1
  • – stock index 1
  • Futures hedge position 1
  • Futures markets 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Futures markets function effectively 1
  • Futures positions 1, 2, 3, 4, 5, 6, 7, 8
  • Futures prices 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Futures re-hedge buy 1
  • Futures speculation affect 1
  • G
  • Gains losses 1, 2, 3
  • Gamble 1, 2, 3, 4, 5, 6, 7, 8
  • Gas 1, 2, 3, 4, 5
  • Gas prices 1, 2, 3
  • – increased natural 1, 2
  • General Motors (GM) 1, 2
  • German interest rates 1, 2, 3
  • German mark 1, 2
  • German mark swap rate 1
  • German mark-denominated interest rate swap 1
  • Givaudan 1
  • Glen-wood Investments 1
  • GM (General Motors) 1, 2
  • Goldman Sachs 1, 2, 3, 4, 5
  • Google 1, 2
  • Governance 1, 2
  • Governance reforms 1
  • Government bonds 1, 2, 3, 4, 5, 6
  • – ten-year Japanese 1
  • Government exit strategy 1, 2, 3
  • Government securities 1, 2, 3, 4, 5
  • Governmental affairs 1, 2, 3, 4, 5
  • Great recession 1, 2, 3, 4, 5, 6
  • Greenberg 1
  • Gross domestic product (GDP) 1
  • Group 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Growth 1, 2, 3, 4, 5
  • GS 1, 2
  • GS deal 1
  • Gulf War 1
  • H
  • Haircuts 1, 2, 3, 4, 5, 6, 7
  • Harvard Business Review 1, 2
  • Harvard Business School 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Hearing on excessive speculation 1, 2
  • Heating oil 1, 2, 3, 4
  • Hedge accounting 1, 2
  • Hedge fund industry 1
  • Hedge funds 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – large 1, 2
  • Hedge ratio 1
  • Hedges 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – ideal 1
  • Hedging 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Hedging credit risks 1
  • Hedging MGRM’s forward energy exposures 1, 2, 3
  • Helvetia 1, 2, 3, 4
  • Helvetia options 1, 2
  • Helvetia shares 1, 2, 3, 4
  • Helvetia’s share price 1, 2
  • Holmström 1
  • Homeland security 1, 2, 3, 4, 5, 6, 7
  • Horizontal line 1
  • Human resource management 1, 2, 3, 4, 5
  • Hunter 1, 2, 3, 4, 5, 6, 7
  • Hybrid position 1
  • Hybrid short put 1
  • I
  • IANs (index-amortizing notes) 1, 2, 3
  • IANs appeal 1
  • ICE (Intercontinental Exchange) 1, 2, 3, 4, 5, 6, 7
  • ICE contracts 1, 2
  • ICE NG futures contracts 1
  • Illiquid 1, 2, 3, 4, 5
  • IMF (International Monetary Fund) 1
  • Implications for oil traders 1, 2, 3, 4
  • Incentives 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – aligning 1
  • Incremental risk charge (IRC) 1, 2
  • Index 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Index contracts 1
  • Index option plans 1
  • Index options 1
  • Indexed executive stock options 1, 2
  • Industry 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – financial 1, 2
  • Industry risks 1
  • ING (Internationale Nederlanden Groep) 1, 2
  • Inquiries 1, 2, 3, 4
  • Institutional Investor 1, 2, 3, 4, 5, 6
  • Insurance 1, 2, 3, 4, 5, 6, 7
  • Insurance buyers 1
  • Insurance companies 1, 2, 3, 4, 5, 6, 7
  • Insurance contracts 1, 2
  • Interest 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Interest rate swaps 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – dollar-denominated 1
  • Interest rates 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – rising 1, 2, 3, 4
  • – short-term 1, 2
  • Intermediaries 1, 2
  • International Monetary Fund (IMF) 1
  • International reserves 1
  • In-the-money 1, 2, 3, 4, 5, 6, 7, 8, 9
  • In-the-money options 1
  • Inventories 1, 2, 3
  • Inverse floaters 1, 2, 3, 4
  • Investigations 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Investment bankers 1, 2, 3
  • Investment banks 1, 2, 3, 4, 5
  • Investment decisions, wise 1
  • Investment opportunities 1, 2, 3
  • Investment-grade credit indices 1
  • Investments 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Investors 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Investor’s perspective 1
  • IRC (Incremental risk charge) 1, 2
  • ISDA (International Swaps and Derivatives Association) 1, 2, 3, 4
  • ITraxx indices 1
  • Ivy Asset Management 1
  • J
  • Jail 1, 2, 3
  • Japanese government bond prices 1
  • Japanese government bonds (JGB) 1, 2
  • Japanese stock prices 1, 2
  • Japanese stock prices and interest rates 1
  • JFA 1, 2
  • JGB (Japanese government bonds) 1, 2
  • JK (Jérôme Kerviel) 1, 2, 3, 4, 5, 6
  • – fictitious trades 1
  • – fraudulent methods 1, 2, 3
  • – losses 1, 2, 3
  • – positions 1, 2, 3, 4
  • JM 1, 2, 3
  • Journal 1, 2, 3, 4
  • Journal of Accounting and Economics 1, 2
  • Journal of Applied Corporate Finance 1, 2, 3, 4
  • Journal of Derivatives 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Journal of Finance 1, 2, 3, 4
  • Journal of Financial Economics 1, 2, 3, 4, 5
  • Journal of Futures Markets 1, 2, 3, 4
  • JP Morgan Chase 1
  • JP Morgan London 1
  • JP Morgan Tokyo 1
  • JPM 1, 2, 3, 4, 5, 6, 7, 8, 9
  • JPM Bank 1, 2, 3, 4
  • JPM Bank’s loan portfolio 1
  • JPM Investment Bank 1, 2, 3
  • JPMorgan Chase 1, 2, 3, 4, 5, 6, 7, 8, 9
  • JPMorgan Chase & Co 1, 2, 3, 4
  • Judge Feikens 1, 2
  • K
  • Knowledge, superior 1, 2
  • KOC (Kendrick Oil Company) 1, 2
  • Krapels 1, 2, 3, 4
  • Kuwait Investment Authority 1
  • L
  • Landmark P&G-BT Court Opinion 1
  • Large financial companies 1
  • Large futures trader interactions 1, 2
  • Law 1, 2, 3, 4, 5, 6, 7
  • Lawsuits Amaranth 1
  • LDE (Louis Dreyfus Energy) 1
  • Leeson, Nick 1, 2, 3, 4, 5, 6
  • Leeson supposed 1, 2
  • Leeson’s exposures 1, 2, 3, 4
  • Leeson’s hockey stick 1, 2
  • Leeson’s iceberg 1, 2
  • Leeson’s Long Futures Positions 1, 2
  • Leeson’s trading strategy 1
  • Lehman Brothers 1, 2, 3, 4, 5
  • Lenders 1, 2, 3, 4
  • Lessons 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Lessons of long-term capital management 1, 2, 3, 4, 5
  • Leverage 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – portfolio’s 1, 2
  • Leveraged factor 1
  • Leveraging 1, 2, 3
  • Leveraging reverse repos 1
  • Liabilities 1, 2, 3, 4, 5, 6, 7
  • LIBOR (London Interbank Offered Rate) 1, 2, 3, 4
  • LIBOR, three-month 1
  • Life insurance 1, 2
  • Limited liability company (LLC) 1, 2, 3, 4
  • Liquidate 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Liquidating MGRM’s futures positions 1
  • Liquidation 1, 2, 3, 4
  • Liquidity 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Liquidity risks 1, 2, 3, 4, 5, 6, 7, 8, 9
  • LLC (limited liability company) 1, 2, 3, 4
  • LNG (liquid natural gas) 1
  • Loans 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – collateralized 1
  • – corporate 1, 2, 3, 4
  • Lock 1, 2, 3, 4, 5, 6, 7, 8, 9
  • Lock-up period 1
  • London 1, 2, 3, 4, 5, 6, 7, 8, 9
  • London and New York 1
  • London interbank 1, 2
  • London whale 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – fiasco 1
  • – losses 1, 2
  • – story 1, 2
  • Long forward 1, 2
  • Long futures positions 1, 2, 3, 4, 5, 6
  • Long investment in LTCM 1
  • Long term capital 1, 2, 3
  • – management 1, 2
  • – mismanagement 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – portfolio 1, 2
  • – profitability problems 1, 2
  • Loss profile 1, 2, 3, 4, 5
  • Loss profile of leeson’s exposures 1, 2, 3, 4
  • Loss profile of one long futures 1
  • Losses 1, 2, 3, 4, 5, 6, 7, 8, 9
  • – colossal 1, 2
  • – consecutive 1, 2
  • – cumulative 1, 2, 3, 4
  • – derivative-related 1, 2
  • – dishonest 1
  • – estimated 1, 2
  • – futures market 1
  • – incurred 1, 2, 3
  • – massive 1, 2
  • – reported 1, 2, 3, 4
  • – significant 1, 2, 3, 4
  • – total 1, 2
  • – unrealized 1, 2, 3, 4, 5
  • – unrealized market valuation 1
  • Louis Dreyfus Energy (LDE) 1
  • Low price 1, 2, 3
  • LTCM (Long-Term Capital Management) 1, 2, 3
  • – assets 1, 2
  • – asset-to-equity ratio 1
  • – equity 1, 2, 3, 4
  • – failed 1, 2, 3, 4, 5
  • – failure 1
  • – losses 1, 2
  • – portfolio 1, 2, 3
  • – positions 1, 2, 3
  • – principals 1, 2, 3, 4, 5
  • – strategy 1, 2, 3, 4, 5, 6, 7
  • LTCP 1, 2, 3
  • Lynch, Merrill 1, 2, 3, 4, 5, 6, 7, 8
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