Derivatives

We devise, create, manage and execute vanilla and structured solutions for institutional, corporate and retail clients. We also commit capital in pursuit of best client execution.

Tight integration with the cash equity trading desks underpins liquidity and keeps pricing competitive. Our electronic market-making business provides liquidity to end-users trading on exchanges across the world.

We are also a leading provider of derivatives in exotic markets. Exotics traders construct combination strategies and deal in swaps and options on single stocks, baskets or indices.

Citi Equities is a market-leading convertibles house and captures over 10% of the US listed options market daily.

We also maintain secondary markets to support liquidity.

Our derivatives product range includes:

  • Futures/Synthetic Futures
  • Swaps
  • Listed and OTC Options
  • Exchange-Traded Notes
  • Warrants
  • Market-linked Deposits
  • Funds
  • Certificates
  • Participation Notes
  • Variance
  • Dispersion