People
Dan Harris
Partner
For over 30 years, Dan has been advising many of the world’s most systemically important users of the securities and derivatives markets, including investment banks, asset managers and hedge funds (particularly global macro and relative value strategies).
He also advises on boycotts, divestment and sanctions affecting investment portfolios. He has been quoted by many major news outlets, including the Financial Times and the Jerusalem Post.
Recent engagements Include:
- Treasury basis trades with notional ˃ USD 1 billion
- Structured rolling collars and put/calls for a UK local authority pension scheme to lock in equity price risk on a bespoke index, with a notional ˃ USD 1 billion
- SRT and regulatory capital swaps on a notional ˃ USD 1 billion
- Cash and carry arbitrage on EU carbon dioxide allowances (EUAs) on a notional ˃ USD 1 billion
- LDI-related cash-settled thematic custom index exotic swaps with notional > US$ 1 billion
- Long volatility straddles and other options versus various US risk free rates
- QIS swaps and collars across most major dealers
- Regularly advising on a range of sovereign debt securities and credit-linked total return swaps for global macro strategies across a number of markets including Egypt, Argentina, Israel, Nigeria, India, China, Philippines, Colombia, Mexico, Thailand, Indonesia, Taiwan, Turkey, Chile, Brazil and South Africa
- CSD/no-look through/intermediated custody issues
- GDP linked warrants
Dan has also recently authored an article in the prestigious Cambridge Law Journal: “Israel, Defence Stocks and Divestments: Equity’s Intervention when LGPS Fiduciaries Play at Geopolitics”.
