Tradeweb announces JSCC clearing for MTF and SEF Yen swaps
Multi-asset market operator, Tradeweb has reported that institutional clients executing Japanese Yen swaps on its multilateral trading facilities (MTFs) and swap execution facilities (SEFs)...
Carney condemns fragmentation of CCPs
By Flora McFarlane.
In his annual Mansion House speech on 20 June, Mark Carney argued against breaking up trading infrastructure, after the recent European Commission’s...
Qontigo adds CDS and increased factor coverage to credit spread model
Qontigo, the risk, analytics, and index solution provider, has added credit default swaps (CDS) and increased factor coverage to its Axioma Credit Spread Factor...
How to overcome the hidden challenges of new derivatives regulation : OpenGamma
By Peter Rippon, CEO, OpenGamma.
New regulation introduced to mitigate the systemic risk associated with both cleared and uncleared OTC derivatives has also brought about additional...
CME Group to offer futures and options on Treasuries repo financing rate
By Flora McFarlane.
CME Group has announced that will launch futures and options based on the broad Treasuries repurchase agreement (repo) financing rate, set as...
ESMA consultation on RTS 2 marks accelerated process
The European Securities and Markets Authority (ESMA) has launched a consultation on the development of draft regulatory technical standards to specify the pre-trade thresholds...
Treasury futures open interest shows record uncertainty; surpasses 17 million contracts
Derivatives market operator, CME Group, reports that open interest (OI) in its US Treasury futures reached a record 17,222,551 contracts on 12 May, the...
Tradeweb saw ADV hit US$1 trillion in January 2021
Market operator Tradeweb has reported its total trading volume for January was US$20 trillion across its electronic marketplaces for rates, credit, equities and money...
Asset managers could avoid tying up collateral under new uncleared margin rules
The majority of asset managers dragged into new uncleared margin requirements over the next two years could avoid tying up capital altogether, but still...
Aparajita Dalal: Derivative Exchange Notifications
At a moment’s notice
Tracking exchange notifications that affect listed derivatives reference data is laborious. Overlooking notices is easily done and can be costly. Aparajita...
