Derivatives : Migrating benchmarks : Dan Barnes
LIBOR: WHEN TO JUMP ON THE SOFR
The transition from the London Interbank Offered Rate (LIBOR) to overnight indexed swap rates is moving, but when...
Chinese govies step closer to collateral acceptability
Acceptance of Chinese government bonds as collateral will hinge upon rule changes around defaults. Lynn Strongin Dodds reports.
The use of Chinese government bonds as...
Derivatives : Brexit : Fred Maple
The impact of Brexit on European versus US derivatives trading.
Could the aftershock of Brexit land a win for the US? Fred Maple reports.
Many of...
CFTC & SEC: JP Morgan manipulated Treasuries market during flash crash period
US market regulators the Securities and Exchange Commission (SEC) and Commodity Futures Trading Commission (CFTC) have fined JP Morgan over US$920 million in penalties...
Intesa Sanpaolo joins ICE Clear Credit, expanding European participation
Intesa Sanpaolo has become a clearing participant at ICE Clear Credit, the clearinghouse for credit default swaps.
“The addition of Intesa Sanpaolo to the...
Natwest Markets trading desk automating fixed income trading workflow with ipushpull
Natwest Markets has implemented a new PPQ (Pushpull Quotes) workflow system to streamline manual workflow around non-standard, complex trades such as fixed income trading.
Matthew...
Is portability via indirect clearing under threat?
As sell-side relationships are harder to come by, indirect clearing offers hope for smaller buy-side firms, but without mandated asset segregation many may find...
Repo ripe for evolution
The broken mechanics of the repo market have been exposed creating demand for change says Roberto Verrillo, Head of Strategy and Markets at Elixium.
“Those...
The advantages of derivatives trading
There can be valuable benefits to using derivatives as part of a portfolio.
Bringing derivatives into a fund’s mandate requires client appetite, portfolio management and...
UniCredit and ACTIAM join Trad-X’s dealer-to-client platform
Trad-X, the trading platform for interest rate derivatives, has added UniСredit as a dealer and ACTIAM as a non-dealer to its dealer-to-client (D2C) electronic...