Tag: CME Group
CME reports record SOFR futures volume and open interest
Market operator and infrastructure provider, CME Group, has reported that a record 396,421 SOFR futures contracts were traded on 18 October 2021, surpassing the...
CME Group: Expectation of rates rises for BoE in December 2021...
The CME Group’s central bank observations tools BoEWatch and FedWatch show that market expectations indicate increasing probability of a Bank of England rate rise...
CME Group’s international rates ADV up 42% in Q2
Market operator and infrastructure provider CME Group has reported its international average daily volume (ADV) reached 5.1 million contracts in Q2 2021, up 6%...
CME to launch rates futures based on Mexico’s F-TIIE
Derivative and rates market operator, CME Group, is to introduce interest rate futures based on the Central Bank of Mexico's Overnight TIIE funding rate...
Reducing trading costs under the UMR microscope
Asset managers able to assess their exposure to uncleared margin rules can significantly reduce their administrative and trading costs.
In July 2019, the Basel Committee...
Developing liquid, sustainable markets in SOFR and SONIA
In conversation with Mark Rogerson, executive director, head of interest rate products, EMEA, CME Group
Momentum is gathering in the development of alternative reference rates...
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...
Viewpoint : Beyond MiFID : Gherardo Lenti Capoduri & Umberto Menconi
Thinking beyond MiFID II: a new role for the fixed income broker
By Gherardo Lenti Capoduri, Head of Market HUB, and Umberto Menconi, Business Development &...
Derivatives : Exchange-traded products : Joel Clark
Why listed derivatives struggle to address risk
Some traders have been critical of listed products designed to replicate OTC derivatives, but exchanges are working hard...
CME Group to offer futures and options on Treasuries repo financing...
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...
