CME Group Announces Launch of New Implied Volatility Indexes
First CVOL offerings to include 10-Year Treasury Note and G5 FX currency pair indexes CME Group, the…
Topics
The Real Cost of Poor Data Quality: $400 Million or Much, Much More?
Virginie O’Shea, Founder of Firebrand Research, explores. The last few years have seen the industry talking a…
The CFTC’s Swap Data Reporting Amendments: More Than Meets the Eye
Carolyn K Van den Daelen, Managing Partner and Chief of Staff at Quorsus, explores. On 17 September…
LCH successfully completes transition to SOFR discounting
Over one million contracts transitioned with a total notional of $120 trillion Scope of transition included cleared…
FIA welcomes the decisions by EC on time-limited equivalence and ESMA on UK CCP temporary recognition
FIA President and CEO Walt Lukken today made the following statement in reaction to the EC and…
LCH SwapAgent processes its first SONIA/SOFR cross-currency basis swap
Highlights LCH SwapAgent’s commitment to supporting industry efforts to reform reference rates Bank of America and Lloyds…
ICE Clear Europe receives Recognition as a Third Country Central Counterparty under EMIR
Intercontinental Exchange, Inc. (NYSE: ICE), a leading operator of global exchanges and clearing houses and provider of…
Market Conduct and Personal Account Dealing: How Firms are Adapting to the ‘New Normal’
With many City workers continuing to work from home for the foreseeable future, firms are grappling with…
The Brewing Stormlet in Cleared Swaps
By George Bollenbacher There’s a small storm brewing in a corner of the swaps market which may…
Market Infrastructure in Flux – Use of Market Models (Off & On-book) is Changing
Electronification and the need for increased transparency and regulatory compliance are driving a shift in market infrastructure….