Derivsource DerivSource is the source for derivatives, pre- and post-trade operations, regulatory compliance, risk management and technology.

Latest Posts

Thomson Reuters Survey Highlights Top Four Areas of Bank Concern for OTC Derivatives Regulation

Thomson Reuters sets mid-2012 date to be SEF-ready and support global rule book for…

Eurex Further Expands its Italian Government bonds Derivatives Offering

Medium-term interest rate contract to launch on 19 September 2011/New contract complements the already listed Euro BTP Future and Short-Term Euro BTP Future

NYSE Euronext Shareholders Overwhelmingly Approve Combination with Deutsche Borse

— Preliminarily, over 96% of Votes Cast in Favor of the Proposed Merger —

Associations Warn of Harmful Effects of Extra-territoriality

Eight global and regional trade associations today called on regulators to intensify cooperation to prevent, alleviate or limit the harmful effect of overlap, inconsistency and ambiguity resulting from extra-territoriality in regulatory efforts to implement G20 commitments.    


Extra-territoriality is a fundamental concern in derivatives business, where it is common for counterparties based in different parts of the world to transact with each other. 

Pricing Partners Introduced a Quantitative Methodology to Generate Inflation Volatility Surface

Pricing Partners (www.pricingpartners.com), the world leader in OTC derivatives pricing analytics, mathematical models and…

ISDA Determinations Committee: Irish Life & Permanent plc Restructuring Credit Event

The International Swaps and Derivatives Association, Inc. (ISDA) today announced that its EMEA Credit…

Parliament Decides Stance on Derivatives, Short Selling, Investor Compensation

Economic and monetary affairs 


Three proposals making derivatives trading less fragile, reducing speculative practices linked to short selling and reducing the time for the setting up of investor compensation schemes received Parliament’s backing on Tuesday ahead of negotiations with Member States.

CFTC Publishes Two New Data Sets on Daily Net Position Changes

The U.S. Commodity Futures Trading Commission (CFTC) today announced the release of two new data sets that add further transparency to commodity futures markets. The new reports, entitled “Large Trader Net Position Changes” and “Trading Account Net Position Changes,” build on the CFTC transparency program initiatives. The data and explanatory notes, as well as average values for both measures, can be found on our website. The CFTC is providing this data to the public on a one-time basis.

Basel III FAQs answered by the Basel Committee

The Basel Committee on Banking Supervision today issued Basel III frequently asked questions. To promote consistent global implementation of Basel III, the Committee has agreed to periodically review frequently asked questions and publish answers along with any technical elaboration of the rules text and interpretative guidance that may be necessary.

Derivatives: more transparency and stability. Werner Langen MEP

Over-the-counter derivatives to be regulated/European Parliament votes on new EU Regulation