Tipping Point: CME’s SOFR-linked STIR Futures eclipse Libor-linked STIR Futures for first time
CME open interest data confirms that Secured Overnight Financing Rate (SOFR)-linked short term interest rate (STIR) Futures open interest has, for the first time, ...
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 ...
CME reports record SOFR futures volume and open interest
Agha Mirza, CME.
Five lessons from the closure of LSEG's CurveGlobal
CurveGlobal, the interest rates derivatives market launched in 2016, is to run down its business before closing on Friday 28 January 2022, according to parent firm the ...
ION expands further with Clarus Financial Technology acquisition
ION Markets, the trading, analytics, and risk management solution provider for capital markets, has bought Clarus Financial Technology, a provider of SaaS analytics, ...
Tradeweb monthly ADV up 20% year-on-year
Market operator Tradeweb has reported a total trading volume of US$19.8 trillion for August 2021 across its electronic marketplaces for rates, credit, equities and money ...
Tradeweb announces first fully electronic SOFR swap spread trade
Thomas Pluta, global head, linear rates trading, JP Morgan.
Tradeweb reports ADV in June up 35% year-on-year
Tradeweb has reported that its total trading volume for June 2021 reached US$23.1 trillion. Average daily volume (ADV) for the month was US$1.05 trillion, an increase of ...
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.
Aladdin users gain Cassini support for derivatives trading
BlackRock has partnered with Cassini Systems, the pre- and post-trade margin and collateral analytics provider, to integrate Cassini analytics into BlackRock’s Aladdin ...
IHS Markit publishing new CRITR US dollar funding rate
Julien Rey, executive director and head of the LIBOR Transition Program at IHS Markit.
First trades of CME’s Mexican F-TIIE interest rate futures
Market operator the CME Group has processed the first trades of the new interest rate futures based on the Central Bank of Mexico's Overnight TIIE funding rate (F-TIIE). ...
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 ...
Deutsche Bank launches new FIC coverage model
Deutsche Bank has set up a new coverage model for its fixed income and currencies (FIC) sales team, intended to be more tailored to the changing behaviours and needs of ...
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. ...
