Following a collapse in risk pricing and models during the market disconnect in 2020, Annabel Smith explores the ripple effect in the cash and futures markets.
The addition of Cboe Futures Exchange and OCC to its execution and clearing membership means Marex Spectron now covers 37 major global exchanges.
LCH SA goes live clearing the Oslo Børs derivatives market following the acquisition of the Norwegian exchange operator by Euronext last year.
The pilot phase at Eurex with BNP Paribas and Goldman Sachs marks a milestone in the shift from OTC to regulated, on-exchange trading.
LCH CDSClear has extended its existing credit index options clearing offering to include the CDX investment-grade 5Y and CDX high yield 5Y indices.
Cumulative contract volume for one month and three-month SONIA at ICE has reached more than £13 trillion notional as it launches SONIA options.
The partnership will enhance Capitalab’s FX compression services with FX forwards and swaps data from CLS Group.
The CFTC set a new record for the number of enforcements during 2020 totalling $1.3 billion, despite operating through the pandemic.
Post-trade investment is set to surge as record derivatives trading volumes led to failures across sell-side post-trade systems earlier this year.
The Tradeweb data will be added to the waterfall methodology of ICE Term SONIA reference rates for expected SONIA rates over one, three, and six-month tenor periods.