Asset Classes

BATS Chi-X Europe has launched inter-book orders, letting members hunt for liquidity more efficiently across both of the multilateral trading facility’s lit and dark order books.

Half of market participants are not preparing for shorter settlement cycles, despite widespread support for a T+2 cycle, according to new research.

A myriad of trade reporting requirements stemming from impending OTC derivatives regulation is set to pose challenges for all market participants and span all asset classes.

An interest-rate swaps clearing service has been launched in Japan to meet impending regulation for over-the-counter derivatives.

European equity markets are down 30% as hurricane Sandy keeps US venues shut for a second day.

As global markets edge closer to a new regulatory landscape for OTC derivatives, questions remain as to whether the new world will result in a safer environment or simply shift risk from banks to clearing houses.

Once all clearable interest rate swaps are eligible for portfolio margining in the United States, the industry could see margin savings of US$618 billion, according to a new report.

Market operator Tradeweb has registered a four-fold rise in credit default swap indices trading volume in a week, as market participants prepare for new OTC derivatives regulation.

Multi-legged strategy orders on the International Securities Exchange’s options venue can now access liquidity on other alternative trading systems, increasing execution quality and fill rates.

The International Swaps and Derivatives Association has thrown its support behind an industry standard on over-the-counter derivatives reporting and will provide program management, governance and industry oversight for the service.