Imperium to Get ASX Benchmark Nod
Imperium Markets says it has received indicative approval from ASX Benchmarks as an Approved Trading Venue (ATV) for the purposes… Read More »
Imperium Markets says it has received indicative approval from ASX Benchmarks as an Approved Trading Venue (ATV) for the purposes… Read More »
By historical standards it was a very quiet month end FX 4pm Fix, with the potential savings from calculating over… Read More »
Although still below the average of 2023, May’s month-end Fix provided more serious market impact for users of the five-minute… Read More »
Following the changeover in North American securities markets to T+1 settlement, Bloomberg Index Services has launched what it says are… Read More »
Across the 37 months that The Full FX has been publishing data on the month-end Fix, there have often been… Read More »
April continued to relatively subdued start to 2024 when it comes to market impact at the month-end Fix, notwithstanding which,… Read More »
OneZero has integrated New Change FX (NCFX) benchmark data feeds into its Data Source suite of analytics. The firm says… Read More »
Euronext has agreed to acquire 75% of New Zealand-based Global Rate Set Systems, a service provider to benchmark administrators –… Read More »
It was a mixed bag of outcomes at the February month-end FX benchmark fix, with six of the regular currencies… Read More »
The execution cost at the month-end Fix is well-documented, but in the latest Unfiltered interview, Colin Lambert talks to Jamie… Read More »
Market impact at the month-end FX fix was significantly lower than the average, indeed the potential savings from using the… Read More »
Analysis of the 12 month-end fixes in 2023 suggests that market impact was slightly reduced from the 12 months previously,… Read More »
2023 closed out on a nasty note for users of the WM five-minute benchmark fix with the last two months… Read More »
It was another quieter than average month-end FX benchmark Fix in September, with the good news being that two of… Read More »
Quieter FX markets translated into a relatively low market impact from hedging of flows before the London 4pm Fix with… Read More »
The UK’s Financial Conduct Authority (FCA) has issued a final message to market participants one month ahead of the cessation… Read More »
The European Securities and Markets Authority (ESMA) and the UK Financial Conduct Authority (FCA) have agreed a new Memorandum of Understanding… Read More »
The December 2022 month-end FX benchmark fix marked the completion of the first full year of publication of these fixes… Read More »
Potential savings from a longer London 4pm fixing window were pretty much in line with the long-term average at the… Read More »
Whether it be hedging activity, traders using information or just happenstance, a persistent challenge and area of controversy in FX… Read More »
In response to demands from regulators for robust fallback language to enhance legal certainty and BMR compliance in the event… Read More »
With The Full FX View As highlighted by the monthly analysis published by The Full FX, price action around major… Read More »
TraditionData has released a suite of Thai Overnight Repurchase Rate (Thor) analytical data enabling customers to better view the changing… Read More »
The latest month-end FX benchmark fix to be analysed by The Full FX was, frankly, a bit of a bloodbath… Read More »
Quantitative surveillance firm Raidne, the inventor of the Siren benchmark, has appointed Alison Clare, as chief operating officer, with immediate… Read More »
The benefits of publishing a month-end London 4pm benchmark using a longer window were mixed for the June fixing, however,… Read More »
Months after launching cryptocurrency benchmarks, CME Group and CF Benchmarks have extended the service to offer rates in euros as… Read More »
Refinitiv Benchmarks is to be applauded for releasing a public survey on possible reform of the WMR Benchmark Fix, for… Read More »
Against a backdrop of busier financial market conditions, the February month-end Fix behaved largely in line with previous fixings, although… Read More »
A new non-profit membership network, Sustainable Trading, has launched today (February 22), with 30 founding members from the asset management,… Read More »
CME Group has unveiled plans to launch two new reference rates for Bitcoin and Ether on February 28 – the CME CF… Read More »
EBS says that its eFix Matching service, which allows banks to net client risk ahead of FX benchmarks, most notably… Read More »
Refinitiv has announced that it will amend the methodology of Tokyo Swap Rate (for swaps referencing Tibor) as the existing… Read More »
In what could be a small, but significant, development for institutions seeking to invest in cryptocurrencies, State Street’s BestX –… Read More »
The International Swaps & Derivatives Association (ISDA) has published a new set of fallbacks for derivatives referenced to certain interbank… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 26.3% in November compared to 24.5% the prior month,… Read More »
In terms of savings from a longer fixing window, the sixth analysis of FX month-end Fix flows, provided by Raidne… Read More »
New Change FX (NCFX) has announced that its FX, precious metals and crypto asset benchmark data is being used to… Read More »
After a period of relatively quiet month-end London 4pm FX benchmark Fixes, August saw some significant moves ahead of, and… Read More »
Refinitiv has unveiled the USD Ibor Cashback series of rates, a family of rates designed to help ease the transition… Read More »
This is the fourth in a regular series of pieces looking at price action over the month end, London 4pm… Read More »
TraditionData has launched a new Secured Overnight Financing Rate (SOFR) indicative rate service that combines general collateral repo trade and… Read More »
Aside from predictions of dollar selling at the month-end proving wrong for the second time in three months, market activity… Read More »
The first six months since the launch of the Refinitiv Term Sonia Benchmark have seen significant client adoption, the firm… Read More »
With the UK market set to switch to Sonia from Libor for its reference rate, the country’s regulator and central… Read More »
Following the launch in standard tenors last year, New Change FX has extended its regulated FX forward benchmark curves to… Read More »
Last month The Full FX published the first in a regular series of pieces looking at price action over the… Read More »
CME Group has been named by the US Alternative Reference Rates Committee (ARRC) to publish its recommended forward-looking Secured Overnight… Read More »