Margin Optimisation Influencing Trading Decisions: Report
October 17, 2024
A new report from Coalition Greenwich finds that margin optimisation is once again a big feature of market participants’ thinking,… Read More »
A new report from Coalition Greenwich finds that margin optimisation is once again a big feature of market participants’ thinking,… Read More »
Higher trading activity in the effective Fed Funds rate saw a decline in SOFR trading, with the subsequent decline in… Read More »
The latest ISDA-Clarus RFR Adoption Indicator finds that the use of risk-free rates as a benchmark for interest rate derivatives… Read More »
BGC Brokers’ Capitalab says it has successfully completed its third execution of a new USD Libor to SOFR swaption migration… Read More »
Broker-dealer StoneX says it has introduced new capabilities for its OTC trading clients to facilitate the transition from Libor to… Read More »
CME Group says it has completed a key milestone in its programme to convert its Eurodollar contracts from Libor to… Read More »
After a long run in which the level of adoption of Risk-Free Rates (RFRs) hit successive new peaks, September saw… Read More »
CME Group has announced it will now convert all eligible Eurodollar futures and options to SOFR equivalent contracts on April… Read More »
CME Group has announced that based on initial client feedback, it is proposing to convert Eurodollar futures and options open… Read More »
Refinitiv says it intends to launch forward looking term rate versions of its ARRC recommended fallback rates – USD Ibor… Read More »
The US Alternative Reference Rates Committee (ARRC), which operates under the auspices of the Federal Reserve Bank of New York… Read More »
The ISDA-Clarus RFR Adoption Indicator increased to yet another all-time high of 40.5% in March 2022 compared to 36.4% the… Read More »
Signs that financial markets are rapidly transitioning away from US dollar Libor continue to build up, with CME Group seeing… 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 »
CME Group has announced four new peaks in its SOFR suite of products, with open interest growing to over 1.6… Read More »
TraditionData has launched a new Secured Overnight Financing Rate (SOFR) indicative rate service that combines general collateral repo trade and… Read More »
In a move it says marks the final step in its transition plan, the Alternative Reference Rates Committee (ARRC) is… Read More »
UK regulator Financial Conduct Authority (FCA) and the Bank of England have issued a release “encouraging” liquidity providers in the… 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 »
CME Group has been named by the US Alternative Reference Rates Committee (ARRC) to publish its recommended forward-looking Secured Overnight… Read More »
The US benchmark body, the Alternative Reference Rates Committee (ARRC), which was convened by the Federal Reserve Bank of New… Read More »
