The international derivatives exchange Eurex has reported that trading volumes last month totalled 156 million contracts, down from 174 million in the same month of 2006, but total trading
Pelagus Capital Fund has cleared OTC interest rate swaps (IRS) at LCH.Clearnet’s SwapClear using Newedge’s SwapClear clearing membership, which operates alongside its futures commissions merchant membership. Pelagus, a fixed income relative value fund, already cleared OTC trades on LCH
Models that aim to predict daily stock returns perform better when they combine text data and financial quantitative data, according to Capital Markets Cooperative Research Centre (CMCRC). A study by Zhendong (Tony) Zhao, Nataliya Sokolovska and Professor Mark Johnson
In September Citigroup, Credit Suisse, Merrill Lynch, and Morgan Stanley and will begin to offer to their clients direct market access (DMA) to securities trading on Moscow Exchange. It is expected that two additional major global banks will start
GlobeOp Financial Services is launching its GoOTC package, previously only available as part of the fund services group’s integrated middle- and back-office service, as a standalone outsou
Eurex will reduce the minimum price change for Euro-Bobl futures and options on Euro-Bobl futures as of June 8, reducing the costs incurred by market participants in hedging or rolling ove
The US Commodity Futures Trading Commission (CFTC) has approved the application of 360 Trading Networks (360T) for temporary registration as a swap execution facility (SEF). 360T is a Delaware limited liability company and is wholly-owned by 360 Treasury Systems
The Chicago Board of Trade plans to launch electronically-traded credit default swap Index futures contracts. The new CBOT CDR Liquid 50TM North American Investment Grade (NAIG) Inde
The Chicago Board of Trade plans to launch electronically-traded credit default swap Index futures contracts. The new CBOT CDR Liquid 50TM North American Investment Grade (NAIG) Inde
FIX Trading Community, the non-profit, industry-driven standards body for global financial trading, has formed a Global Post-Trade Working Group. The new group will bring together the existing Americas Buy-side Post-Trade Working Group with the EMEA Post-Trade Working Group, in
