DataVision already offers CDS prices at the close of trading in both New York and London, and will now add an Asian pricing update to reflect CDS market closing prices at 4:30pm local time in Tokyo. The Asian update will only cover end-of-day prices for CDS contracts referenced to Asian entities-including roughly 200 single-name, index and index-tranche CDSs-which CMA will also continue pricing at the close of both New York and London trading.
The vendor calculates its end-of-day prices by first
James talks about his trip to Chicago and some of the interesting topics that came up (including a look at disaster recovery demands). Then Anthony and James touch on ISDA's initial margin rules, with Phase 3 going live next year.Subscribe to Weekly Wrap emails