Swaps
Frontier Finance: Shaky Foundations Hinder Digital Currencies
Digital currencies are going through birth pains as an asset class, but some believe they can become the next commodity of choice for traders
CFTC Approves LedgerX Bitcoin CCP
Long-awaited ruling shows digital currencies are pushing for institutional-grade market structure
Buy Side Questions Value of MiFID II Cost Transparency Data
“It is a competitive marketplace and, in my experience, professional traders are quite capable of trading at a market price that is fairly independent of a specific dealer’s cost structure.”
NZFMA Taps Bloomberg’s B-Pipe Feed for Rates Pricing
New Zealand’s institutional banking association will have access to market data from B-Pipe without having to rely on prices submitted by bank panels.
Waters Wavelength Podcast Episode 78: JavaScript Challenges & CFTC Revisits Reporting Regs
Anthony and James talk about the proliferation of JavaScript frameworks (and the challenges therein) before turning their attention to the CFTC's recent swaps reporting review announcement.
The Bruxellian Job: Europe Targets London Clearinghouses
European regulators landed a body blow against the UK, but not all participants are convinced it will work
Eris Launches Live Swap Curve
New offering provides real-time valuation of Eris swap futures.
Eris Bows Streaming Prices for 3-, 4-Year Contracts
The move is in response to clients demanding liquidity in less active tenors for trading and hedging purposes.
Swaps Reporting Deadline Pushed Back
SEC grants swap data repositories a three-month extension
Industry Body Looks to Standardize Index-Based Longevity Swaps
Industry body develops standards to better support risk management
Markit Unveils Total Return Swap Data Service
Service will bring more transparency to TRS market
GFI Bows CME–LCH Cleared Spreads Data
The new service will provide data on the spread between contracts cleared on CME versus those cleared on LCH
EBS to Beta Launch FX Outrights and Swaps on EBS Direct
Q4 2015 launch supported by eight liquidity partners, including Credit Suisse and Commerzbank.
Icap Bows Historical OTC Swap Tick Data
New dataset will support accurate portfolio analysis and hedging ITC euro swaps, officials say.
ICE Migrates, Renames ISDAFIX Benchmark
Officials say migration to new market prices-based methodology is a first for benchmarks.
Swap Reform's Dancing Shark
Reconsidering a tried, old regulatory tradition
Top Stories of 2014: Risk's Multiple Tech Vectors
Market, counterparty, credit, liquidity ... operational, cyber ... what's next?
Signs of CLOB Progress as Aggregators Adopt MAC Swaps
Product standardization will key order books' rise
Markit Plugs Real-Time Data into Valuations Service
Markit has integrated real-time trade data from its MarkitServ electronic trade processing service for over-the-counter derivatives with its Portfolio Valuations valuation service that provides independent mark-to-market valuations and risk analytics for…
Former CFTC General Counsel: US Swaps Reform a Mixed Bag of Outcomes
Terry Arbit, former deputy general counsel for legislative and intergovernmental affairs at the Commodity Futures Trading Commission (CFTC) and now partner at Norton Rose Fulbright, gave attendees at this morning's Waters Breakfast Briefing a first-hand…
BBH Enhances Collateral Management with CME Clearing
Private bank Brown Brothers Harriman (BBH) says it will now support CME Clearing's fourth interest earning facility (IEF4) program, which helps futures commission merchants (FCMs) optimize margin deployment for listed and cleared OTC swaps.
TrueEx Introduces Bunched Swap Orders
The designated contract maker (DCM) says it can now process bunched-order swap allocations in concert with Credit Suisse's futures commission merchant (FCM) arm and LCH.Clearnet's SwapClear service.
Eris Exchange Achieves Open Interest Milestone: What's Next?
The venue's chief operating officer, Michael Riddle, discusses why more of the same is in store. After all, why fix what isn't broken?
TPI, Nasdaq Ally for eSpeed Treasury Data, Sales Deal
Tullett Prebon Information (TPI), the data arm of interdealer broker Tullett Prebon, and Nasdaq OMX have struck a partnership for TPI to integrate benchmark US Treasury bond data from Nasdaq’s eSpeed electronic trading platform into its products and…