CME



Featured image for “CME OTC Clearing Expands to CZK HUF PLZ and ZAR”

August 13, 2013 - Editor

An update from CME explains that later in August their OTC clearing platform will add four new currencies. CME adds four new currencies to their

Featured image for “The week that was (aka Dazzling Derivatives; issue of 5th August 2013)”

August 5, 2013 - Editor

Dear all, The TOP Stories of last week: ETD reporting delayed but TR reconciliation on track As reported last week, ESMA now officially told a Financial

Featured image for “Cross-margining at CME slowed by practical challenges – Risk.net”

August 1, 2013 - Editor

Interesting commentary on combining futures into an OTC portfolio at CME The margin savings on offer are also lower than the eye-catching figures of 70–80%

Featured image for “EMIR CCP Segregation Models Links”

July 31, 2013 - Editor

In advance of a longer piece, here's the links to presentations by the various CCPs on how their EMIR segregation models work: Eurex http://www.eurexclearing.com/blob/clearing-en/46816/305764/12/data/eurex_otc_clear_services_july_2013.pdf (page

Featured image for “Deliverable Swap Futures: are they living up to the hope and the hype? | Securities Finance Monitor”

July 31, 2013 - Editor

  Analysis from Finadium over at their SFM blog: Deliverable Swap Futures: are they living up to the hope and the hype? | Securities Finance

Featured image for “Taxing Issues for Swap Futures”

July 30, 2013 - Editor

The latest chapter in the story of swap-futures is detailed in a Risk article potential tax issues for Deliverable Swap Futures . To quote Risk: The US

Featured image for “CCP Notionals Chart | July 2013 | Shocking Graph”

July 18, 2013 - Editor

With the help of Will Woodward at Aite Group the CCP chart is now updated from the February CCP status chart. Highlights in comparison show that:

Featured image for “CME finalising plans for swaptions clearing – Risk.net”

June 28, 2013 - Editor

Swaptions said to have passed CME’s risk committee, and may now be included in CME Clearing Europe’s application to Esma for reauthorisation CME Group is

Featured image for “Cross margining benefits. Are they for all?”

June 20, 2013 - Editor

A really comprehensive paper by CME was published this month (June), which amongst others, emphasises the benefits of cross margining, saying that $1 billion in

Featured image for “The week that was (aka Dazzling Derivatives; issue of 27.05.2013)”

May 27, 2013 - Editor

Dear all, ISDA has published the 2013 Reporting Protocol to assist reporting under DFA and EMIR: http://bit.ly/Z9l5IW and ESMA has update their EMIR timeline reflecting currently ongoing