CME
August 13, 2013 - Editor
CME OTC Clearing Expands to CZK HUF PLZ and ZAR
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
CME >>
August 5, 2013 - Editor
The week that was (aka Dazzling Derivatives; issue of 5th August 2013)
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
CME >>
August 1, 2013 - Editor
Cross-margining at CME slowed by practical challenges – Risk.net
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%
CME >>
July 31, 2013 - Editor
EMIR CCP Segregation Models Links
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
CME >>
July 31, 2013 - Editor
Deliverable Swap Futures: are they living up to the hope and the hype? | Securities Finance Monitor
Analysis from Finadium over at their SFM blog: Deliverable Swap Futures: are they living up to the hope and the hype? | Securities Finance
CME >>
July 30, 2013 - Editor
Taxing Issues for Swap Futures
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
CME >>
July 18, 2013 - Editor
CCP Notionals Chart | July 2013 | Shocking Graph
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:
CME >>
June 28, 2013 - Editor
CME finalising plans for swaptions clearing – Risk.net
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
CME >>
June 20, 2013 - Editor
Cross margining benefits. Are they for all?
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
CME >>
May 27, 2013 - Editor
The week that was (aka Dazzling Derivatives; issue of 27.05.2013)
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