ICE



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

Featured image for “IDBs shifting from SEFs to futures exchanges?”

April 8, 2013 - Editor

The attached article from FOX news indicates IDBs are making initial moves to set up new futures exchanges including: – GFI filed to set up

Featured image for “The week that was (issue of 2nd April 2013)”

April 3, 2013 - Editor

Dear all, ISDA publishes March 2013 Dodd-Frank Protocol The International Swaps and Derivatives Association (ISDA) has published the ISDA March 2013 Dodd-Frank Protocol (DF Protocol

Featured image for “Easter Present from ICE | Another EU Trade Repository”

March 28, 2013 - Editor

ICE move into the EU TR Space and offer to store OTC and ETD derivatives using their upstream links with MTFs etc.  It will be

Featured image for “Buy-side hit with surprise initial margin levels on CDS right before mandatory clearing starts | Securities Finance Monitor”

March 18, 2013 - Editor

Good write up of the SEC move on margining single name CDS with their corresponding indices. Buy-side hit with surprise initial margin levels on CDS

Featured image for “ICE to Clear for LIFFE”

February 5, 2013 - Editor

An obscure detail of the ICE / NYSE Euronext takeover is that ICE have done a deal to clear for Euronext LIFFE for a couple

Featured image for “ICE in talks to buy rival NYSE Euronext – FT.com”

December 20, 2012 - Editor

They’re going to have to find a new name for the combined entity as ICE NYSE Euronext doesn’t really sound snappy.  I wonder if ICE

Featured image for “OTC Margin Models Landscape”

December 5, 2012 - Editor

Given today's story at Risk Magazine about SwapClear tuning their IM model for a low interest rate environment, it's interesting that more or less all

Featured image for “Yet more CCP status updates”

November 29, 2012 - Editor

Based on feedback from people out here in Singapore, and more research, my CCP status chart now has added items: Two new CCPs added, one

Featured image for “CCP and SDR Status Sheet as of Nov 27th”

November 27, 2012 - Editor

I've updated some charts on the status of the OTC market infrastructure: The status and notionals of CCPs using the latest data from their websites