ICE
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
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April 8, 2013 - Editor
IDBs shifting from SEFs to futures exchanges?
The attached article from FOX news indicates IDBs are making initial moves to set up new futures exchanges including: – GFI filed to set up
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April 3, 2013 - Editor
The week that was (issue of 2nd April 2013)
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
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March 28, 2013 - Editor
Easter Present from ICE | Another EU Trade Repository
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
ICE >>
March 18, 2013 - Editor
Buy-side hit with surprise initial margin levels on CDS right before mandatory clearing starts | Securities Finance Monitor
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
ICE >>
February 5, 2013 - Editor
ICE to Clear for LIFFE
An obscure detail of the ICE / NYSE Euronext takeover is that ICE have done a deal to clear for Euronext LIFFE for a couple
ICE >>
December 20, 2012 - Editor
ICE in talks to buy rival NYSE Euronext – FT.com
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
ICE >>
December 5, 2012 - Editor
OTC Margin Models Landscape
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
ICE >>
November 29, 2012 - Editor
Yet more CCP status updates
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
ICE >>
November 27, 2012 - Editor
CCP and SDR Status Sheet as of Nov 27th
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