ICE



Featured image for “CCP Score Sheet as of October 2012”

October 16, 2012 - Editor

It's been a while since I updated my popular chart with the current notionals at the various CCPs. New entrants to this months chart include:

Featured image for “Current State of Trade Repositories”

July 10, 2012 - Editor

The financial stability board (FSB) published their recent progress report with a table showing progress towards launching trade repositories. Below is a chart representing the

Featured image for “ICE Trade Vault becomes first (provisional) Trade Repository”

June 29, 2012 - Editor

In all my earlier charts I had assumed ICE would act as a Trade Repository (TR) for the trades within the scope of it’s CCP,

Featured image for “CCP Volumes and Notionals as of June 5th”

June 5, 2012 - Editor

Here’s how the clearing score sheet looks as of today using notionals (or open positions) and volumes , and below the same chart as of

Featured image for “Streetwise Professor » The JP Whale Trades, In Clearing?”

May 18, 2012 - Editor

Streetwise Professor » Morgan Agonistes. Craig uncovers more details about the JP Whale trades, interestingly the CDX IG 9 index is eligible for clearing at

Featured image for “LCH CDSClear busts out of France – bloody nose for ICE?”

May 15, 2012 - Editor

LCH.Clearnet Group – Media Centre – Press Releases – 2012-05-15 LCH.Clearnet launches CDSClear Internationally. What does this mean for the investment made in TCC in

Featured image for “ICE launching FX NDFs service in Q2 2012”

March 14, 2012 - Editor

IntercontinentalExchange, Inc. – Press Releases. It’s getting crowded in the FX NDF clearing space – once I launch my own service, firms will be spoiled

Featured image for “ISDA to the G20: “Standardize This””

January 11, 2012 - Editor

ISDA have highlighted the sentence in the G20 commitments that makes less sense than some, namely “All standardized OTC derivative contracts should be traded on

Featured image for “FIA article on margining at SwapClear & ICE”

January 10, 2012 - Editor

The FIA magazine (free with subscription) has two articles on margin calculations for IRS and CDS at SwapClear and ICE. Both make their approach to

Featured image for “ICE registers to be a Swap Data Repository”

November 8, 2011 - Editor

Press release from ICE here. This seems like a corporate two fingers to ISDA and DTCC and raises lots of questions: If ICE provide an