ICE
October 16, 2012 - Editor
CCP Score Sheet as of October 2012
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:
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July 10, 2012 - Editor
Current State of Trade Repositories
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
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June 29, 2012 - Editor
ICE Trade Vault becomes first (provisional) Trade Repository
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,
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June 5, 2012 - Editor
CCP Volumes and Notionals as of June 5th
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
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May 18, 2012 - Editor
Streetwise Professor » The JP Whale Trades, In Clearing?
Streetwise Professor » Morgan Agonistes. Craig uncovers more details about the JP Whale trades, interestingly the CDX IG 9 index is eligible for clearing at
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May 15, 2012 - Editor
LCH CDSClear busts out of France – bloody nose for ICE?
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
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March 14, 2012 - Editor
ICE launching FX NDFs service in Q2 2012
IntercontinentalExchange, Inc. – Press Releases. It’s getting crowded in the FX NDF clearing space – once I launch my own service, firms will be spoiled
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January 11, 2012 - Editor
ISDA to the G20: “Standardize This”
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
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January 10, 2012 - Editor
FIA article on margining at SwapClear & ICE
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
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November 8, 2011 - Editor
ICE registers to be a Swap Data Repository
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