- CME set to launch swaptions clearing in Q2
- CME Group's long-delayed swaptions clearing service is set to launch in the second quarter of this year, according to clearing executives, driven by the incoming margin rules for non-cleared derivatives.
- Europe Rates Markets Radiate ECB Heat as FX Stays Cool: Analysis
- The normalized implied volatility for options expiring in one-month on one-year EUR interest rate swaps, known as 1m1y swaptions, is an annualized 36 basis points, 17 basis points higher than year-to-date low of 19 basis points.
- EMIR Clearing Obligations Update: Further Clarity on Pension Scheme Exemptions
- The European Securities and Markets Authority (ESMA) has provided further clarity regarding the operation of the clearing obligations under the European Market Infrastructure Regulation (EMIR), in terms of their applicability to pension schemes, and as ...
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