CME Group
CME plans to corner invoice spread trading, dealers claim
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
CME faces questions over pending swaptions service
Dealers query risk management, valuation and default management
Energy Risk Asia Exchange of the Year: CME Group
CME Group's international coal and Brent futures generate growth
EC considers six-month pause for CME's ‘doomsday clock’
Foreign CCPs may get surprise grace period
CME swaptions clearing ready for November launch
Service is waiting for CFTC approval; dealers say they will approach with caution
Modeling a risk-based criterion for a portfolio with options
The presence of options in a portfolio fundamentally alters the portfolio's risk and return profiles when compared with an all-equity portfolio. In this paper, we advocate modeling a risk-based criterion for optioned portfolio selection and rebalancing…
Questions remain over US CCP liquidity rules
CME has been waiting seven months for its liquidity plans to be approved
Esma derivatives definition hits CME futures volumes
Energy contracts dip as firms avoid European regulatory burdens
Fragmentation seen holding back Canadian oil derivatives
Rival WCS indexes hinder growth of financial trading, firms argue
Swap futures no threat to brokers – Icap Sef chief
Paulhac says CME swap future is being pushed as a margin-light product for clients
QCCP stand-off could hurt EU banks, says CME's Taylor
European members of non-EU CCPs face "capital cliff"
GF Futures set to expand beyond London by joining CME
First the LME, now the firm is looking at the US
CME Clearing Europe: Scale will count, says Betsill
New chief exec prepares for "intense" European clearing fight
Derivatives trading rises in North American regional crudes
Oil firms turning to LLS, WCS, Mars and Midland for hedging exposures
Crude palm oil OTC swap use on the increase as prices rise
Greater liquidity on long-dated swaps than on exchange-traded options
Split reaction to international firms' Asia clearing plans
Eurex's Singapore CCP finds favour with market, CME less so
More US oil producers hedging with non-WTI crudes
Increased volatility pushes oil producers to hedge with LLS, WCS and other regional crudes
Coal derivatives market fired up by new participants
Commodity traders and physical producers move into coal derivatives as major banks retreat
Asian exchanges considering co-operation agreements to boost liquidity
Several Asian exchanges looking to set up similar deals to leaked ASX/CME proposal
SMX purchase gives Ice two-year Asia advantage over rivals
Atlanta-based derivatives exchange Ice's decision to scoop up SMX gives the firm on-the-ground presence for clearing and trading in Asia
CFTC correct in row over US Treasury liquidity - Risk.net poll
A poll of Risk readers finds that 56% agree the CFTC should require CCP holdings of US Treasuries to be backed by committed liquidity facilities
Study casts doubt on mandatory futures insurance
Mandatory insurance for assets held by futures brokers would be extremely costly, concludes industry-backed report
Revived Dodd-Frank position limits worry energy firms
The US Commodity Futures Trading Commission is gearing up for another big fight over position limits, after its original rule was rejected by a federal court. The agency’s latest proposal, released in November, gives market participants little reason for…