News Centre

Moscow Exchange: Risk Parameters Change On FX, Derivatives And Standardized OTC Derivatives Market

Date 16/11/2021

According to the anti-procyclicality model МААРС of CCP NCC there is evidence of increased volatility in USD/RUB and EUR/RUB currency pairs. 

ISDA IQ: Benchmarks Roundtable – Maintaining Momentum

Date 16/11/2021

As the end of 2021 rapidly approaches, market participants are preparing for the cessation or loss of representatives of the majority of LIBOR settings on December 31, 2021. IQ convened a group of senior policy-makers and chairs of two industry working groups to discuss the key challenges that lie ahead as LIBOR is retired.

Moscow Exchange: Risk Parameters Change For The Security QCOM-RM

Date 16/11/2021

As per the Securities market risk parameters methodology, on 16.11.2021, 22-13 (MSK) the upper bound of the price band (up to 13762) and initial margins (up to 21.25 %) for the security QCOM-RM were changed. New values are available here

NGX Highlights Opportunities for Diversification in Nigeria’s Capital Market

Date 16/11/2021

Nigerian Exchange Limited (NGX) expounded on the various opportunities available to investors to diversify their portfolios at its Retail Investor Workshop which held on Tuesday, 16 November 2021.

Moscow Exchange: Risk Parameters Change For The Security ATVI-RM

Date 16/11/2021

As per the Securities market risk parameters methodology, on 16.11.2021, 20-23 (MSK) the lower bound of the price band (up to 4492) and initial margins (up to 20 %) for the security ATVI-RM were changed. New values are available here

BIS: Basel Committee Consults On Principles For The Effective Management And Supervision Of Climate-Related Financial Risks

Date 16/11/2021

• Basel Committee issues public consultation on principles for the effective management and supervision of climate-related financial risks.
• The consultation paper seeks to promote a principles-based approach to improve banks' risk management practices and supervisory practices related to climate-related financial risks.
• The Committee invites comments on the principles by 16 February 2022.

EBA: Discussion Paper On Management And Supervision Of ESG Risks For Credit Institutions And Investment Firms (EBA/DP/2020/03)

Date 16/11/2021

LINKS

• Sustainable finance

ETFGI Reports Assets Invested In Actively Managed ETFs And ETPs Are A Record 439 Billion US Dollars Having Increased 53.6 Percent YTD In 2021

Date 16/11/2021

ETFGI, a leading independent research and consultancy firm covering trends in the global ETF/ETP ecosystem, reported today that actively managed ETFs and ETPs gathered net inflows of US$10.36 billion during October, bringing year-to-date net inflows to US$120.28 billion. Assets invested in actively managed ETFs/ETPs finished the month up to 5.1%, from US$418 billion at the end of September to US$439 billion, according to ETFGI's October 2021 Active ETF and ETP industry landscape insights report,  the monthly report which is part of an annual paid-for research subscription service. (All dollar values in USD unless otherwise noted.)

MIAX Reports Record SPIKES Futures Trading On MGEX in October 2021, New Daily Record Volume And Dissemination Of New VSPIKES Index - October 2021 Average Daily Volume Of 11,952 contracts, Up 59.3% Over September 2021 MIAX Begins Disseminating New VSPIKESTM Index Measuring Volatility Of Volatility

Date 16/11/2021

MIAX®, creator and operator of highperformance securities exchanges, products and services, today announced average daily volume (ADV) for SPIKES® Futures in October 2021 reached 11,952 contracts, a new monthly record and representing a 59.3% increase over the 7,502 ADV in September 2021. In addition, SPIKES Futures volume on October 22, 2021 totaled a new daily record of 22,872 contracts.

Exegy Announces Leadership Additions And Changes As Integration Effort Matures

Date 16/11/2021

The merger of Exegy Incorporated and Vela Trading Systems, financially backed by Marlin Equity Partners and announced in May, has reached a key point in the combination of the companies. With the development of the “new” Exegy advancing, the company announced today additions to its Integration Management team including the appointment of David (“Dave”) Foster to the leadership team as Chief Financial Officer.