Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

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  • BOX Options Market: New 1Gigabit Version Of The High Speed Vendor Feed

    Date 11/08/2021

    BOX Options Market LLC (“BOX”) will launch a 1Gigabit version of the Level 1 (Top of Book) High Speed Vendor Fee (“HSVF”) Multicast to give Participants an additional connectivity option to receive market data from BOX.


  • Moscow Exchange: Risk Parameters On Securities Market

    Date 11/08/2021

    CCP NCC will set the following risk parameters on Securities market starting from August 12, 2021:

    Ticker Ban on short selling Eligible as collateral Market risk rates
    S_1_min S_2_min S_3_min
    AMRH No No 100% 100% 100%

  • ISDA-Clarus RFR Adoption Indicator: July 2021

    Date 11/08/2021

    The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 14.1% in July compared to 11.7% the prior month. The indicator tracks how much global trading activity (as measured by DV01) is conducted in cleared over-the-counter and exchange-traded interest rate derivatives (IRD) that reference the identified risk-free rates (RFRs) in six major currencies. On a traded notional basis, the percentage of RFR-linked IRD comprised 12.3% of total IRD in July compared to 11.4% the prior month.


  • Moscow Exchange: Risk Parameters Change For The Security MRNA-RM

    Date 11/08/2021

    As per the Securities market risk parameters methodology, on 11.08.2021, 18-44 (MSK) the lower bound of the price band (up to 23929) and initial margins (up to 52.5 %) for the security MRNA-RM were changed. New values are available here

  • Refinitiv Launches USD IBOR Cash Fallbacks Prototype To Facilitate Industry Transition From USD LIBOR

    Date 11/08/2021

    Following the Alternative Reference Rates Committee’s (ARRC) March 2021 announcement that it had selected Refinitiv to publish its recommended spread adjustments and spread adjusted rates for cash products, Refinitiv today announced the launch of a prototype rate. The Refinitiv USD IBOR Cash Fallbacks, as the rates will be known, will leverage the firm’s extensive experience in administering benchmarks, such as Refinitiv Term SONIA, to create a family of US Dollar (USD) fallback rates for use in cash markets.