News Centre

Intercontinental Exchange Launches Clearing For CDS Index Options - Extends Monte Carlo Portfolio Framework To Higher Order CDS Derivatives

Date 09/11/2020

Intercontinental Exchange, Inc. (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of mortgage technology, data and listings services, today announced it has launched clearing for Credit Default Swap (CDS) Index Options, bringing greater capital efficiencies, price discovery and risk management to the CDS market. Beginning today, ICE Clear Credit now offers clearing of Index Options on the CDX North American Investment Grade and High Yield indices. Index Options on the iTraxx Europe indices are expected to be added in 2021.

Moscow Exchange: Risk Parameters Changes - Update

Date 09/11/2020

Please follow the links below to access the information:

Risk parameters change for the security PFE-RM
Risk parameters change for the security DIS-RM

Risk parameters change for the security BIIB-RM
Risk parameters change for the security PFE-RM
Risk parameters change for the security BIIB-RM
Risk parameters change for the security AFLT
Risk parameters change for the security BA-RM
Risk parameters change for the security GE-RM
Risk parameters change for the security BIIB-RM

Risk parameters change for the security GE-RM

Effective November 9, 2020 through November 13, 2020, MIAX Options And MIAX Emerald 2X Opening And Intraday Valid And Priority Quote Spread Relief In All Symbols

Date 09/11/2020

Issue Symbol: All Symbols
Multiplier: 2X
Reason: In maintenance of a fair and orderly market.
Time: Opening and Intraday
Subject Summary: Please be advised, effective November 9, 2020 through November 13, 2020, the MIAX Regulation Department has granted 2 times opening and intraday quote parameter relief for all symbols on MIAX Options and MIAX Emerald. 

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

Date 09/11/2020

As per the Securities market risk parameters methodology, on 09.11.2020, 14-55 (MSK) the upper bound of the price band (up to 3074) and initial margins (up to 15 %) for the security PFE-RM were changed. New values are available here

Trading Volumes Drop While CME Open Interest Climbs 28.6% - CryptoCompare Analysis

Date 09/11/2020

Despite Bitcoin’s rally to $14k towards the end of the month, October saw spot trading volumes drop by 17.6% across the board. CME had an impressive month with open interest climbing 28.6%, signalling growing demand for Bitcoin from institutional traders. However, overall derivatives volumes declined slightly, experiencing a 2.4% drop since September.

CloudMargin Wins Fifth Award For Best Buy-Side Collateral Management Tool At WatersTechnology’s Buy-Side Technology Awards

Date 09/11/2020

CloudMargin<https://cloudmargin.com/#utm_source=Press&utm_medium=Release>, creator of the world’s first and only collateral and margin management solution native to the cloud, has once again won the award for Best Buy-Side Collateral Management Tool at the 14th annual Buy-Side Technology Awards, hosted by WatersTechnology in a virtual ceremony on Friday.  This marked the company’s fifth win in the category.

Statement By The UK Prudential Regulation Authority On Covid Guidance For Firms

Date 09/11/2020

Firms should continue to follow relevant guidance, including updates on GOV.UK/coronavirus, to ensure they comply with any restrictions.

Warsaw Stock Exchange Monthly Statistics For October 2020

Date 09/11/2020

Warsaw Stock Exchange Monthly Statistics for October 2020 is now available:

• For Main Market Statistics click here
• For NewConnect Alternative Market Statistics click here
• For Catalyst Bond Market statistics click here
• For Derivatives Statistic click here

Shanghai International Energy Exchange Has Released Its Circular On The Delivery Issues Of SC2012

Date 09/11/2020

Shanghai International Energy Exchange has released its Circular on the Delivery Issues of SC2012 as follows: 

The last trading day for the crude oil futures contract SC2012 is November 30, 2020, and the delivery dates are from December 1 to December 4 and December 7, 2020. Accordingly, Shanghai International Energy Exchange (hereinafter referred to as “the Exchange”) hereby notifies issues concerning delivery as follows:

1. In accordance with the Article 142 of the Delivery Rules of Shanghai International Energy Exchange, a natural person as a client shall close out all the positions of SC2012 before the market close on November 18, 2020.

TAIFEX Newsletter - November 2020

Date 09/11/2020

Starting from November 23rd, the expiring contracts of TAIFEX’s DJIA, S&P 500 and Nasdaq-100 Index Futures, can be traded in the after-hours trading session until 22:30 Taiwan Time (or 21:30 Taiwan Time during U.S. Daylight Saving Time), i.e., 9:30 New York Time, coinciding with the publication of the final settlement prices (Special Opening Quotations of the underlying U.S. equity indices). The extended trading hours allow traders to grab more trading opportunities and conduct timely position management.