News Centre

CFTC Swaps Report Update

Date 12/01/2022

CFTC's Weekly Swaps Report has been updated, and is now available.

ISDA-Clarus RFR Adoption Indicator: December 2021

Date 12/01/2022

The ISDA-Clarus RFR Adoption Indicator increased to an all-time high of 31.7% in December compared to 26.3% 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 20.8% of total IRD in December compared to 17.7% the prior month.

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

Date 12/01/2022

As per the Securities market risk parameters methodology, on 12.01.2022, 22-23 (MSK) the upper bound of the price band (up to 12498) and initial margins (up to 21.25 %) for the security AMAT-RM were changed. New values are available here

CFTC Issues Order Suspending Mississippi Man’s Registrations As A Commodity Trading Advisor And Associated Person

Date 12/01/2022

The Commodity Futures Trading Commission announced today that it issued an order suspending the registrations of Ted Brent Alexander of Jackson, Mississippi. The CFTC filed a Notice of Intent to Suspend or Modify registration under Section 8a(11) against Alexander on September 2, 2021. [See CFTC Press Release No. 8423-21]. The CFTC action is based on a federal criminal indictment charging Alexander with six felony counts of securities and commodities fraud, conspiracy, and wire fraud.

Moscow Exchange: Risk Parameters Change For The Securities

Date 12/01/2022

The following risk parameters will be changed:

CFTC Chairman Behnam Welcomes CFTC’s First Chief Diversity Officer - Tanisha Cole Edmonds Joins CFTC With 20 Years Of Workforce Diversity Experience

Date 12/01/2022

Commodity Futures Trading Commission Chairman Rostin Behnam today announced the appointment of Tanisha Cole Edmonds as the CFTC’s first Chief Diversity Officer.

BIS: The Premia On State-Contingent Sovereign Debt Instruments

Date 12/01/2022

Summary

Focus

State-contingent debt instruments (SCDIs) have many theoretical benefits. For instance, they reduce interest payment burden in recessions and provide fiscal space when a shock hits the economy. But the use of SCDIs is limited in practice. Despite renewed interest during the Covid-19 pandemic, we know very little about the empirical properties of these instruments.

Revised List Of The MOEX Broad Market Index And RTS Broad Market Index Announced

Date 12/01/2022

In connection with the termination of trading in the preferred shares of Seligdar PJSC (code: SELGP, ISIN: RU000A0JS2J5), a new constituent list of the MOEX Broad Market Index and the RTS Broad Market Index will come into effect on January 13, 2022.

BIS General Manager Agustín Carstens Statement On The French Parliament's Approval Of Benoît Cœuré As President Of France's Competition Authority

Date 12/01/2022

Bank for International Settlements General Manager Agustín Carstens made the following statement today on French parliament's approval of Benoît Cœuré as President of France's Competition Authority.

Moscow Exchange: Risk Parameters Changes For The Securities SCCO-RM And TTWO-RM

Date 12/01/2022

Please follow the links below to access the information:

Risk parameters change for the security SCCO-RM
Risk parameters change for the security TTWO-RM