News Centre

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

Date 16/12/2021

As per the Securities market risk parameters methodology, on 16.12.2021, 23-13 (MSK) the upper bound of the price band (up to 4568) and initial margins (up to 21.25 %) for the security NEM-RM were changed. New values are available here

ISDA Publishes New Fallbacks For Additional IBORs

Date 16/12/2021

ISDA has today published a new set of fallbacks for derivatives referenced to certain interbank offered rates (IBORs) not covered by ISDA’s initial fallbacks rollout earlier this year.

The Updated Coefficients For Moscow Exchange Indices To Come Into Force

Date 16/12/2021

The following coefficients for Moscow Exchange indices come into force from December 17, 2021:

SIFMA Statement On Confirmation Of Rostin Behnam To Serve As CFTC Chairman

Date 16/12/2021

SIFMA today released the following statement from Kenneth E. Bentsen, Jr., SIFMA president and CEO, on the Senate confirmation of Rostin Behnam as Chairman of the Commodity Futures Trading Commission:

“We congratulate Rostin Behnam on his confirmation as Chairman of the CFTC. We look forward to working with Mr. Behnam on issues that enhance and maintain the integrity of our capital markets and wish him success in this role.”

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

Date 16/12/2021

As per the Securities market risk parameters methodology, on 16.12.2021, 22-23 (MSK) the upper bound of the price band (up to 2696) and initial margins (up to 20 %) for the security CAG-RM were changed. New values are available here

Canadian Securities Regulators Modernize Registration Information Requirements, Clarify Outside Activity Reporting And Update Filing Deadlines

Date 16/12/2021

The Canadian Securities Administrators (CSA) today published final amendments to establish a more efficient registration and oversight process for firms, individuals and regulators by simplifying and streamlining certain regulatory requirements. The changes also provide firms and individuals with greater clarity on the information required as part of the registration process, while improving the quality of information received by regulators.

American Financial Exchange® Reaches Record Volume Levels On AMERIBOR® Benchmark, Trading More Than $1.5 Trillion Dollars In Value Since Inception

Date 16/12/2021

The American Financial Exchange (AFX), an electronic exchange for direct lending and borrowing for American banks and financial institutions, announced a record volume milestone on December 9, reaching $1.5 trillion transacted since its inception in 2015, surpassing the $1 trillion level reached in June 2020.

CME Plans To Convert Eris Libor To SOFR

Date 16/12/2021

• On December 13, CME released its Conversion Proposal for Eris Libor Products on its website, cmegroup.com/swapfutures
• The proposal calls for CME to convert remaining Eris Libor positions to Eris SOFR contracts in June 2023
• As Eris SOFR Swap Futures are indexed to the benchmark Secured Overnight Financing Rate and will be backed by CME Portfolio Margining, the plan provides Eris Libor position holders increased assurance of a smooth transition during the upcoming Libor cessation

Moscow Exchange: Expiration Prices Determined For December MOEX Index Futures And Reliminary Parameters For The Start Of Trading In Positive Group Ordinary Shares

Date 16/12/2021

Please follow the links below to access the information:

Expiration prices determined for December MOEX index futures
Preliminary parameters for the start of trading in Positive Group ordinary shares

CME Swaps/Futures Portfolio Margining To Reduce Margin Up To 90%

Date 16/12/2021

• Participants can now use CME CORE (New Release) to model savings from Portfolio Margining (PM) of Eris SOFR Swap Futures and CME cleared swaps
• Targeted for launch in Q1 2022, PM will reduce initial margin up to 90%