The Commodity Futures Trading Commission’s new acting chair says the agency plans to revisit the extraterritoriality of its ...

European Commodity Clearing (ECC) reported 323 clearing members at the end of last year, more than double the 158 members it ...

The acting chair of the US Commodity Futures Trading Commission wants regulated firms that are currently under investigation ...

The Bank of England (BoE) is examining the notion of a mandate to clear UK government bonds and repurchase agreements secured ...

The debate over ‘done-away’ clearing is driving a wedge between principal trading firms (PTFs) and the banks that clear their US Treasury repo trades.

Since last year, futures exchanges in China have been penalising firms for HFT by disqualifying them from receiving ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com ...

JP Morgan says it has hit the $100 billion notional milestone in its quantitative investment strategy (QIS) business, making ...

Trade of the year’ sees investors position for shrinking negative basis as Treasuries predicted to outperform swaps ...

In a new working paper, Charles-Albert Lehalle, a professor in applied math at École Polytechnique, together with Adil Rengim Cetingoz, a researcher at Université Paris 1 Panthéon-Sorbonne, shows that ...

Zyapkov’s innovative stochastic volatility model, which he calls the Gamma Clock, introduces two correlated bivariate gamma ...

Nervous investors have increased buying of calls on SOFR futures and five- and 10-year Treasury futures, and receiver ...