Securities collateral totalled $3.66 trillion out of a $6.04 trillion aggregate, according to data from the Securities and Exchange Commission. This was down 10.1% from the previous quarter’s $4.07 ...

The parameters of popular factor models for interest rates, such as the Heath-Jarrow-Morton model, are known to be mean-reverting. The study of the speed at which the mean reversion happens has been ...

Hishaam Caramanli, group chief product officer at Ion, is leaving the markets technology firm, according to three industry ...

Risk.net, FX Markets.com, WatersTechnology.com, Central Banking.com, PostOnline.co.uk, InsuranceAge.co.uk, RiskTechForum.com and Chartis-Research.com. US Treasury dealers were close to hitting the ...

On Wednesday April 9, the US paused reciprocal tariffs after Treasury bond yields soared alongside the selloff in risk assets. The US hiked tariffs on Chinese imports to 145%. China responded by ...

As the world grows impatient for real-time payment services, real-time market intel and shorter securities settlement cycles, ...

When US president Donald Trump’s tariffs tanked markets and plunged the business world into chaos, large derivatives dealers ...

Trading of credit default swaps (CDSs) on Ice Clear Credit shifted sharply from single-name contracts to index instruments in the aftermath of the White House’s unveiling of new tariffs on April 2, a ...

As of December 31, 2024, clearing members at the Options Clearing Corporation (OCC) posted 91.3% of their initial margin (IM) in equities, marking the highest share on record among eight central ...

At the end of last year, more than one in every 10 dollars of collateral posted to US dealers on over-the-counter derivatives was in the form of equities – a record share, just three months before ...

Notional turnover in contracts traded at Eurex hit €1.1 billion ($1.2 billion) on April 4, followed by €1.2 billion on April 7, and another €1.1 billion the next day – roughly four times the daily ...

Third-party clearing systems, which offer automated post-trade processing, were unable to cope with the volume of US Treasury ...