All posts tagged "CME"
-
232InternationalFed Consults on Default Rules for Legacy LIBOR Contracts
The rules would implement a law enacted earlier this year that provides a uniform solution for replacing LIBOR references in contracts without adequate fallback provisions.
July 25, 2022 -
437FeatureARRC Issues Transition Guidance for Legacy LIBOR Cash Products
The LIBOR Legacy Playbook will help market participants transition legacy LIBOR cash products. Refinitiv will publish fallback rates based on the CME Term SOFR rates in September.
July 12, 2022 -
340Capital / LiquidityJSCC to Change Margin Calculation Method for Listed Derivatives
The JSCC will release VaR margin calculation software for beta testing later this year. Go-live is planned for the October-December quarter of 2023.
July 7, 2022 -
491Crypto / Digital AssetsCME to Launch Crypto Reference Rates, Indices in Euro
New non-tradable EUR-denominated reference rates and real-time indices for Bitcoin and Ether will be published starting 6 June.
May 25, 2022 -
491Market Infrastructure
ARRC Endorses 12 Month Term SOFR for Legacy LIBOR Loans
ARRC approved the CME 12-month Term SOFR rate for legacy LIBOR consumer products and trade and receivables finance.
May 24, 2022 -
689Feature
Dealers Shift Default Rate for USD Linear Swaps to SOFR
Market observers reported a sharp increase in SOFR swaps transacted, a trend said to be "clear and pronounced".
July 29, 2021 -
311EuropeUK Regulators Support US ‘SOFR First’ Proposal on Interdealer Swaps
The FCA and BOE encourage liquidity providers to change USD linear swap trading conventions from USD LIBOR to SOFR on 26 July 2021.
June 18, 2021 -
345EnforcementUS Federal Court Sanctions Australian Trader for Spoofing
The Propex Derivatives trader is required to repay $21,000 in disgorgement and cease and desist from violating anti-spoofing and manipulation rules.
June 16, 2021 -
659Big PictureHow Derivatives Exchanges Can Promote Sustainable Development
A new report from the WFE and the UN’s SSE Initiative offers guidance on how derivatives exchanges can facilitate the sustainability transition.
May 11, 2021 -
1.1KEnforcementTaiwan FSC Penalises 12 Futures Brokers Over Oil Trades
The futures brokers failed to announce negative oil prices in April and were unable to accept orders from clients, among other failures.
September 8, 2020
