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ESMA pulls back from mandatory clearing for FX NDFs
The European Securities and Markets Authority announced on Feb. 4 that it has decided against moving forward with a proposal to mandate central clearing for non-deliverable currency forwards.
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CFTC chairman concerned by potential impact of capital rules on clearing firms
Tim Massad, chairman of the Commodity Futures Trading Commission, told U.S. lawmakers that he is concerned about the impact that new capital requirements will have on central clearing.
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CFTC’s Massad outlines views on SEF trading
Tim Massad, the chairman of the Commodity Futures Trading Commission, set out his approach to the regulation of swap execution facilities on Nov. 12 in a keynote speech at SEFCON, a conference sponsored by the Wholesale Markets Brokers Association.
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Citi adds futures to velocity platform
Citi now provides users of its Velocity electronic trading platform with direct market access to major futures exchanges around the world.
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EEX selects Trading Technologies for direct screen service
The European Energy Exchange, one of Europe’s leading markets for futures on power and gas, has contracted with Trading Technologies to provide the exchange’s trading participants with direct access via the internet.
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Is there a future for indirect clearing?
Of all the areas of impending European regulation, the provisions relating to the indirect clearing of swaps and futures are proving to be among the most challenging for the centrally cleared derivatives industry
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Chinese brokers expand abroad
Over the last 18 months, a number of major Chinese banks and securities firms have beefed up their presence in futures markets outside China.
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CFTC’s Massad “hopeful” on EU recognition of U.S. clearinghouses
On Sept. 17, CFTC Chairman Tim Massad gave an update on the status of his talks with European regulators on the issue of clearinghouse recognition.
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Global regulators back plan to overhaul financial benchmarks
The Financial Stability Board on July 22 published a report outlining reforms to major interest rate benchmarks such as Libor, Euribor and Tibor. One set of the recommended reforms is aimed at strengthening the existing "IBORs" and other reference rates based on unsecured bank funding costs by underpinning them with transaction data.
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