EMMI drops Euribor+ methodology due to low transaction volumes
The European Money Markets Institute (EMMI), a non-profit group established by national banking associations in the European Union, has dropped the Euribor+ methodology, designed to...
Industry viewpoint : Get ready for SFTR reporting with MTS
By Tom Harry
SFTR reporting obligations are fast approaching. The first wave of reporting under the Securities Financing Transactions Regulation (SFTR) is set to commence...
FILS 2021: Boosting liquidity through market structure
The rise in bilateral streaming and the regulatory push towards central clearing can increase the diversity of trading counterparties and boost liquidity according to...
Coalition Greenwich: Regulation and macro concerns dominate for derivatives users
A new report, ‘Derivatives Market Structure 2024: Focusing on Capital and Workflow Efficiency’, has found that 58% percent of end users of derivatives, and...
A great vintage for bid-ask spreads
This year’s bid-ask spreads in US investment grade are half those of last year, prompting much celebration on the buy side, but clearly having...
CMA scuppers ION’s fixed income ambitions?
Trading systems giant ION will have to sell the fixed income business of recently acquired Broadway Technology if it wants to allay concerns and...
Does this year start with the smallest trades ever?
Trading activity in European bond markets at the start of 2024 has had the highest trade count of the past three years by some...
Acuiti: Sell-side not confident on compulsory clearing timeline
Sell-side players are not confident in the introduction of clearing markets across cash Treasury and repo markets, concerned that deadlines are unfeasible, infrastructure is...
Exclusive: ICE relaunches enhanced sweeps session-based protocol, ICE RMA
Intercontinental Exchange, (ICE), has relaunched ICE Risk Matching Auction (RMA), an enhanced sweeps session-based protocol for dealer-to-dealer fixed income trading, which ICE president Peter...
Exclusive: Carl James to leave Pictet Asset Management
Carl James, global head of fixed income trading at Pictet Asset Management is leaving the firm in April to take his first non-buy-side role...
Investment in derivatives post-trade set to soar
A new study by analyst firm, Acuiti, released in a whitepaper entitled The Growing Need to Invest in Derivatives Post-Trade, sponsored by Broadridge Financial...
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Technology : TCA in Fixed Income
Making up the numbers.
Regulatory changes that emphasise transparency are driving adoption of transaction cost analysis for bond trading, writes Sarah Spikes.
Transaction cost analysis (TCA)...
