CME’s TriOptima launches initial margin calculation tool

Former derivatives head at Credit Suisse to lead sales at OpenGamma

Mechanics and Definitions of Carry in Swap Markets

We take a look at the cost of carry in Interest Rate Swap trading. We analyse both 2y vs 10y curve trades and a simple spot starting 10y trade. We also take a brief look at exchange traded derivatives to estimate the carry on short-term interest rate futures. Positive carry trades can provide a strong […]

Exane BNP Paribas and buy-side arm look to reduce costs with SimCorp

Charles River bolsters collateral management processes with AcadiaSoft

Two percent of firms have renegotiated Libor-based contracts ahead of 2021 deadline

LCH SwapAgent and TriOptima compress first cross-currency swaps

A balancing act: the case for macroprudential margin requirements

Cian O’Neill and Nicholas Vause.

Cboe names derivatives business leaders with new hires from Goldman and DRW Trading

Eurex adds Flow Traders as FX derivatives liquidity provider

Eurex Group has add