Exchange Traded Derivatives

Director of Product Management, £110,000pa

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There is a lucrative opportunity to join a leading market infrastructure firm as Director of Product Management.

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The week that was (Dazzling Derivatives; issue of 30th September 2013)

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Dear all, Back after a refreshing holiday - please receive the latest news digest on the dazzling world of derivatives. From this week onwards I will add "pagination" to the Dazzle - this means that you will find each separate area of the newsletter (e.g. Regulation Europe, Infrastructure, etc.) on its own page (look for the Pages 1,2,3,4,6 underneath the Like button). (FYI, some articles require a subscription (e.g. RISK, Financial News), others a free registration (e.g. Tabb Forum, DerivSource))

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Patrick Pearson speaks on ETD Delay

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Overheard at a conference, a comment by Patrick Pearson: "there will be no delay to ETD reporting". Can anyone else confirm this? Bill  


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CDS Futures | Can This Pig Sing?

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The $24.7 trillion Credit Default Swap market (2012 Gross Market Value, According to ISDA and BIS) is one of the last untapped exchange-traded derivatives markets.  The question remains is the market ripe for a CDS futures contract, or as Mark Twain famously put it, “Never Try To Teach A Pig To Sing.  It Wastes Your Time And Annoys The Pig.”  So, can this pig finally sing?

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ESMA now proposes postponement of ETD reporting until January 2015

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Today, ESMA sent a final report to the European Commission

"proposing an amendment to Article 5 of the Commission Implementing Regulation (EU) No.1247/2012 (ITS on reporting) on the format and frequency of reporting to trade repositories under EMIR.

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Cross-margining at CME slowed by practical challenges - Risk.net

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Interesting commentary on combining futures into an OTC portfolio at CME

The margin savings on offer are also lower than the eye-catching figures of 70–80% in CME marketing material. While that is theoretically achievable, dealers say a more realistic number is 30–40%.

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ETD reporting under EMIR delayed until 2015

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Current timelines and remarks by ESMA suggest that the start date of reporting of all asset classes to trade repositories is supposed to be January 1st, 2014. But I have been informed that ESMA now is considering to keep that date for OTC transactions only and move the mandatory reporting start date for ETD transactions to January 1st, 2015.

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End of a 30 year era | LIFFE switch over complete

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The futures business at LIFFE has now switched from LCH to ICE over the weekend, bringing to a close a 30 year relationship. At the same time a new chapter opens with the NLX business aiming to capture exchange business to be cleared at LCH. Bill.

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