Chicago mercantile exchange (cme)
Limited liquidity on long-dated CPO listed derivatives means users are looking to use centrally cleared OTC swaps
Ice, CME and Eurex have all staked a claim on the Asian clearing markets via a range of methods including buyouts, tie-ups and new ventures – but it’s not clear if their moves will be successful...
Many companies depend on weather conditions, so they require reliable weather forecasts for production planning or risk hedging. In this paper, we propose a new way of obtaining weather forecasts by exploiting...
More Chicago mercantile exchange (cme) articles
This issue of The Journal of Energy Markets focuses on financial engineering and energy derivatives, covering the topics of weather derivatives, electricity option pricing, spread volatility and risk premiums in power markets. With the trend toward greater...
SGX head of clearing risk urges greater cooperation among region's regulators
Currently only two Asian currencies figure on international clearing houses’ list of suitable collateral, but with another five CCPs set to be launched around the region the spectrum of instruments used will broaden. What will be acceptable and will...
Ice’s December announcement of a planned $8.2 billion acquisition of NYSE Euronext sets up a battle for over-the-counter clearing supremacy in the US between Ice-NYSE and CME Group. The first shots are about to be exchanged over cross-margining. Peter...
With the price of over-the-counter swaps predicted to increase as new derivatives rules take effect, futures are being touted as an efficient alternative hedging tool, but are they a perfect fit? Blake Evans-Pritchard reports
In response to industry fears of a collateral crunch, regulators have revised the proposed rules on margining for uncleared over-the-counter (OTC) derivatives.You can find out more by downloading this white paper here.
Hong Kong, 1st - 31st Dec 2014
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