Repositories will change stance next year following intervention by Esma
International players have concerns over first RMB oil contract
This three-part series looks at the various factors that firms across the ecosystem of global FX markets - from the buy-side, the sell-side, and the supporting community of technology vendors and service providers - should consider in order to, not just survive, but to thrive in this dynamic and ever-changing environment.
More Futures articles
Exchange would have a monopoly on packages that pair swaps with US Treasury futures
Energy contracts dip as firms avoid European regulatory burdens
Almost 60% of asset managers expect interest rate swap volumes to fall
First the LME, now the firm is looking at the US
Taiex futures set to be followed by other products
Skirting the tax
As the first pure-play dividend futures hedge fund, Melanion Capital believes it has an advantage in giving investors a solid return on investment by using this new asset class to generate pure alph...
Product launch "incomprehensible" in saturated currency futures market
Single stocks the future?
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.