Skylight finds an opening in consensus pricing

Since 2016, the price validation service has been challenging the dominance of S&P Global’s Totem. Skylight cites transparency as one of its USPs: dealers can see the data they have contributed, whether their estimates have been accepted, and other participants’ anonymous contributions. Another key differentiator, it says, is its control over the quality of submissions.

Breaking out of cells

Breaking out of the cells: banks’ long goodbye to spreadsheets

Dealers are cutting back on Excel amid tighter regulation and risk concerns

Interest rates

Counterparty Radar

Matchmaking and benchmarking for OTC derivatives

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Counterparty Radar is based on position data from around 20,000 US mutual funds and ETFs, rolled up to the manager level – it shows the OTC derivatives they have on their books, and who they traded them with, providing unique insights into an important market segment. More info

MassMutual adds to mammoth interest rate swaps book

Counterparty Radar: Firm was responsible for 28% of US life insurers’ notional aggregate in Q4 2023

Electronic trading

Hero ESTR

Who’s winning the €STR futures race? Depends how you measure

CME, Eurex and Ice all claim to be leading, but experts say it’s too early to pick a winner

Events

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