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Moscow launches Brent contract

Moscow’s international exchange, the Russian Trading System (RTS-FORTS), has today introduced a Brent crude oil futures contract, which will be denominated in US dollars.

Icelandic banks in default

The International Swaps and Derivatives Association on Wednesday confirmed that the Icelandic government’s takeover of Landsbanki on October 7 and its acquisition of a 75% stake in Glitnir Bank on September 29 constitute technical credit events.

CME and Citadel plan CDS exchange

Chicago-based exchange operator CME Group and hedge fund management firm Citadel Investment Group are set to launch a fully integrated trading and clearing platform for credit default swaps (CDSs).

Fed to treble lending

The Federal Reserve increased its Term Auction Facility (TAF) auctions by $300 billion on Monday, and expects its lending to reach $900 billion by November; three times the amount of liquidity provision given to date.

Icelandic bank CDSs the riskiest in Europe

Fears over the future of Icelandic bank Glitnir grew yesterday despite a €600 million government intervention. Five year credit default swap (CDS) spreads on the bank reached 4620.5 basis points by close of trading, the highest of any European financial…

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