FTSE Russell
FTSE Russell has more than 25 years’ experience designing, calculating, governing and publishing financial benchmarks that lie at the heart of the global financial system. FTSE Russell is the administrator of more than 30 key rates, and calculation agent for over 40 critical national and regional interest rates. The FTSE Term €STR benchmark is a forward‑looking, risk-free reference rate denominated in euros, for use as a reference rate or fallback to Euribor-referencing financial products and contracts.
The Term €STR transition: challenges and market readiness
The progress, challenges and factors shaping the adoption of Term €STR as financial institutions transition from Euribor
China bond futures to be relaunched in Hong Kong
Products expected to be back on HKSE next year – six years after being suspended
ETF issuers face dilemma with frozen Russian funds
To liquidate or not to liquidate? BlackRock, VanEck and Lyxor risk lawsuits if they wind down ETFs
BNP’s brief status as ‘non-bank’ reversed in indexing volte face
ICB’s temporary reclassification triggers repricing of dividend futures in main eurozone banks index
The future of equity derivatives: perspectives for UK equities and dividends
Managing equity and dividend risk today requires new trading strategies and products. In a webinar convened by Risk.net and hosted by Eurex, three experts discuss what’s next for the UK and European markets.
Green figures: EU funds search for sustainable taxonomy data
Fund managers must report compliance with taxonomy before many investee companies
Term Sonia rivals don the same clothes
IBA mimics Refinitiv by adding Tradeweb quote data; Refinitiv denies IBA has ‘synthetic Libor’ edge
Asia edging towards integrated capital markets – SGX’s Loh
Asia Risk 25: full regional co-operation could still be 10 to 15 years away, says Singapore exchange head
Race to cash in on term Sonia is filled with twists
Pending merger and FCA’s effort to create synthetic Libor rates could sway outcome
Term SOFR rate still possible this year, benchmark firms say
Administrators target year-end benchmark trials despite low swaps liquidity
Bond managers relaxed ahead of bumper index rebalance
Fed’s credit facilities boost confidence as downgrades hit corporate bond indexes
Sonia term rate contenders tested by market mayhem
Regulator-proposed quote approach falters as dealers pull swap prices from screens
Race to create term risk-free rates hots up
Markit joins term Sonia hopefuls; four providers release term €STR plans
Sonia users face three-way choice in term rate
Trio of rival forward-looking versions of sterling Libor successor set to be available
Asia moves: StanChart’s China head, new chief for Bank of China HK
Latest job changes across the industry
Benchmark providers eye banks’ prop index disposals
Stricter oversight could see index houses gobble up dealers’ in-house indexing units
FVC review: Citi’s leveraged product could outpace underlying ETF
Principal at risk if 10% capital protection buffer is breached
Index providers clash over evolution of multi-factor products
Battle of ideas on how best to offer new wave of smart beta exposures heats up