Intercontinental Exchange (Ice)
Ice creates daily credit risk monitoring tool
Company muscles into Bloomberg’s fixed income data territory with bond analytics service
Don’t fear the clearer
Wider use of CCPs not systemic threat – but participants do face hard-to-measure risks
Singapore looks to synthetic Libor for new benchmark calculation
The way Singapore’s swap rate is calculated must change if Libor disappears after 2021
Prop traders sound warning over EU capital regime
Non-banks fear topsy-turvy capital requirements under new rules based on clearing margin
FCA: ‘We can be Libor fallback trigger’
Amid fears of hedging mayhem, Schooling Latter says FCA verdict could be trigger for smoother rates switch
Lobbyists seek eleventh-hour Brexit relief for UK futures
EC urged to extend CCP safe harbour so listed derivatives don’t switch to OTC
Ice changing margin model for move into options
CCP aims for Q1 2019 roll-out of new Monte Carlo-based methodology as it plans launch of index swaptions
Industry fears EU ‘Google tax’ will hit trading venues, CCPs
Broad wording of digital services tax could place market infrastructure in firing line
Search for term Libor replacement faces twin obstacles
Forward-looking rates based on futures too contrived, but OIS market lacks liquidity
Sef reforms could distort new, sounder benchmark rates
Tradition’s Fitzpatrick warns that more ways of trading swaps could dent progress made on fixings
Nasdaq default: rivals question direct clearing
“Was this individual margined correctly?” asks Ice’s Sprecher
IBA launches term risk-free rates
Forward-looking one-, three- and six-month Sonia rates to be based on Ice futures data
Brexit: listed derivatives face OTC mutation
No-deal would flip EU27 users into different regime for UK-listed trades
Buy side could be biggest voice in key margin decisions
Asset managers encouraged to join Simm’s daily polling mechanism – despite some dealers’ concerns
Fed’s Quarles critical of opaque Libor data
ARRC chair Sandra O’Connor also questions IBA transparency
Asian LNG derivatives trade surges on increased hedging
Expectations grow that a long-awaited Asian gas derivatives market is emerging
FCA could kill off Libor, says Bailey
Warning breaks new ground, provoking immediate responses at CFTC meeting
US carbon trade surviving below the radar
State-level carbon trading markets are thriving without federal support
Fed adviser denies plan to ‘euthanise’ Libor
IBA agreement to keep the benchmark alive would be welcomed but comes with risks, says Bowman
Some banks open to committing to Libor post-2021
At least two houses concerned about risks of transitioning to alternative rates
Regulator calls for term Sonia as transition talk ramps up
Schooling Latter throws scepticism on Libor reform efforts
End-users fear loss of Mifir’s open-access promise
Exchange groups have 30-month exemption from access rules; listed derivatives users concerned it will become permanent
US swap rate failed during volatility rout
The Ice swap rate was not published on February 6 due to a lack of electronic prices during equity turmoil
Shale, pipelines and hubs: turmoil ahead for US gas hedging
Regional market correlations in flux amid structural change