Nasdaq Announces End-Of-Month Open Short Interest Positions In Nasdaq Stocks...
At the end of the settlement date of October 31, 2016, short interest in 2,327 Nasdaq Global MarketSM securities totaled 7,603,044,420 shares compared with 7,496,240,405 shares in 2,334 Global Market...
View ArticleCBOE: VIX Futures Volume In Non-U.S. Trading Hours Sets New Daily Record
CBOE Futures Exchange, LLC (CFE®) today announced record volume was set in futures contracts on the CBOE Volatility Index® (VIX® Index) traded in non-U.S. trading hours with an estimated 263,663...
View Article“Built on Solid Foundations”
Featured in Captive Review’s Global Report, Beecher Carlson’s Jason Flaxbeard and Olga Collins discuss the ins and outs of captive structures.read more...
View ArticleA Finite Volume - Alternating Direction Implicit Approach for the Calibration...
Calibration of stochastic local volatility (SLV) models to their underlying local volatility model is often performed by numerically solving a two-dimensional non-linear forward Kolmogorov equation. We...
View ArticleUnexpected Default in an Information Based Model. (arXiv:1611.02952v1 [math.PR])
This paper provides sufficient conditions for the time of bankruptcy (of a company or a state) for being a totally inaccessible stopping time and provides the explicit computation of its compensator in...
View ArticleDisentangling wrong-way risk: pricing CVA via change of measures and drift...
A key driver of Credit Value Adjustment (CVA) is the possible dependency between exposure and counterparty credit risk, known as Wrong-Way Risk (WWR). At this time, addressing WWR in a both sound and...
View ArticleThe missing assets and the size of Shadow Banking: an update....
In a recent paper, using data from Forbes Global 2000, we have observed that the upper tail of the firm size distribution (by assets) falls off much faster than a Pareto distribution. The missing mass...
View ArticleCME Group Declares Dividend
CME Group Inc., the world's leading and most diverse derivatives marketplace, today declared a fourth-quarter dividend of $0.60 per share, payable December 28, 2016, to shareholders of record as of...
View ArticleCFTC Submits Proposed Consent Order To Federal Court in Chicago That Would...
The U.S. Commodity Futures Trading Commission (CFTC) today announced that it submitted a proposed Consent Order that would resolve its civil enforcement action in the U.S. District Court for the...
View ArticleTokyo Commodity Exchange: Trading Session Resumed For All Markets
Trading session for all markets resumed at 10:45 JST after temporary suspension today.read more...
View ArticleUS Justice Department: Futures Trader Pleads Guilty To Illegally Manipulating...
A British futures trader pleaded guilty today to U.S. fraud and spoofing charges in connection with an over five-year scheme to defraud, which included his role in the May 6, 2010, “Flash Crash,” when...
View ArticleLiquidnet Virtual High Touch™ Arms Buy- Side Traders For The Future Of...
Liquidnet, the global institutional trading network, today announced the launch of Liquidnet Virtual High Touch™, a new category of buy-side technology that brings together advanced data analysis,...
View ArticleCME Group Volume Reaches All-Time Daily High Of 44.5 Million Contracts On...
CME Group, the world's leading and most diverse derivatives marketplace, reached a record high in single-day volume with 44,516,949 contracts traded across all asset classes on November 9, 2016,...
View ArticleCentral clearing predominates in OTC interest rate derivatives markets
Press release on "Central clearing predominates in OTC interest rate derivatives markets", 10 November 2016.
View ArticleResearch Paper from Axioma: Market Volatility And A New President
Please click here to download the research paper titled Market Volatility and a New President, written by Melissa Brown, Senior Director, Applied Research, and Bill Morokoff, Head of Research, at...
View ArticleCFTC Approves Final Rule Amending The Timing For Filing Chief Compliance...
The U.S. Commodity Futures Trading Commission (CFTC) today unanimously approved a final rule (Final Rule) amending a CFTC regulation addressing the timing for filing chief compliance officer annual...
View ArticleFSB Regional Consultative Group For The Middle East And North Africa...
On 10 November, the Central Bank of Egypt hosted the tenth meeting of the Financial Stability Board (FSB) Regional Consultative Group (RCG) for the Middle East and North Africa (MENA) in Sharm El...
View ArticleOctober 2016: Slightly Increased Number Of Trades - The Statistical Monthly...
The number of transactions on SIX Swiss Exchange and SIX Structured Products Exchange climbed to a total of 3'525'653 in October 2016. This represents a rise of 1.6% compared with the preceding month....
View ArticleNasdaq Welcomes Hostess Brands, Inc. (Nasdaq: TWNK) To The Nasdaq Stock Market
Hostess Brands, Inc. (Nasdaq:TWNK), makers of America’s most iconic baked sweet goods, including Twinkies®, Ding Dongs®, Ho Hos® and CupCakes, visited the Nasdaq MarketSite in Times Square today to...
View Article