Is there a future for indirect clearing?

Of all the areas of impending European regulation, the provisions relating to the indirect clearing of swaps and futures are proving to be among the most challenging for the centrally cleared derivatives industry

Germany spells out details of algo flagging rule

Starting in April, all direct participants on Eurex will be required to comply with a new requirement to flag all orders generated by algorithmic trading with a distinct identification key.

Walt Lukken's opening remarks at the 13th Annual China International Derivatives Forum

On 2 December, FIA CEO and President, Walt Lukken, gave opening remarks at the 13th Annual China International Derivatives Forum (CIDF 2017) in Shenzen, China.

What is DEA Under MiFID II?

FIA comments on Shanghai INE’s draft Exchange Rules

FIA has commented on draft Exchange Rules published by the Shanghai International Energy Exchange (INE).

Metals and Mining – the Financial Regulatory challenges ahead

On Monday 5 October, FIA and Norton Rose Fulbright LLP co-hosted a seminar titled “Metals and Mining, the Financial Regulatory Challenges Ahead.”

IRS relief issued for non-delta one products

On 2 December 2016, the IRS released a notice postponing the implementation date for non-delta-one products to 2018 and stating that it will consider the extent to which a taxpayer or withholding agent has made a good faith effort to comply with the regulations in enforcing the regulations for any delta one transaction.

Citi adds futures to velocity platform

Citi now provides users of its Velocity electronic trading platform with direct market access to major futures exchanges around the world.

CFTC’s Massad outlines views on SEF trading

Tim Massad, the chairman of the Commodity Futures Trading Commission, set out his approach to the regulation of swap execution facilities on Nov. 12 in a keynote speech at SEFCON, a conference sponsored by the Wholesale Markets Brokers Association.

Global regulators back plan to overhaul financial benchmarks

The Financial Stability Board on July 22 published a report outlining reforms to major interest rate benchmarks such as Libor, Euribor and Tibor. One set of the recommended reforms is aimed at strengthening the existing "IBORs" and other reference rates based on unsecured bank funding costs by underpinning them with transaction data.