As the US and Europe continue to take opposing approaches to extending trading hours, Wesley Bray explores what’s encouraging division of thought, arguable benefits and the potential long-term market impact.
The move expands IBVAL’s coverage by approximately 6,000 bonds and will see pricing coverage increase to 22 hours a day, five days a week for the most actively traded securities.
The move marks a step forward in the platform’s push to drive institutional crypto spot trading and adapt to evolving market needs.
The move forms part of the clearinghouse’s drive to offer clearing across a range of asset classes and follows the recent launch of Cboe’s European SFTs clearing service in March 2025.
Sophisticated algorithms and the rise of electronic execution are seeing buy-siders place greater focus on options between high-touch and low-touch execution, according to Coalition Greenwich’s latest study.
The new solution integrates CME SPAN 2 and aims to address calculation and speed challenges associated with the model.
The new offering is set to eliminate challenges of inconsistencies and errors facing clients using fixed income data.
The expansion follows an increase in market demand for NDFs in the APAC region and builds on the two companies’ existing partnership.
JP Morgan and Citi support the rollout of a netting solution for the €15 trillion EMEA repo market.
The product is set to go live on 19 May 2025 and follows the company’s recent launch of its Solana futures.