行业\\Markets
上期所
欧洲结算银行与上海清算所开发新资产类别
欧洲结算银行(Euroclear Bank)与上海清算所(Shanghai Clear House)合作,创建了一种新的资产类别,名为玉兰债(Yulan bonds)。此债券将通过我国金融市场基础设施发行,将以在欧洲结算银行网络内的与任何对手方的实时多币种交割及结算服务为国际投资者提供便利。
CME扩大组合保证金服务
芝商所集团(CME Group)扩大了利率互换(IRS)投资组合保证金服务,在利率期货中增加了上市的欧洲美元期权,及清算场外交易(OTC)掉期产品。本次推出后,组合保证金可用于利率互换货币、联邦基金期货、国债期货、欧洲美元期货和期权、清算掉期期权和可交割掉期(市场协定息票)期货。
Eurex首次推出股票总回报期货篮子交易
欧洲期货交易所(Eurex)首次推出股票总回报期货(ETRFs)的实质性一篮子交易,称其为从场外交易(OTC)转向受监管交易所交易的里程碑。其发表声明称,篮子交易功能首次允许市场参与者创建和更改以一组股票为基准的一篮子掉期头寸。
Euroclear, Shanghai Clearing develop new asset class
Euroclear Bank has partnered with the Shanghai Clearing House to create a new asset class in China, dubbed Yulan bonds.The new bonds will be issued through the China financial market infrastructure, and international investors will benefit from real time multi-currency delivery versus payment settlement with any counterparty within Euroclear Bank’s network.
CME adds Eurodollar options to portfolio margining
CME Group has expanded its interest rate swap (IRS) portfolio margining service, adding listed Eurodollar options to interest rate futures and cleared over-the-counter (OTC) swaps products.With this week’s launch, portfolio margining is now available across 24 IRS currencies, Fed Funds Futures, Treasury futures, Eurodollar futures and options, cleared swaptions and Deliverable Swap (Market Agreed Coupon) Futures.
Eurex marks first equity TRF basket trade
Eurex has marked its first substantive basket trade in equity total return futures (ETRFs), describing the transaction as a further milestone in the shift from over-the-counter (OTC) to regulated, on-exchange trading.The basket trade functionality allows market participants to construct and modify a basket swap position in a set of underlying reference equities for the first time, the Deutsche Boerse-owned exchange said in a statement.