The primary focus is on extending the duration of contracts beyond the current weekly expiries, aiming to reduce speculative ...
Acting CFTC Chair Caroline Pham has proposed allowing stablecoins to be used as collateral in U.S. derivatives markets. The initiative builds on recommendations from February’s ...
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction ...
The National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE) have swapped their weekly derivatives expiry days with effect from today, following approval from the Securities and Exchange ...