Indian banks are scrambling to unwind arbitrage trades between rupee non-deliverable forwards (NDFs) and onshore markets, as ...

Direct streaming of client pricing for foreign exchange and fixed income assets through application programming interfaces ...

Capital requirements at US futures commission merchants (FCMs) hit a record $49.1 billion at the end of January, with 10 major firms reaching new highs.

On March 27, a single directional block trade worth $1.5 billion in notional printed in an interest rate contract that, just ...

Market RWAs under the internal models approach (IMA) totalled €17.5 billion ($20.1 billion), up from €15.5 billion at end-September. A sharp rise in the SVAR component more than offset drops in the ...

The US Commodity Futures Trading Commission is embroiled in a fight with state gambling authorities for jurisdiction over ...

Citadel-backed venue applies trad risk concepts to digital assets – now it’s trying to snag the banks ...

Back then, retail funds used inflation swaps to hedge the impact of rapidly rising prices on their portfolios. Aggregate holdings of US dollar inflation swaps doubled from $13.8 billion at the end of ...

Total market risk-weighted assets (RWAs), which have been calculated under Basel III’s revised standardised approach since January 1, 2025, shrank to $23.8 billion, the lowest since Q2 2024’s $22.5 ...

Geopolitical risk zoomed to the top of financial firms’ worry lists following the outbreak of war in the Middle East. The US-Israeli airstrikes on Iran – and Tehran’s retaliatory attacks on ...

Andy Ross, Kalshi’s newly created head of institutional, is keen to emphasise that the prediction markets venue isn’t in the ...

US money market funds’ (MMFs) utilisation of the Federal Reserve’s overnight reverse repo (ON RRP) window dwindled to just $3.3 billion in January, the lowest since February 2021, split across just ...