CME and IDCG revalue swaps using OIS rate

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Risk.net Derivatives News Update 4 October 2011 This Week's Top Story CME and IDCG revalue swaps using OIS discounting Switch to OIS comes a year after SwapClear revalued parts of its portfolio Categories: Interest Rate Derivatives Topics: OIS discounting, Libor, Interest rate derivatives, Chicago Mercantile Exchange (CME), Variation margin ... Mobile RSS Sponsored ad Trade like OTC, protected by CCP ¬–Eurex Flexible Contracts. Eurex OTC Flexible Contracts allow you to customize your trades bilaterally, but with all the benefits of central counterparty clearing. Enjoy the flexibility you want and the safety you need. Visit eurexchange.com/flex to learn more. More of this week's news LCH.Clearnet eyes November launch for NDF clearing London-based CCP is set to launch clearing for NDFs in six currencies in mid-November, having shelved plans for options clearing while banks discuss settlement-related issues with regulators FIA-Isda group runs rule over Sef credit check plans The OTC market still does not know how to provide certainty that a trade will be cleared - but an FIA-Isda meeting in New York gave attendees a chance to look at what is on offer Non-bank commodity traders should adopt Fed letter commitments, says BP executive BP's Alan Haywood says non-banks need to consider Fed letter commitments for the good of the industry Related news this week from other categories Trading positions - October 2011 Energy Risk catches up with the latest appointments, promotions and departures in global commodity markets More obligations for energy firms under EU's MAD revisions With the scope of the Market Abuse Directive set to widen to cover OTC commodities, energy companies could be subject to far greater disclosure obligations, finds Jay Maroo Solar failure raises questions about funding for renewables Pauline McCallion gauges industry opinion on the implications of the recent demise of solar company Solyndra for private and public investment in renewable energy   Related publications: Risk magazine, Credit, Structured Products, Asia Risk Related categories: Risk Management, Investment

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