To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
|
|
|
- Felix McDaniel
- 6 years ago
- Views:
Transcription
1 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Monday, June 22, 2009 To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to and subscribe to the Performance Bond Rates Advisory Notice listserver. As per the normal review of market volatility to ensure adequate collateral coverage, the Chicago Mercantile Exchange Inc., Clearing House Risk Management staff approved the performance bond requirements for the following products listed below. The rates will be effective after the close of business on Tuesday, June 23, rates as of: Monday, June 22, 2009.
2 CC Outright Rates Description ISO CME CURRENCY FUTURES - Outright Rates AD/CD FUTURES (AC) AC AC Spec Decrease CAD 8,775 6,500 7,425 5,500 Hedge/Member Decrease CAD 6,500 6,500 5,500 5,500 AD/NE CROSS RATE FUTURES (AN) AN AN Spec Decrease NZD 7,425 5,500 6,750 5,000 Hedge/Member Decrease NZD 5,500 5,500 5,000 5,000 AFRICAN RAND FUTURES (RA) RA RA Spec Decrease USD 6,075 4,500 4,050 3,000 Hedge/Member Decrease USD 4,500 4,500 3,000 3,000 EC/AD CROSS RATE FUTURES (CA) CA CA Spec Decrease AUD 13,500 10,000 10,125 7,500 Hedge/Member Decrease AUD 10,000 10,000 7,500 7,500 EURO FX/SF FUTURES (RF) RF RF Spec Decrease CHF 3,780 2,800 3,375 2,500 Hedge/Member Decrease CHF 2,800 2,800 2,500 2,500 Page 2 of 6
3 CC Intra Spreads Description ISO CME CURRENCY FUTURES - Intra Spreads Australian Dollar (AD) - All Months (AUSTRALIAN DOLLAR FUTURES) AD AD Spec Decrease USD Hedge/Member Decrease USD Australian Dollar (AD) - All Months (E-MICRO AUD/USD FUTURES) M6A M6A Spec Decrease USD Hedge/Member Decrease USD British Pound (BP) - All Months (BRITISH POUND FUTURES) BP BP Spec Decrease USD Hedge/Member Decrease USD British Pound (BP) - All Months (E-MICRO GBP/USD FUTURES) M6B M6B Spec Decrease USD Hedge/Member Decrease USD Canadian Dollar (CD) - All Months (CANADIAN DOLLAR FUTURES) CD CD Spec Decrease USD Hedge/Member Decrease USD CME Chinese Renminbi/U.S. Dollar - All Months (U.S. DOLLAR\RENMINBI FUTURES) RM RM Spec Increase USD Hedge/Member Increase USD CME Korean Won/US Dollar (KRW) - All Months (KOREAN WON\U.S. DOLLAR FUTURE) KR KR Spec Increase USD Hedge/Member Increase USD Cross Rate Euro FX/Hungarian Forint (R) - All Months (HUNGARIAN FORINT/ EURO FX FUTURES) R R Spec Increase EUR Hedge/Member Increase EUR Cross Rate Euro FX/Norwegian Krone (CN) - All Months (EC/NKR FUTURES) CN CN Spec Increase NOK 2,025 1,500 2,700 2,000 Hedge/Member Increase NOK 1,500 1,500 2,000 2,000 Norwegian Krone - All Months (NKR/USD FUTURES) UN UN Spec Increase USD Hedge/Member Increase USD Turkish Lira FX (EUR) - All months (EURO/TURKISH LIRA FUTURES) TRE TRE Spec Decrease TRY 2,903 2,150 2,700 2,000 Hedge/Member Decrease TRY 2,150 2,150 2,000 2,000 Page 3 of 6
4 CC Intra Spreads Description ISO Turkish Lira FX (USD) - All months (U.S. DOLLAR TURKISH LIRA FUTURES) TRY TRY Spec Decrease TRY 3,611 2,675 2,700 2,000 Hedge/Member Decrease TRY 2,675 2,675 2,000 2,000 Page 4 of 6
5 Inter-commodity Spread Rates Ratio CME CURRENCY FUTURES - Inter-commodity Spread Rates AUSTRALIAN DOLLAR (AD) vs CROSS RATE AUSTRALIAN DOLLAR/NEW ZEELAND DOLLAR (AN) Spread Credit Rate Decrease +2:-1 50% 50% 40% 40% Australian Dollar (AD) vs. British Pound (BP) Spread Credit Rate Increase +3:-2 50% 50% 60% 60% Australian Dollar (AD) vs. Cross Rate Euro FX/Australian Dollar (CA) Spread Credit Rate Decrease +2:+1 80% 80% 75% 75% Australian Dollar (AD) vs. Euro FX (EC) Spread Credit Rate Increase +2:-1 40% 40% 55% 55% Australian Dollar (AD) vs. Zealand Dollar (NE) Spread Credit Rate Increase +1:-1 65% 65% 75% 75% BRITISH POUND (BP - CME) vs SWEDISH KRONA (SE - CME) Spread Credit Rate Increase +3:-1 0% 0% 65% 65% British Pound (BP) vs. Cross Rate EuroFX/British Pound (RP) Spread Credit Rate Increase +3:+2 50% 50% 65% 65% British Pound (BP) vs. Euro FX (EC) Spread Credit Rate Decrease +3:-2 60% 60% 50% 50% CME$Index (DR) vs. Swedish Krona (SE) Spread Credit Rate Increase +2:+1 40% 40% 60% 60% CME$Index (DR) vs. Swiss Franc (SF) Spread Credit Rate Increase +1:+1 55% 55% 70% 70% Cross Rate Euro FX/Canadian Dollar (CC) vs.euro FX (EC) Spread Credit Rate Increase +1:-1 0% 0% 50% 50% Cross Rate Euro FX/Norwegian Krone (CN) vs. Norwegian Krone (UN) Spread Credit Rate Increase +2:+1 60% 60% 70% 70% Cross Rate Euro FX/Swedish Krona (KE) vs. Swedish Krona (SE) Spread Credit Rate Increase +2:+1 60% 60% 70% 70% CROSS RATE EURO FX/SWISS FRANC (RF - CME) vs USD/CHF FUTURES (1SF - CME) Spread Credit Rate Increase +2:-27 30% 30% 50% 50% CROSS RATE EURO FX/SWISS FRANC (RF - CME) vs USD/CHF FUTURES (1SF - CME) vs EURO FX (EC - CME) Spread Credit Rate Increase +2:-27:-2 93% 93% 94% 94% Cross Rate Euro FX/Swiss Franc (RF) vs. Swiss Franc (SF) Spread Credit Rate Increase +2:+3 35% 35% 55% 55% Euro FX (EC) vs. Cross Rate Euro FX/Swiss Franc (RF) vs. Swiss Franc (SF) Page 5 of 6
6 Inter-commodity Spread Rates Ratio Spread Credit Rate Increase +2:+3:-2 98% 98% 99% 99% JAPANESE YEN (JY - CME) vs CHINESE RENMINBI/JAPANESE YEN (RMY - CME) Spread Credit Rate Increase +1:-1 0% 0% 50% 50% Page 6 of 6
UPDATED: Performance Bond Requirements
10-100 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: UPDATED: Performance Bond Requirements DATE: Tuesday, March 09, 2010 To receive
SUBJECT: Performance Bond Requirements Effective Wednesday, September 24 th, 2008
TO: FROM: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers CME Clearing SUBJECT: Performance Bond Requirements Effective Wednesday, September 24 th, 2008 DATE: To receive
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
17-423 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, November 09, 2017 To receive advanced
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
10-241 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Friday, June 04, 2010 To receive advanced
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Wednesday, May 31, 2017 To receive advanced notification
contract specifications for currency products
Specifications for Currency s Page 1 of 11 specifications for currency products & 0.0001=$10.00 AUSTRALIAN DOLLAR 100,000 Australian dollars AUSTRALIAN DOLLAR One Australian dollar futures BRAZILIAN REAL
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
15-103 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, April 09, 2015 To receive advanced
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
16-092 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, February 25, 2016 To receive advanced
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
18-362 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Tuesday, September 11, 2018 To receive advanced
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
17-474 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, December 07, 2017 To receive advanced
AED United Arab Emirates Dirham SAR Saudi Riyal. AUD Australian Dollar SEK Swedish Krona. CAD Canadian Dollar SGD Singapore Dollar
Currency Pairs: This is the term used to express one currency against another. Currency pairs are named by combining the 3- letter ISO codes of two currencies. The price of a currency pair always expresses
INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
Official Journal C 1 of the European Union Volume 62 English edition Information and Notices 3 January 2019 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
May 21, SUBJECT: HOLIDAY CLEARING SCHEDULE-MEMORIAL DAY, May 28, 2012
12-215 IMPORTANT MEMORANDUM TO: FROM: Clearing Member Firms Chief Financial Officers Back Office Managers CME Clearing SUBJECT: HOLIDAY CLEARING SCHEDULE-MEMORIAL DAY, May 28, 2012 For updated trading
Official Journal C 313
Official Journal C 313 of the European Union Volume 61 English edition Information and Notices 5 September 2018 Contents IV Notices NOTICES FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
17-355 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements TE: Thursday, September 14, 2017 To receive advanced
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing. Performance Bond Requirements
15-030 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, January 29, 2015 To receive advanced
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Thursday, March 29, 2018 To receive advanced notification
CME Group Acceptable Performance Bond Collateral for Base Guaranty Fund Products
CME Group Acceptable Performance Bond Collateral for Base Guaranty Fund Products Asset Class Cash Guaranty Fund100% Australian dollar British pound Canadian dollar Euro Japanese yen New Zealand dollar
STANDARD VARIABLE ACCOUNT
FX STANDARD VARIABLE ACCOUNT SPREAD 3 AUDCAD Australian Dollar vs Canadian Dollar SPOT 2.4 3.1 0.00001 0.25% 400 to 1 0.01 Lot 100 Lots 1 Lot = 100,000 AUD - 24 HRS - AUDCHF Australian Dollar vs Swiss
Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers TO: FROM: CME Clearing SUBJECT:
16-247 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, June 24, 2016 To receive advanced
INITIAL & MAINTENANCE EXCHANGE MINIMUM MARGINS. AGRICULTURE (In U.S. Dollars)
INITIAL & MAINTENANCE EXCHANGE MINIMUM MARGINS with the opening of business on Monday, March 30, 2009, the margin requirements are as listed below. Information shown in red indicate latest changes. AGRICULTURE
Exchange rates for the Eighth Replenishment of IFAD s resources
Document: REPL.VIII/4/R.11 Agenda: 6 Date: 21 October 2008 Distribution: Public Original: English E Exchange rates for the Eighth Replenishment of IFAD s resources Consultation on the Eighth Replenishment
Official Journal C 398
Official Journal C 398 of the European Union Volume 60 English edition Information and Notices 24 November 2017 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
19-007 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, January 04, 2019 To receive advanced
CME Exchange Open Interest Report - Monthly
CME Exchange Report - Monthly Interest Rate Futures 1-MONTH EURODOLLAR 201 2,881-93.0% 353-43.1% EURODOLLARS 14,045,418 12,672,724 10.8% 14,239,640-1.4% SOFR 33,538 0-30,181 11.1% Interest Rate Options
Official Journal C 373
Official Journal C 373 of the European Union Volume 60 English edition Information and Notices 4 November 2017 Contents IV Notices NOTICES FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
FX BRIEFLY. 12 December Helaba Research. Performance on a month-over-month basis
Helaba Research FX BRIEFLY 12 December 2018 AUTHOR Christian Apelt, CFA phone: +49 69/91 32-47 26 research@helaba.de EDITOR Claudia Windt PUBLISHER: Dr. Gertrud R. Traud Chief Economist/ Head of Research
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
18-071 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements TE: Thursday, February 15, 2018 To receive advanced
FX BRIEFLY. 8 June Helaba Research. Performance on a month-over-month basis
Helaba Research FX BRIEFLY 8 June 2018 AUTHOR Christian Apelt, CFA phone: +49 69/91 32-47 26 research@helaba.de EDITOR Claudia Windt PUBLISHER: Dr. Gertrud R. Traud Chief Economist/ Head of Research The
FX BRIEFLY. 9 August Helaba Research. Performance on a month-over-month basis
Helaba Research FX BRIEFLY 9 August 2018 AUTHOR Christian Apelt, CFA phone: +49 69/91 32-47 26 research@helaba.de EDITOR Claudia Windt PUBLISHER: Dr. Gertrud R. Traud Chief Economist/ Head of Research
STANDARD VARIABLE ACCOUNT
STANDARD VARIABLE ACCOUNT MAJOR FX SPOT 1 Lot = 100,000 units of base currency HOURS (UK TIME) 2 24 HRS 2,4 TYPICAL SPREAD3 (Pips) MARGIN LEVERAGE CADJPY Canadian Dollar vs Japanese Yen 4.0 0.5% 200 to
CME Exchange Volume Report - Monthly
Interest Rate Futures 1-MONTH EURODOLLAR 1,282 8,012-84.0% 5,552-76.9% 14,511 15,993-9.3% EURODOLLARS 54,086,440 51,369,120 5.3% 87,329,250-38.1% 301,761,099 243,992,551 23.7% Interest Rate Options EURODOLLARS
CME Exchange ADV Report - Monthly July 2018 Page 1 of 6
CME Exchange Report - Monthly July 2018 Page 1 of 6 Interest Rate Futures 1-MONTH EURODOLLAR 54 105.25-49.1% 376.52-85.8% 216 295-26.6% EURODOLLARS 1,846,766 2,026,367.55-8.9% 2,534,638.43-27.1% 3,168,525
Payment Transaction BUSINESS BANKING
Payment Transaction BUSINESS BANKING Payment transaction information Payment instructions will be processed on the same business day if we receive them before the relevant cut-off time on that day. Any
STANDARD VARIABLE ACCOUNT
FX AUDCAD AUDCHF AUDJPY AUDNZD AUDUSD CADJPY CHFJPY CHFTRY EURAUD EURCAD Canadian Swiss Franc US Canadian vs Swiss Franc vs Swiss Franc vs Turkish Lira Euro vs Australian Euro vs Canadian STANDARD VARIABLE
Official Journal C 248
Official Journal C 248 of the European Union Volume 61 English edition Information and Notices 16 July 2018 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
CME Exchange Volume Report - Monthly
Interest Rate Futures 1-MONTH EURODOLLAR 0 2,091-100.0% 115-100.0% 31,742 49,955-36.5% EURODOLLARS 72,841,873 52,213,924 39.5% 55,083,996 32.2% 634,288,868 543,415,667 16.7% SOFR 184,935 0-87,706 110.9%
Official Journal C 406
Official Journal C 406 of the European Union Volume 60 English edition Information and Notices 30 November 2017 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND
Listing of bonds. at the Stuttgart Stock Exchange
Listing of bonds at the Stuttgart Stock Exchange Agenda 1. Two Market segments for different demands 2. Listing criteria in general 3. Listing Criteria specifically for bonds 4. Trading and settlement
FX BRIEFLY. 10 October Helaba Research. Performance on a month-over-month basis
Helaba Research FX BRIEFLY 10 October 2018 AUTHOR Christian Apelt, CFA phone: +49 69/91 32-47 26 research@helaba.de EDITOR Claudia Windt PUBLISHER: Dr. Gertrud R. Traud Chief Economist/ Head of Research
PAYMENT TRANSACTION. Your payment transaction information
PAYMENT TRANSACTION Your payment transaction information Contents Payment transaction information 1 Outbound domestic payments 2 Inbound domestic payments 3 International payments 4 Outbound international
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
CH-ADV-17-454 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Monday, November 27, 2017 To receive
STANDARD VARIABLE ACCOUNT
STANDARD VARIABLE ACCOUNT MAJOR FX LEVERAGE 30 : 1 MARGIN 3,33% MIN VOLUME 0.01 Lot / position CONTRACT SIZE 1 Lot = 100,000 units of base currency HOURS (UK TIME) 24 HRS 2,4 (Pips) CADJPY Canadian Dollar
The rates will be effective after the close of business on Friday, March 09, 2012.
12-106 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, March 09, 2012 To receive advanced
Interest Rates for Deposit Products
8, Othonos str. GR 105 57 Athens GCR: 000223001000 www.eurobank.gr Rates for Deposit Products Clarifications: The product interest rates are base rates which can increase or decrease in special circumstances.
The rates will be effective after the close of business on Saturday, January 22, 2011.
11-22 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements: DATE: Thursday, January 20, 2011 To receive advanced
Notice margin parameters
Risk Notice 2018-027 5 th April 2018 Notice margin parameters LCH SA sets the margin parameters for the SPAN Cash algorithm pursuant to the Instruction IV.2-1, margin parameters for the additional margins
FX BRIEFLY. 11 January Helaba Research. Performance on a month-over-month basis
Helaba Research FX BRIEFLY 11 January 2018 AUTHOR Christian Apelt, CFA phone: +49 69/91 32-47 26 research@helaba.de EDITOR Markus Reinwand, CFA PUBLISHER: Dr. Gertrud R. Traud Chief Economist/ Head of
Official Journal C 270
Official Journal C 270 of the European Union Volume 60 English edition Information and Notices 15 August 2017 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
Deposit Interest Rates
Deposit Interest Rates Royal Bank of Canada (Channel Islands) Limited ("the Bank") offers fixed term deposits and other interest bearing accounts in most of the major currencies subject to the Bank's General
Deposit Interest Rates
Deposit Interest Rates Royal Bank of Canada (Channel Islands) Limited ("the Bank") offers fixed term deposits and other interest bearing accounts in most of the major currencies subject to the Bank's General
Deposit Interest Rates
Deposit Interest Rates Royal Bank of Canada (Channel Islands) Limited ("the Bank") offers fixed term deposits and other interest bearing accounts in most of the major currencies subject to the Bank's General
Deposit Interest Rates
Deposit Interest Rates Royal Bank of Canada (Channel Islands) Limited ("the Bank") offers fixed term deposits and other interest bearing accounts in most of the major currencies subject to the Bank's General
Deposit Interest Rates
Deposit Interest Rates Royal Bank of Canada (Channel Islands) Limited ("the Bank") offers fixed term deposits and other interest bearing accounts in most of the major currencies subject to the Bank's General
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Friday, June 16, 2017 To receive advanced notification
Forex Product Specification Sheet
Foreign Exchange Products The foreign exchange market is notably the largest market in the world. Due to this large size and liquidity many believe that this is the most efficient financial market. It
Risk-free interest rate term structures. Report on the. Calculation of the UFR for 2019
EIOPA-BoS-18/141 21 March 2018 Risk-free interest rate term structures Report on the Calculation of the UFR for 2019 Executive summary EIOPA has calculated the ultimate forward rate (UFR) for 2019 in accordance
STANDARD CFD - Floating Spread Financial Instruments. MetaTrader. Starting 06 November Standard Transaction Spread in Pips
STANDARD CFD - Floating Spread Financial s MetaTrader Starting 06 November 2016 Name AUDCAD. Description Australian Dollar to Canadian Dollar on the interbank Nominal value of one Lot Size of one Pip Minimum
Official Journal C 270
Official Journal C 270 of the European Union Volume 61 English edition Information and Notices 1 August 2018 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
PROFESSIONAL CFD - Floating Spread Market Execution Offer. xstation. Starting 06 November Commission for opening a transaction
PROFESSIONAL CFD - Floating Spread Market Execution Offer xstation Starting 06 November 2016 Name AUDCAD AUDCHF AUDJPY AUDNZD Description Australian Dollar to Canadian Dollar on the interbank. Australian
Official Journal C 300
Official Journal C 300 of the European Union Volume 61 English edition Information and Notices 27 August 2018 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
Annual Market Review Portfolio Management
2016 Annual Market Review 2016 Portfolio Management 2016 Annual Market Review This report features world capital market performance for the past year. Overview: Market Summary World Asset Classes US Stocks
PRODOTTO DEFINIZIONE SPREAD MEDIO VARIABILE
FOREX PRODOTTO DEFINIZIONE SPREAD MEDIO VARIABILE (Pips) AUDCAD Australian dollar Canadian dollar 2.4 AUDCHF Australian dollar Swiss franc 2.4 AUDJPY Australian dollar Japanese yen 1.9 AUDUSD Australian
MPG End-2014 G-SIB template
Size Indicator Section 2 - Total Exposures GSIB Amount in thousand EUR a. Counterparty exposure of derivatives contracts 1012 2.324.745 2.a. b. Gross value of securities financing transactions (SFTs) 1013
IMPORTANT MEMORANDUM SUBJECT: HOLIDAY SCHEDULE-CHRISTMAS DAY-FRIDAY, DECEMBER 25, 2009
09-558 IMPORTANT MEMORANDUM TO: FROM: Clearing Member Firms Chief Financial Officers Back Office Managers CME Clearing SUBJECT: HOLIDAY SCHEDULE-CHRISTMAS DAY-FRIDAY, DECEMBER 25, 2009 Thursday, December
Notice margin parameters
Risk Notice 2017-084 25 th August 2017 Notice margin parameters LCH SA sets the margin parameters for the SPAN Cash algorithm pursuant to the Instruction IV.2-1, margin parameters for the additional margins
SUBJECT: REVISED: HOLIDAY SCHEDULE-MARTIN LUTHER KING JR. DAY, MONDAY, JANUARY 18, 2010
10-11 January 12, 2010 IMPORTANT MEMORANDUM TO: FROM: Clearing Member Firms Chief Financial Officers Back Office Managers CME Clearing SUBJECT: REVISED: HOLIDAY SCHEDULE-MARTIN LUTHER KING JR. DAY, MONDAY,
Margin parameters on cash securities
Risk Notice 2019-043 25 th January 2019 Margin parameters on cash securities LCH SA sets the margin parameters for the SPAN Cash algorithm pursuant to the Instruction IV.2-1 margin parameters for the additional
NOTICE MARGIN PARAMETERS
RISK NOTICE 2014-033 23 May 2014 NOTICE LCH.CLEARNET SA sets the margin parameters for the SPAN Cash algorithm pursuant to the Instruction IV.2-1, margin parameters for the additional margins to cover
2017 Annual Market Review
2017 Annual Market Review 19 2017 Annual Market Review This report features world capital market performance for the past year. Overview: Market Summary World Asset Classes US Stocks International Developed
Finding Quality Income
KCNY 9/30/2018 Finding Quality Income An Overview of Opportunities Within China s Interbank Bond Market info@kraneshares.com 1 Introduction to KraneShares About KraneShares Krane Funds Advisors, LLC is
Citi Dublin Funds Transfer Cut-off Times
Citi Dublin Funds Transfer Cut-off Times and Routing Information Standard Payment Processing Cut-off Times Customer Settlement Instructions Citi Dublin (1/3) Standard Payment Processing Cut Off Times The
An Extract from NIFD and CLS Joint Forum Publication: Foreign Exchange Market Infrastructure to Support Stability of RMB Internationally.
An Extract from NIFD and CLS Joint Forum Publication: Foreign Exchange Market Infrastructure to Support Stability of RMB Internationally. 1. Introduction As China moves toward a more market driven financial
Official Journal C 245
Official Journal C 245 of the European Union Volume 61 English edition Information and Notices 13 July 2018 Contents II Information INFORMATION FROM EUROPEAN UNION INSTITUTIONS, BODIES, OFFICES AND AGENCIES
SPREAD BETTING - MARKET INFORMATION SHEET
SPREAD BETTING - MARKET INFORMATION SHEET MAJOR FX LEVERAGE 30 : 1 MARGIN 3,33% TRADING HOURS (UK TIME) 24 HRS 2,4 (Pips) CADJPYSB Canadian Dollar vs Japanese Yen 3,4 CHFJPYSB Swiss Franc vs Japanese Yen
JPMorgan Diversified Return International Currency Hedged ETF Schedule of Portfolio Investments as of July 31, (Unaudited)
Schedule of Portfolio Investments as of July 31, 2017 (Unaudited) THE UNAUDITED CERTIFIED MUTUAL FUNDS HOLDINGS LIST ( the List ) IS TO BE USED FOR REPORTING PURPOSES ONLY. IT IS NOT TO BE REPRODUCED FOR
An Overview of Opportunities Within China s Interbank Bond Market
KCNY 2/3/207 Finding Quality Income An Overview of Opportunities Within China s Interbank Bond Market info@kraneshares.com Introduction to KraneShares About KraneShares Krane Funds Advisors, LLC is the
APPENDIX ECONOMIC INDICATORS DEVELOPED ECONOMIES
QUARTERLY INVESTMENT STRATEGY Third Quarter 15 19 APPENDIX ECONOMIC INDICATORS DEVELOPED ECONOMIES Purchasing Managers EMERGING ECONOMIES Purchasing Managers US Eurozone Japan Brazil Russia India China
An Overview of Opportunities Within China s Interbank Bond Market
KCNY 2/3/208 Finding Quality Income An Overview of Opportunities Within China s Interbank Bond Market info@kraneshares.com Introduction to KraneShares About KraneShares Krane Funds Advisors, LLC is the
Citi Supplier Finance Supplier Agreement and Supplier Setup Form Checklist
Supplier Agreement and Supplier Setup Form Checklist Page 2: Foreign Exchange Supplement to Supplier Agreement (Manual Discount) Complete the Foreign Exchange Supplement to Supplier Agreement on Page 2
Forex Currency Pairs Forex Terminology Spread Lot Size. Margin and Leverage Pip Value Volume. BearBullTraders.com. All Right Reserved.
Forex Currency Pairs Forex Terminology Spread Lot Size Margin and Leverage Pip Value Volume Forex = Foreign Exchange Forex Trading = Buy or Sell contracts for a currency pair based on fundamental and technical
TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing. Performance Bond Requirements
11-407 TO: Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Wednesday, November 09, 2011 To receive advanced
GEF-6 REPLENISHMENT: FINANCING FRAMEWORK (PREPARED BY THE TRUSTEE)
Fourth Meeting for the Sixth Replenishment of the GEF Trust Fund April 16-17, 2014 Geneva, Switzerland GEF/R.6/Inf.11 March 28, 2014 GEF-6 REPLENISHMENT: FINANCING FRAMEWORK (PREPARED BY THE TRUSTEE) TABLE
Q3 and 9M 2018 Trading Update
Q3 and 9M 2018 Trading Update DISCLAIMER This presentation may contain forward looking statements based on current expectations and projects of the Group in relation to future events. Due to their specific
Discount Rates I. The Riskfree Rate. Aswath Damodaran
27 Discount Rates I The Riskfree Rate The Risk Free Rate: Laying the Foundations 28 On a riskfree investment, the actual return is equal to the expected return. Therefore, there is no variance around the
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear! 73 Rich 49 Even Sell! Short Call Spread
FX Trading Strategies for March 6, 2018 (based on closing prices for March 5, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.77670 17 Bear!
Foreign exchange market, exchange rate developments, and international reserves 2018
No. 2/2019 January 18, 2019 Foreign exchange market, exchange rate developments, and international reserves 2018 The króna depreciated by 6.4% in 2018, and turnover in the interbank foreign currency market
2016 Annual Market Review
2016 Annual Market Review 2016 Annual Market Review This report features world capital market performance for the last year. Overview: Market Summary World Asset Classes US Stocks International Developed
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear 46 Fair 2 Puts! Sell Short Call Spread
FX Trading Strategies for August 16, 2018 (based on closing prices for August 15, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.72310 29
FX Trading Strategies for August 7, 2018
FX Trading Strategies for August 7, 2018 (Based on closing prices for August 6, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.73840 33 Bear
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear 34 Cheap 8 Puts! Sell Long Put Spread
FX Trading Strategies for August 23, 2018 (based on closing prices for August 22, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.73490 30
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear 52 Fair 59 Even Sell Long Put Spread
FX Trading Strategies for March 7, 2018 (based on closing prices for March 6, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.77800 34 Bear
To receive advanced notification of Performance Bond (margin) changes, through our free automated mailing list, go to
ADV: TO: CH ADV 16-237 Clearing Member Firms Chief Financial Officers Back Office Managers Margin Managers FROM: CME Clearing SUBJECT: Performance Bond Requirements DATE: Monday, June 20, 2016 To receive
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bull 7 Cheap! 15 Puts Buy Long Call
FX Trading Strategies for August 9, 2018 (based on closing prices for August 8, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.74310 66 Bull
FX Trading Strategies for August 9, 2018
FX Trading Strategies for August 9, 2018 (Based on closing prices for August 8, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.74310 66 Bull
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bull 24 Cheap 31 Puts Buy Long Call
FX Trading Strategies for November 1, 2018 (based on closing prices for October 31, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.70820
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear! 79 Rich 18 Puts Sell! Short Call Spread
FX Trading Strategies for October 22, 2018 (based on closing prices for October 19, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.71150
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear 75 Rich 37 Puts Sell Short Call Spread
FX Trading Strategies for February 20, 2018 (based on closing prices for February 19, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.79120
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear 70 Rich 47 Even Sell Short Call Spread
FX Trading Strategies for February 21, 2018 (based on closing prices for February 20, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.78760
Trend 1 Volatility 2 Skew 3 Correlation 4. Trades. AUD/USD Bear 10 Cheap 1 Puts! Sell Long Put
FX Trading Strategies for September 17, 2018 (based on closing prices for September 14, 2018) FX Pair 1 Volatility 2 Skew 3 Correlation 4 Trades Best Trade Today oqti oqvi oqsi oqti vs. oqvi AUD/USD.71500