Introduction of new products and data sources

Interactive Data Launches Liquidity Indicators for Europe


On April 14, 2016, Interactive Data, announced its Liquidity Indicators Service for European and Asia-Pacific corporate and sovereign securities. This represents an expansion of its North American services, and leverages the same fixed-income evaluated pricing and reference data content that supports pricing and trading functions at the world’s leading financial institutions and asset managers.

Interactive Data Launches Liquidity Indicators Service in Europe

The launch of European Liquidity Indicators supports firms’ liquidity risk management needs across a range of market conditions. The indicators include estimates of the projected trade volume capacity of a fixed income security, which can be used in conjunction with information on a firm’s position to estimate the number of days to exit a position under various scenarios. In addition to expanding the range of securities available, the service includes a new feature that calculates the expected market price impact based on a firm’s target days to liquidate, as well as the projected days to liquidate when target price impact thresholds are set.

In addition to U.S. corporates, Latin-American corporates, and municipal bonds which have been available since 2015, the coverage now includes TBA-eligible mortgage-backed securities pass-throughs (MBS PTs), agency debentures and European corporate and sovereigns, as well as Asia-Pacific corporates and sovereigns.

Read the original announcement

 Effective Date: April 14, 2016


Next
Next

More Articles on Finance

Introduction of new products and data sources Two New iShares ETFs With a Focus on Sustainability Launched on Xetra

Two new exchange-listed index funds issued by BlackRock have been tradable via Xetra and Börse Frankfurt since July 13, 2016. The new iShares factor ETFs enable investors to participate in the performance of companies with high ESG ratings, i.e. those that ... Read more »

Data Sources: Deutsche Boerse  |  Effective Date: July 13, 2016

Introduction of new products and data sources Nifty 50 Futures Listed on Taiwan Futures Exchange

On June 30, 2016, India Index Services & Products Limited (IISL), a National Stock Exchange (NSE) group company and Taiwan Futures Exchange (TAIFEX) announce their cooperation plan to introduce Nifty 50 futures based on the leading equity index of NSE ... Read more »

Data Sources: TAIFEX  |  Effective Date: June 30, 2016

Introduction of new products and data sources Taiwan Futures Exchange Receives Certification from CFTC for TOPIX Futures

On July 26, 2016, the Taiwan Futures Exchange (TAIFEX) obtained Commission Certification for its TOPIX Futures contract from the United States Commodity Futures Trading Commission (CFTC). The TAIFEX TOPIX Futures contract can now be offered and sold to U.S. persons. ... Read more »

Data Sources: TAIFEX  |  Effective Date: July 26, 2016

Delisting of products and data sources Dow Jones Delists CME FX$Index Futures

Effective March 28, 2016, Chicago Mercantile Exchange Inc. (CME) delisted the Dow Jones CME FX$IndexTM Futures contract (Rulebook chapter:  404; Code: FXD).  The contract was listed for trading on the CME Globex electronic platform and for submission for clearing via ... Read more »

Data Sources: CME  |  Effective Date: March 28, 2016

Introduction of new products and data sources NYSE Amex Options launches Binary Return Derivatives (ByRDs)

On April 21, 2016, the NYSE Amex Options platform of the NYSE MKT exchange commenced trading of Binary Return Derivatives (ByRDsSM). ByRDs are a new listed equity options product with limited profit potential and defined risk for both buyers and ... Read more »

Data Sources: NYSE  |  Effective Date: April 21, 2016

Introduction of new products and data sources NSE and SGX Launch the First Offshore Indian Sector Futures

India Index Services & Products Limited (IISL), a National Stock Exchange (NSE) group company, and Singapore Exchange (SGX) introduce futures on Indian sector-specific index futures on SGX. This is the first time that derivatives on Indian sector indices are being ... Read more »

 Effective Date: March 29, 2016

Introduction of new products and data sources CBOE to List Options on FTSE 100, FTSE China 50 Indexes

The Chicago Board Options Exchange (CBOE) announced that it plans to list options on the FTSE 100 and FTSE China 50 indexes beginning March 29, 2016. The announcement was made by CBOE Holdings CEO Edward Tilly at a press briefing ... Read more »

 Effective Date: March 29, 2016

Introduction of new products and data sources Montréal Exchange to Launch Eris-based Canadian Dollar Interest Rate Swap Futures

On March 16, 2016, Montréal Exchange (MX) announced that it will expand its interest rate derivatives offering with the launch of Canadian Dollar Interest Rate Swap Futures based on the Eris MethodologyTM. These new swap futures contracts will be cleared ... Read more »

Data Sources: M-X  |  Effective Date: March 16, 2016

Introduction of new products and data sources DB X-trackers ETF on US Dollar-Denominated Corporate Bonds with Currency Hedge Launched on Xetra

A new db x-trackers bond index ETF from Deutsche Asset Management’s product offering has been tradable via Xetra and Börse Frankfurt since March 7, 2016. Name: db x-trackers Barclays USD Corporate Bond UCITS ETF (DR) (EUR) Asset class: bond index ETF ISIN: IE00BZ036J45 Total ... Read more »

Data Sources: Xetra  |  Effective Date: March 07, 2016

Introduction of new products and data sources New db X-trackers Bond Index ETF Launched on Xetra

A new db x-trackers bond index ETF from Deutsche Asset & Wealth Management has been tradable via Xetra and Börse Frankfurt since January 27, 2016. Name: db x-trackers II iBoxx $ Treasuries UCITS ETF Asset class: bond index ETF ISIN: LU0429459356 Total expense ratio: ... Read more »

Data Sources: Xetra  |  Effective Date: January 27, 2016

 

Page 1 of 8112345...102030...Last »