News and Notes

NY Fed to publish 3 reference rates in Q2 2018

High-yield ETFs attract record demand from short sellers

Risk: Hong Kong prepares boost to equity derivatives booking

BCBS consults on framework for market discipline via regulatory disclosures

CBRC will ease caps on foreign ownership of Chinese FIs

Vermeg completes Lombard acquisition

BoE examines financial stability post-crisis

Deutsche Börse’s Teis updates on blockchain projects

ISDA identifies gap in margin call issuance, proposes best practices for collateral STP

US Treasury recommends significant OLA reforms and limits

LIBOR transition uncertainty raises risks, wait-and-see approach unwise says report

ESMA’s Ross addresses short selling regulation

Tradeweb sees 44% jump in Q4 2017 repo volumes yoy

BoE publishes annual report on FMI supervision

CurveGlobal’s 3-month SONIA futures contract to launch in Q2, fee free through 2018

BIS researchers examine negative swap spreads, find underfunded pension plans

Euroclear reports gains across operations for 2017

BoE consults on cyber reporting obligation for CCPs

Jeff Bonaldi to leave Citi Agency Lending today

Institutional investors to boost MMFs on Basel III, EU reforms

JPX’s derivatives market using Cinnober for clearing and CCP risk

ESRB makes recommendations to ESMA on liquidity and leverage in funds

IOSCO consults on retail OTC: FX derivatives, binary options, CFDs

WSJ: fees for futures proposed by Trump administration

ECB publishes new guidelines on haircuts, collateral, and Eurosystem monetary policy implementation

BoE research shows OIS rates measure monetary policy expectations

German central bank’s Dombret on the future relationship between Germany and the UK in finance after Brexit

ECB, ESMA announce euro risk-free rate working group

ESMA issues conflict of interest guidelines for CCPs

CurveGlobal raises £20mn in latest funding round, SONIA futures launch announced

NEX RR partners with Delta Capital for SFTR

BNY Mellon report shows central banks diversifying in search for yield

ESMA publishes EMIR position calculation consultation responses

SimCorp launches new buyside tool to manage regulations, collateral for alternatives alongside traditional investments

Fed, OCC among agencies seeking comment on swap margin rule amendments

ION to acquire Openlink Financial

New ESMA short sale rule could affect Scrip and Rights trades

FT: stock lending by ETF operators worries investors

European Commission launches the EU Blockchain Observatory and Forum

Bloomberg: QS Holdco launches stock lending lawsuit as banks seeks dismissal of US pension fund class action

Bloomberg: US custodian banks to benefit most under planned US Leverage Rule revisions

ESMA finds CCPs resilient to extreme market shocks after stress test

Securities finance exchange One Chicago up 14% in January yoy

OCC seclending CCP activity up 29% in January yoy

CFTC: Introducing ENNs: A Measure of the Size of Interest Rate Swap Markets

IOSCO issues recommendations on liquidity risk management for investment funds

Industry associations launch benchmark transition roadmap

ECB’s Cœuré talks about what yield curves are saying

Reuters: EU seeks to soften rules for tackling failing banks

REGIS-TR confirmed as the SFTR trade repository for Clearstream and Eurex