Futures and Options Hub
What’s moving markets. What you need to know
CME-LCH basis collapses amid rates downturn
Brexit and recent LCH initial margin raise could also be factors
A look under the hood of Span 2, CME’s new margin engine
VAR-based framework has new ways of netting contracts and setting volatility floors and more
Span 2: a fine balance
Switching margin model means walking a tightrope of competing interests amid regulatory scrutiny