About a-team Marketing Services
The knowledge platform for the financial technology industry
The knowledge platform for the financial technology industry

A-Team Insight Blogs

ABN Amro Clearing Bank Distributes Fidessa Derivatives EMS

Subscribe to our newsletter

ABN Amro Clearing Bank has extended its relationship with Fidessa to allow the clearer to distribute the software vendor’s derivatives execution management system (EMS). This follows ABN Amro’s 2016 harmonisation of its global multi-asset market access by replacing numerous vendor and in-house systems with Fidessa’s XTP technology, and means the clearer can now present clients with a globally consistent and performant market access layer to more than 110 futures, options, equities and FX markets delivered out of 11 locations around the world.

James Fairweather, global head of execution services at ABN Amro, says handling over 16 million trades daily and covering the world’s leading exchanges across Europe, the Americas and Asia Pacific requires a robust, scalable and flexible platform. Fidessa, he adds, provides intelligent futures and options execution capabilities, including algorithms, synthetic strategies and other smart order types.

ABN Amro’s work with Fidessa also supports compliance with Markets in Financial Instruments Directive II (MiFID) which comes into force on January 3, 2018 and extends 2007 MiFID trading requirements around equities to futures markets.

Justin Llewellyn-Jones, global head of derivatives at Fidessa, comments: “Along with ensuring that our clients have access to the best execution capabilities, Fidessa is also heavily vested in ensuring that they will be MiFID II ready. Along with our dedicated regulation practice that was established several years ago, we have invested over 10,000 man days of R&D this year alone in ensuring our solutions meet the regulation’s requirements.”

Subscribe to our newsletter

Related content

WEBINAR

Upcoming Webinar: Navigating the Build vs Buy Dilemma: Cloud Strategies for Accelerating Quantitative Research

Date: 20 May 2026 Time: 10:00am ET / 3:00pm London / 4:00pm CET Duration: 50 minutes For many quantitative trading firms and asset managers, building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive steps in establishing a new research capability. Sourcing data, normalising symbologies, handling corporate actions and maintaining...

BLOG

LSEG Secures Major Bank Investment to Overhaul Post-Trade Landscape Ahead of T+1

The London Stock Exchange Group (LSEG) has announced a significant partnership with a consortium of 11 leading global banks, who will collectively invest to take a 20% stake in LSEG’s Post Trade Solutions business. The £170 million investment values the unit at £850 million and signals a collaborative push to innovate and standardise the derivatives...

EVENT

Data Management Summit London

Now in its 16th year, the Data Management Summit (DMS) in London brings together the European capital markets enterprise data management community, to explore how data strategy is evolving to drive business outcomes and speed to market in changing times.

GUIDE

Valuations – Toward On-Demand Evaluated Pricing

Risk and regulatory imperatives are demanding access to the latest portfolio information, placing new pressures on the pricing and valuation function. And the front office increasingly wants up-to-date valuations of hard-to-price securities. These developments are driving a push toward on-demand evaluated pricing capabilities, with pricing teams seeking to provide access to valuations at higher frequency...