Intercontinental Exchange (ICE) has agreed to acquire fixed income volatility indices, including the Merrill Lynch Option Volatility Estimate (MOVE) family of indices, from Bank of America Merrill Lynch. The MOVE Index is a well-recognised measure of US interest rate volatility and can provide a signal for changing risk sentiment in fixed income markets. ICE will also acquire variations of MOVE that track different option expiries, as well as other indices that measure volatility in the US interest rate swap market. The indices will become part of ICE Data Indices, which leverages ICE Data Services’ pricing, reference data and analytics solutions.
A-Team Insight Briefs
Recorded Webinar: The challenges of managing data for regulatory compliance and business performance
Don’t miss this opportunity to view the recording of this recently held webinar. Regulatory compliance is non-negotiable and business performance based on a solid understanding of data is no longer a ‘nice to have’ but critical to success. The webinar will consider the challenges of sourcing and managing data for both compliance and performance, identify...
Welcome to TradingTech Insight (TTI), a dedicated section of A-Team Group’s exciting new A-Team Insight website with a mission to keep you up date with all that’s new in trading technology, give you exclusive insights into hot topics, and provide you with information that will add value to your work. TradingTech Insight leverages A-Team’s trading...
The TradingTech Summit in London brings together European senior-level decision makers in trading technology, electronic execution and trading architecture to discuss how firms can use high performance technologies to optimise trading in the new regulatory environment.
The potential of a reference data utility model has been discussed for many years, and while early implementations failed to gain traction, the model has now come of age as financial institutions look for new data management models that can solve the challenges of operational cost reduction, improved data quality and regulatory compliance. The multi-tenanted...