Category Archives: Derivatives Industry

ICE Collateral Balances Report – two digit years and Y2K workarounds

That pesky Y2K issue is back to haunt us … ICE are providing maturity dates in the Collateral Balances report with just two digits for the year. These maturity dates can be thirty or more years into the future. And … Continue reading

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ISDA FpML Training Course – Notes

A member of the team attended one of ISDA’s London training session on FpML (the basic FpML Training Course, 26-Nov-2013).   The good? + Rather natty FpML 5 User Guide + Authoritative talk on interest rate derivatives from Harry McAllister … Continue reading

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10 Things You Never Wanted To Know About The Eurex 13 Clearing Feed

Here’s a handy list of quirks and gotchas you won’t find in the documentation for the Eurex 13 trade confirmation stream (): (1) When a trade is posted on a G1/G2 account (automated give-up), the trade confirmation message (000) will … Continue reading

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DerivSource.com OTC Derivatives Twitterview

We have wandered into the world of the Twitter for this blog entry. We attended, if indeed “attended” is the right word for it, a Twitterview with DerivSource (The online community and information source for professionals active in derivatives processing, … Continue reading

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ISS-MAG.COM Post-Trade Technology Summit Conference Notes

The first ISS Post Trade Technology conference was a small but perfectly-formed occasion, down at the Hilton in Canary Wharf (sponsored by my friends at Volante amongst others). Thanks to an excellent question from one of the moderators, it seemed that the make … Continue reading

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IDX 2011 Conference Notes

We attended the second day of IDX, with the intention of focussing primarily on clearing. Some themes we picked up: Static data is a problem for everyone Everyone is aware of SunGard’s dominance in Middle and Back Office, but no-one knows … Continue reading

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