The Powerful Impact of ‘Triple Witching’ – Traders Magazine

By Phil Mackintosh, Senior Economist, Nasdaq There are many reasons for market trading volumes to increase. For example, we know from previous work that market volumes tend to be higher on index rebalance dates or when broader macroeconomic events cause an increase in trading. Triple Witching, or the expiration of multiple derivatives products simultaneously, is another key event that causes […]

Regulatory Harmonisation Critical to OTC Derivatives Reporting – Regulation Asia

The fragmentation of trade reporting rules and the lack of a common data set across jurisdictions hinders transparency and global risk monitoring, writes DTCC’s Priya Kundamal. Market disruptions often spur change. In response to the 2008 Global Financial Crisis, one of the G20 reforms was to mandate the reporting of over-the-counter (OTC) derivatives transactions to […]