Xmon tracks reference data requests and can validate them against a defined set of cost and/or volume-based rules. Xmon’s powerful rule engine applies controls at both the organization and user level as well as all levels in-between. It allows for proactive data access management to be implemented. Read more.
London Stock Exchange Group (LSEG) announces that it has signed an agreement to acquire MayStreet
London Stock Exchange Group (LSEG) announces that it has signed an agreement to acquire MayStreet, a leading market data solutions provider.
Founded in 2012, MayStreet provides high-quality global low latency technology and market data to over 65 industry participants, including banks, asset managers and hedge funds. MayStreet has an existing commercial partnership with LSEG to support LSEG’s Real-Time Direct feed offering. It has also served as a market data provider to the SEC’s Market Information Data Analytics System (MIDAS) since 2019.
TRG Screen: Euronext leverages INFOmatch to improve customers’ user experience
Global spending on financial market data hit another new record in 2021 – an important milestone for exchanges and end-users alike. Euronext leverages INFOmatch to improve customers’ user experience for onboarding, product ordering, usage reporting, compliance monitoring and self-servicing. Read more.
CME Resources on SOFR
A list of resources from CME’s presentation at June 1 FISD New York event. To view the presentation, please click here.
Please see below the links to critical CME Term SOFR resources and the presentation from the webinar.
Frequently Asked Questions
Answers to help you and your clients with the LIBOR transition. More>
How to license CME Term SOFR Reference Rates More>
Case Study: Transitioning a Direct Lender from LIBOR to CME Term SOFR
Learn how CME Term SOFR is helping private lenders servicing SMEs who want to stay aligned with borrowers’ operational and pricing requirements and manage asset impairments during the LIBOR transition. More>
Case Study: A Regional Bank Plans for a Post-Libor World
Read how banks that require a floating reference rate in trade finance, loan syndications, residential mortgages and more are reassessing strategies to manage the asset/liability mix amid the transition out of LIBOR. More>
Case Study: An African Commercial Bank’s Transition from USD LIBOR
Read how an African trade lender identified, selected and operationalized a new reference rate to replace LIBOR in its Trade Finance busines. More>
If you have any questions for CME Group, please email cmedatasales@cmegroup.com
BSO: Cloud connectivity and the future of financial markets
Discover the impact of poor cloud connectivity on commercial outcomes, key challenges and why optimising connectivity is vital for remaining competitive in the future of financial markets. A new BSO-commissioned study, conducted by independent research agency Coleman Parkes, surveyed 600 senior IT decision-makers in global financial organisations, including banks, trading firms, brokerages and financial and crypto exchanges. Learn more.
