Individuals from Bloomberg, Tradeweb, and Baton Systems explore what’s next for fixed income in 2025 including the growth of credit index futures, technological innovation, advancements in data, and clearing.
The move builds on the bank’s drive to expand securities lending in the UAE and wider Middle East.
Expanded coverage will enable clients trading munis to benefit from accurate and unbiased reference pricing for the MSRB-reportable municipal bond market.
Wesley Bray explores the latest rule changes for fixed income clearing in the US, what institutions should be most conscious of, how to navigate these changes and what their impact will likely be on competition.
Distinguishing between investment grade (IG) and high-yield (HY) corporate bonds was labelled a key component to tap into greater transparency in more liquid bonds.
New appointment previously served as part of Morgan Stanley’s emerging markets cross asset sales team.
The development aims to offer sell-side clients simplified integration and connectivity to LTX, reduced operational risk and implementation costs, and improved time-to-market.
Confirmation and authorisation of the new CTPs is expected to be in Q4 next year, with go live dates anticipated to be in 2026.
The combination of S&P Global’s evaluated bond pricing with MarketAxess CP+ is expected to lead to more consistent pricing and greater efficiencies across the trade lifecycle.
“The new indicators are designed to provide transparency into unexpected market moves and show how markets have acted historically, helping to determine the potential vulnerabilities around shock events,” explained BNY.