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Total Return Futures Come Into Focus Due To 2020 Market Uncertainty

Several financial market dislocations associated with heightened equity market volatility impacted trading earlier this year. This market activity attracted new traders to total return futures (TRFs) as the relationship between short-term and long-term repo rates fell outside of historical norms.

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Auctions and optimal outcome

Auctions are an important part of market structure and we are open to ongoing dialogue and innovation in this space. We do wish to highlight that whenever auctions are used as a matching model these should be truly price forming and competitive. Most importantly, to support fair and transparent trading, market participants should be provided with as much information as possible during auctions and we support the enabling of this as far as possible. We are pleased to see recognition of Paul R Milgrom and Robert B Wilson’s work on improvements in auction theory and the possibility of new auction formats

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The Tech Starters program is a great initiative – whether you are a graduate or an experienced hire, not many tech people have prior exposure …

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