Data

DERIVSOURCE: FIA’s Staci Parrish on Standardizing Execution Source Data

VP discusses the new DMIST Execution Source Code Standard, industry adoption and efforts to reduce post-trade errors.
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DERIVSOURCE: Post-Trade Optimization Gains Ground in Derivatives

Derivatives firms are increasingly investing in infrastructure and automation to improve capital efficiency.
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Smaller Contracts Expand Across U.S. Listed Derivatives

CME’s E-nano launch adds to the range of smaller-sized futures and options.
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FIA’s Walt Lukken on the Race to Reshape Markets in 2026

CEO discusses the industry’s biggest priorities for the rest of 2026.
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DERIVSOURCE: Applying Agentic AI in Portfolio Risk Analysis and Derivatives

Legacy platforms are not fit for purpose, guest author Prashant Panjwani writes.
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DERIVSOURCE: Thomas Jasper on 40 Years of Derivatives Evolution and Innovation

Trading veteran and author discusses electronic trading, AI and emerging risks across derivatives markets.
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Options Gain Ground as Structural Shifts Reshape Listed Derivatives Markets

FIA and Marex examined the factors driving exchange-traded derivatives activity in Q2 2026.
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How Firms Can Assess Derivatives Competence Before it Becomes a Risk Problem

Derivatives experience is much more than just a line on a CV, Max Heppleston of H-Squared writes.
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CFTC Drops Reporting Requirements for Physical Commodity Swaps

The move eliminates a Dodd-Frank era data infrastructure mandate for swaps market participants.
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CFTC and SEC Launch Review of Portfolio Margining Rules

Expanded portfolio margining could improve liquidity and collateral efficiency.

 

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