ICE Extends ICE Risk Model 2 to Interest Rate Markets
ICE is extending its ICE Risk Model 2 portfolio-margining methodology to its U.K. and European interest rate and fixed income derivatives complex, including Euribor, €STR, SONIA, SARON, and Gilts contracts. IRM 2 already margins more than 1,300 contracts across ICE's energy and financial markets, and the rates expansion comes during a record year with rates open interest up 23% YoY and average daily volume up 47% YTD.
Key figures
- Rates adv ytd
- 47%
- Rates open interest yoy
- 23%
- Contracts margined under irm2
- more than 1,300
AI analysis
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