Julie Ann Carruthers
Direttore/Membro del Consiglio presso CME Trade Repository Ltd.
Profilo
Julie Ann Carruthers has worked as a Director at CME Trade Repository Ltd.
since 2017.
Posizioni attive di Julie Ann Carruthers
Società | Posizione | Inizio |
---|---|---|
CME Trade Repository Ltd.
CME Trade Repository Ltd. Miscellaneous Commercial ServicesCommercial Services Part of CME Group, Inc., CME Trade Repository Ltd. is a derivatives marketplace that offers a wide range of futures and options products for risk management. Founded in 2013, the company is based in London, UK. The British company's services include short-term, limited risk contracts, equity index futures and options, and exchange-agnostic services to reduce systemic or counterparty risk throughout the trade lifecycle. The company also provides educational materials, reports, and analysis on market events and CME Group products. Additionally, CME Group Volatility Indexes (CVOL) measure market expectations on 30-day forward risk across six asset classes using a simple variance methodology. | Direttore/Membro del Consiglio | 02/10/2017 |
Esperienze
Posizioni ricoperte
Attive
Inattive
Società quotate in Borsa
Aziende private
Relazioni
Relazioni di 1° grado
Aziende connesse in 1º grado
Uomo
Donna
Amministratori
Dirigenti
Società collegate
Aziende private | 1 |
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CME Trade Repository Ltd.
CME Trade Repository Ltd. Miscellaneous Commercial ServicesCommercial Services Part of CME Group, Inc., CME Trade Repository Ltd. is a derivatives marketplace that offers a wide range of futures and options products for risk management. Founded in 2013, the company is based in London, UK. The British company's services include short-term, limited risk contracts, equity index futures and options, and exchange-agnostic services to reduce systemic or counterparty risk throughout the trade lifecycle. The company also provides educational materials, reports, and analysis on market events and CME Group products. Additionally, CME Group Volatility Indexes (CVOL) measure market expectations on 30-day forward risk across six asset classes using a simple variance methodology. | Commercial Services |
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- Julie Ann Carruthers