Julie Ann Carruthers
Directeur/Membre du Conseil chez CME Trade Repository Ltd.
Profil
Julie Ann Carruthers has worked as a Director at CME Trade Repository Ltd.
since 2017.
Postes actifs de Julie Ann Carruthers
| Sociétés | Poste | Début |
|---|---|---|
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. | Directeur/Membre du Conseil | 02/10/2017 |
Expériences
Fonctions occupées
Actives
Inactives
Sociétés cotées
Entreprise privées
Relations
Relations au 1er degré
Entreprises liées au 1er degré
Homme
Femme
Administrateurs
Exécutifs
Sociétés liées
| Entreprise privées | 1 |
|---|---|
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 |
