FTSE Mondo Visione Exchanges Index:
News Centre
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Date 15/01/2013
FinArch And FRSGlobal Rebrand To Wolters Kluwer Financial Services
Wolters Kluwer Financial Services, a leading worldwide provider of comprehensive risk management, compliance, finance and audit solutions for the financial services industry, today announced that its FinArch finance, risk and performance measurement products and its FRSGlobal financial risk and regulatory reporting products will now go to market under the company brand, Wolters Kluwer Financial Services.
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Date 15/01/2013
HKEx Market Statistics 2012
Click here to download HKEx market statistics for 2012.
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Date 15/01/2013
Shenzhen Stock Exchange Issue And Enforce Standards For Public Condemnation On Companies Listed On SME Board
Recently, Shenzhen Stock Exchange officially release Standards for Public Condemnation on Companies Listed on SME Board (hereinafter is referred as SME Standards for Public Condemnation), which defines the standards for actions that elicit public condemnation on companies listed on SME Board. The Standards, which will come into effect immediately, further improve the mechanism of discipline punishment, self-discipline, supervision and law enforcement.
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Date 15/01/2013
TMX Atrium Enhances London To Moscow Latency - Offering Ultra-Low Latency Access Via Stockholm
TMX Atrium, provider of smarter infrastructure solutions for the financial community, today announced a new development of its London to Moscow via Stockholm connectivity path. The enhanced London, Amsterdam, Stockholm path offers upgraded ultra-low latency connectivity for customers trading across multiple locations.
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Date 15/01/2013
Cyprus Stock Exchange Monthly Bulletin – December 2012
Click here to download Cyprus Stock Exchange's monthly bulletin for December 2012 .
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Date 15/01/2013
RTS Selects KVH To Expand Trading Solutions In Japan - Delivering Proximity Hosting And Low-Latency Connectivity Services To Major Japanese Exchanges Through KVH’s Global Network And Data Centers
RTS Realtime Systems Group (RTS), a leading global trading solutions provider, today announced it has launched p roximity hosting and low-latency connectivity services in Japan by leveraging KVH Co. Ltd., Asia’s leading information delivery platform headquartered in Tokyo, Japan. These services, available from the new RTS Tokyo data center in the KVH facility, will enable the firm’s global and local clients to achieve ultra-low latency access to Japan’s major stock, futures and options exchanges.
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Date 15/01/2013
NZX Notice Of Financial Assistance Transaction To CEO Tim Bennett
Please see attached notice of financial assistance transaction to be sent to shareholders of NZX Limited today.
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Date 15/01/2013
Osaka Securities Exchange: SPAN Parameter Updated (Jan. 21, 2013 - Jan. 25, 2013)
SPAN Parameter is the fundamental data for calculating margin requirements and is used for calculating "SPAN Risk Parameter Files" which are distributed on a daily basis.
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Date 14/01/2013
Statement By CFTC Commissioner Scott D. O’Malia - Approving Portfolio Margining Of Swaps And Security Based Swaps In 4d(f) Accounts
Today the Commission has issued an order granting a request made by ICE Clear Credit, L.L.C. (ICE), submitted pursuant to §4d of the Commodity Exchange Act, to hold security-based-swaps in §4d(f) cleared swaps customer accounts subject to the CFTC’s jurisdiction. The SEC is in the process of approving a complementary exemptive order allowing security-based-swaps to be held outside securities accounts in §4d(f) cleared swaps customer accounts. Clearing Member Banks of a Designated Clearing Organization (DCO) have been allowed to margin their proprietary swaps in a single account since November of 2011. This order will extend the same level of capital efficiency to buy-side firms trading credit default protection.
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Date 14/01/2013
LCH.Clearnet Implements Industry-Leading Default Management Process For Bonds And Repos - Unique Loss Allocation Arrangements Designed In Close Collaboration With Leading Fixed Income Market Participants
LCH.Clearnet Ltd, the multi-national clearing house’s UK-based CCP, has put in place best-in-class systemic risk mitigation for bonds and repo cleared through its RepoClear service by implementing formal loss allocation arrangements. LCH.Clearnet Ltd’s loss allocation arrangements, which are unique to the bond and repo market, were designed in close collaboration with leading fixed income market participants.
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