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  • Program Trading Averaged 26.4 Percent Of NYSE Volume During July 8-12

    Date 18/07/2013

    The New York Stock Exchange, a subsidiary of NYSE Euronext (NYX), today released its weekly program-trading data compiled from member firms' executed volume from NYSE's orders database.  The report includes trading on the NYSE for July 8-12.

  • Scila In Strategic Relationship With FIMAS

    Date 18/07/2013

    Scila AB is pleased to announce a strategic relationship with FIMAS GmbH, as an implementation partner for Scila Compliance in the German marketplace.

  • Thomson Reuters Signs Exclusive Agreement To Distribute IPSOS Global Primary Consumer Sentiment Index - Ipsos PCSI Rebrands As Thomson Reuters Ipsos PCSI

    Date 18/07/2013

    Thomson Reuters, the world's leading source of intelligent information for businesses and professionals, today announced the signing of an exclusive agreement to be the sole distributor of the Ipsos Monthly Global Primary Consumer Sentiment Index (PCSI). The new Thomson Reuters Ipsos PCSI will help financial institutions, private business and government bodies measure 11 key conditions as perceived by primary consumers in 24 countries in order to deliver the most comprehensive data set available on current and future country and personal economic conditions, intentions and expectations.

  • CME Group And trueEX Work Together To Deliver Credit Spread Futures New Indexes From S&P Dow Jones Indices

    Date 18/07/2013

    CME Group, the world’s leading and most diverse derivatives marketplace, and trueEX, LLC, the first CFTC-regulated electronic exchange for swaps, today announced a non-binding agreement to forge a strategic partnership to develop trueEX Credit Spread Futures contracts based on the newly created S&P Indices that would be distributed to the global futures markets on CME Globex, subject to a final agreement.

  • S&P GSCI Dynamic Roll Capped Component 35/20 Launched By S&P Dow Jones Indices

    Date 18/07/2013

    S&P Dow Jones Indices announced today the launch of the S&P GSCI® Dynamic Roll Capped Component 35/20 reflecting the total return available through an unleveraged investment in the specific commodities of the S&P GSCI Dynamic Roll while employing the S&P Capped Component 35/20 methodology. The Index contains the specific commodity futures contracts of the S&P GSCI Dynamic Roll and is calculated using the rules of the S&P GSCI Dynamic Roll, but modified to apply the Capped Component 35/20 rules for capping according to the ESMA guidelines on UCITS issues.

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