News Centre

VIX Futures Open Interest Reaches New High

Date 11/01/2013

The CBOE Futures Exchange, LLC (CFE®) announced that open interest in futures on the CBOE Volatility Index® (VIX® Index) reached a new all-time high of 438,038 contracts this morning. This morning's high surpassed the previous high mark of 431,265 VIX futures contracts on September 18, 2012.

Direct Edge Technical Notice #13-01: Attribution Message Testing

Date 11/01/2013

In order to provide continued opportunities to test the receipt of attributed orders through EdgeBook Depth^SM, effective Monday, January 14, 2013, EDGA^® Exchange and EDGX^®Exchange will generate and disseminate attributed orders for the following test symbol in production on a daily basis:

• ZVZZT

SEC: Order Disapproving Proposed Rule Change To Establish "Benchmark Orders" Under NASDAQ Rule 4751(f)

Date 11/01/2013

On May 1, 2012, The NASDAQ Stock Market LLC (“NASDAQ” or “Exchange”) filed with the Securities and Exchange Commission (“Commission”), pursuant to Section 19(b)(1) of the Securities Exchange Act of 1934 (“Act”) and Rule 19b-4 thereunder, a proposed rule change to establish various “Benchmark Orders” under NASDAQ Rule 4751(f). The proposed rule change was published for comment in the Federal Register on May 17, 2012.  On June 26, 2012, the Commission extended to August 15, 2012, the time period in which to approve the proposed rule change, disapprove the proposed rule change, or institute proceedings to determine whether to disapprove the proposed rule change.

TOM MTF Statistics Week 2, 2012

Date 11/01/2013

Click here to download the weekly statistics update of TOM MTF for week 2 - 2013. 

The Autorité Des Marchés Financiers Applies The ESMA Guidelines On The Compliance Function Requirements

Date 11/01/2013

The Autorité des Marchés Financiers incorporated the ESMA guidelines on certain aspects of the MiFID compliance function requirements (2012/388) in its position 2012-17 (published today), which will apply as of 28 January 2013.

NYSE Arca Continues To Hold #1 Position For U.S. Exchange Traded Product Listings And Exchange Trading

Date 11/01/2013

NYSE Euronext (NYX) today announced NYSE Arca, its fully electronic U.S. equities market, continued to hold the leading position in Exchange Traded Products (ETPs) listings and exchange trading in 2012. NYSE Arca market makers provided the best bid or offer of any exchange, nearly 90% of the time, for all U.S. ETPs. NYSE Arca also maintained the highest level of market share amongst all ETP U.S. exchanges at over 20% for all of 2012.

Fifth Progress Note On The Global LEI Initiative

Date 11/01/2013

This is the fifth of a series of notes on the implementation of the legal entity identifier (LEI)initiative. The first progress note is available here, the second note here, the third note here, and fourth note here. Please also see G20 progress note here, LEI ROC Charter here, and allocation of pre-LOU prefixes for pre-LEI issuance here.

Athens Exchange: Creation Of The Customized “Hellenic Mid & Small Cap Index”

Date 11/01/2013

As part of its specialized services provided regarding the design, creation, measurement and management of indices, the  Athens Exchange announces the creation of the Hellenic Mid & Small Cap Index designed for and in cooperation with the NBG Asset Management M.F.M.C., in order to be used as a Benchmark on the yield of the mutual funds. 

Technology Sector Experiences Resurgence On Toronto Stock Exchange And TSX Venture Exchange In 2012 - TSX And TSXV Host 2012 Cantech Letter Awards To Recognize Top Technology Stocks

Date 11/01/2013

During 2012, the technology sector experienced a resurgence in Canada. The top 35 technology issuers, ranked by market capitalization at December 31, 2012, had an average share price appreciation of 31% in 2012. More than half of these companies saw their share price increase by over 20% and only seven saw their share price decrease in 2012.

Burgundy: 54 % Of Trading In Swedish Equities On Alternative Marketplaces During 2012

Date 11/01/2013

During 2012 about 54 (47) percent of the total  Swedish equity trading was executed on alternative marketplaces. Burgundy  reached a market share in Swedish equities of about 2.98 (3.88) percent during  2012. Fragmentation has increased throughout 2012. During 2011 about 47 percent  was traded on alternative marketplaces compared with 40 percent in 2010. The  total market turnover for Swedish equity trading decreased in 2012 with about 8  percent compared to 2011.