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NYSE Liffe U.S. Trades Nearly 20,000 Futures On DTCC GCF Repo Index In First Week - Valued At $100 Billion With Nearly 11,000 In Open Interest - Diverse Customer Participation With Average Daily Volume Of 4,000 Contracts-

Date 23/07/2012

NYSE Liffe U.S., the innovative U.S. futures exchange of NYSE Euronext (NYX) today announced the successful completion of the first week of trading in futures based on the DTCC GCF Repo Index^TM. In the first full week of trading, NYSE Liffe U.S. executed 19,959 contracts, valued at approximately $100 billion with 10,980 lots of open interest by week end. The new market featured participation from a diverse customer base from go-live with all transactions processed and cleared seamlessly throughout the first week of trading.
The AMF Clarifies The Rules Applying To Public Offerings Of Securities On Alternext Paris

Date 23/07/2012

The AMF clarifies the rules applying to public offerings of securities on Alternext Paris
Hellenic Exchanges S.A. H1 2012 Financial Results

Date 23/07/2012

The consolidated net after tax profits of Hellenic Exchanges Group in the first half (H1) of 2012 amounted to €7.1m vs. €16.8m in H1 2011, reduced by 57%. The net after tax profit per share in H1 2012 amounted to €0.12 vs. €0.23 in the corresponding period last year, posting a smaller – 48% - reduction, due to the gain from the valuation of the bonds remaining in the Group’s portfolio.
CME Group - Restoring Confidence In Futures Markets: An Open Letter To Our Customers

Date 23/07/2012

CME Group is appalled by the recent misuse of segregated funds by two firms, MF Global Inc. and PFG, particularly since there has never been anything like it in the history of the futures industry.
The Autorité Des Marchés Financiers Accepts A New Market Practice Relating To Liquidity Contracts For Bonds

Date 23/07/2012

The set-up of a liquidity contract for bonds is intended to improve the liquidity of the secondarybond market. As with the equity market, this practice comes within a framework whereby it requires prior approval from the AMF.

UK's Financial Services Authority: Six Found Guilty Of Operating Insider Dealing Ring

Date 23/07/2012

Following a four and a half month trial at Southwark Crown Court, Ali Mustafa, Pardip Saini, Paresh Shah, Neten Shah, Bijal Shah, and Truptesh Patel have been convicted of offences relating to insider dealing between 2006 and 2008, when they were arrested.
Tel Aviv Stock Exchange Rules For ETN Underlying Indices And Leveraged ETNs

Date 23/07/2012

The Exchange-traded notes (ETN) market has developed rapidly in Israel over the past few years, as has the market for exchange-traded funds abroad. As of the middle of 2012 more than 300 ETN series tracking bonds and share price indices trade on the Tel Aviv Stock Exchange (TASE). The value of the public float in these instruments exceeds US $ 12.5 billion.
Temporary Ban Of Short Positions On Stocks Admitted To Trading In A Spanish Regulated Market

Date 23/07/2012

European securities markets are going through a period of extreme volatility which might cause their disorderly functioning and affect to the normal development of financial activity. In these conditions it is necessary to review the operation of securities markets in order to ensure financial stability.
ESMA Announces An Open Hearing On The AIFMD

Date 23/07/2012

This hearing will cover the guidelines on sound remuneration policies under the AIFMD. It will take place at ESMA offices on 25 September. For further information and to sign up, please click here.
Thomson Reuters Expands Elektron Data Offering For US Customers - Company Launches Next Generation Consolidated Feed For Chicago-Based Market Participants And Delivers Low Latency Canadian Direct Exchange Feeds To US Elektron-Hosted Customers

Date 23/07/2012

Thomson Reuters has launched two new Elektron data solutions that will help US market participants have lower latency access to broader and deeper content from financial markets venues. The first initiative sees Thomson Reuters launch its next generation consolidated feed, Elektron Real Time, in Chicago to provide local market participants with full tick depth-of-market data from multiple venues around the world. Secondly, customers using Elektron hosting centres in Chicago and New York can now access low latency direct feeds from Canadian venues to fuel cross-border algorithmic and systematic trading strategies.