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CeFDex Becomes First CFD Provider With Branch Office In Austria - Branch Office Opened In Vienna Today - Customers In Austria Have Direct Access To Services And Extended Product Range - Following Spain, Second EU Market Tapped Within Very Short Time - CFD Expert Robert Ulm To Manage Business In Austria

Date 21/01/2013

CeFDex, one of the leading providers of contracts for difference (CFDs) on the German market, has taken a second important step in its expansion into Europe and the retail customer business. From today, the company is offering its range of products and services directly to Austrian private customers locally. By opening a branch office in Vienna, CeFDex makes clear its ambitions for the Austrian CFD market. After its successful launch in Spain, the securities trading bank is now also offering its services in Austria in line with German banking standards. Harald Patt, Member of the CeFDex Management Board with responsibility for software development, IT and trading in the company, said: “CeFDex has again demonstrated its efficiency by rolling out its successful business model in a second important EU market, Austria, within a very short period of time. This brings us another step nearer to our goal of covering all major markets in Europe.”
Squawker And SIX Financial Information Form Partnership - Squawker Participants To Execute Pan-European Block Trades Always At Consolidated Mid-Price And Consolidated VWAP

Date 21/01/2013

Squawker®, the negotiation venue for sell-side block trading, and SIX Financial Information, today announced the signing of a new partnership. According to the agreement, SIX Financial Information will supply Squawker with real-time, pan-European market data via its flagship product Market Data Feed (MDF) allowing Squawker participants to execute pan-European block trades always at consolidated mid-price and consolidated VWAP. The announcement, which comes shortly after news of Squawker’s addition to the BT Radianz Cloud, underlines the new venue’s commitment to building solid relationships with robust, quality and trusted financial services providers.
ESMA Calls For Improvements In Disclosures Related To Goodwill Impairment

Date 21/01/2013

The European Securities and Markets Authority (ESMA) has today published a review of 2011 IFRS financial statements related to impairment testing of goodwill - the value of intangible assets which has a quantifiable value - and other tangible assets. The review, which looked into the accounting practices of a sample of 235 European issuers from 23 countries, found €800bn (€790bn in 2010) worth of goodwill balances in the 2011 financial statements of issuers, with 5% (c. €40bn) of that amount recognised as impairment losses in 2011.
TOM Launches Index Options After A Successful Start In Equity Options

Date 21/01/2013

After a successful introduction of equity options, as of today, TOM is offering trading in options based on the value of the AEX index.
Moscow Exchange Announces Intention To Float On Its Own Platform

Date 21/01/2013

OJSC Moscow Exchange MICEX-‐RTS ("Moscow Exchange” or the “Company”) announces its intention to proceed with an initial public offering (the "Offering") of ordinary shares (the " Shares") with a view to being listed on Moscow Exchange’s own trading platform, CJSC MICEX Stock Exchange.

Tokyo Stock Exchange: New 4ETNs To Be Listed On Feb. 18, 2013 (Mon.)- Nomura Group,"NEXT NOTES" Series

Date 21/01/2013

Today, Tokyo Stock Exchange, Inc. (TSE) approved the listings of the following trust beneficiary certificates(Japanese Depositary Receipts;hereinafter "JDRs")whose trust assets are exchange traded notes (indicator-tracking securities; hereinafter "ETNs") issued by Nomura Europe finance N.V.(※）.These will be listed on Monday, February 18,2013.
(※)A wholly subsidiary of Nomura Holdings,Inc.(Netherlands-registered)
Osaka Securities Exchange SPAN Parameter Updated - January 28, 2013 To February 01, 2013

Date 21/01/2013

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.
Opening Remarks at Investor Advisory Committee Meeting By SEC Chairman Elisse Walter

Date 18/01/2013

Good morning. It is a pleasure to be with you today, and to make my first public appearance as SEC Chairman with you, a group who has chosen to dedicate yourselves to looking at the issues we face through the eyes of the investors we are dedicated to protect.
MIAX Options Exchange System Issue – MIAX Quote Mitigation

Date 18/01/2013

The MIAX Options Exchange has identified a system issue related to MIAX quote mitigation where the MIAX Top of Market (ToM) and OPRA data feeds may not have properly updated a bid or offer when the previously displayed bid or offer was subject to mitigation and then subsequently traded or was cancelled. The issue occurred from December 7, 2012 through January 11, 2013 and resulted in the appearance that a bid or offer that was no longer in effect was still in force. While internally the MIAX systems properly reflected the correct MBBO, the external quote indicated that there was still interest available at the filled or cancelled bid or offer price. It should be noted that no erroneous trades occurred as a result of this behavior and these incidents represented less than .01 % of all MIAX MBBO updates. Once the issue was identified, in order to avoid any further issues, the quote mitigation setting was reduced from 10% to 0% on January 14, 2013. See Regulatory Circular 2013-01.
CFTC Staff To Host Public Roundtable To Discuss The “Futurization Of Swaps”

Date 18/01/2013

The Commodity Futures Trading Commission (CFTC) today announced that staff will hold a public roundtable on January 31, 2013, from 9:30 a.m. to 3:15 p.m., to discuss the “futurization” of the swaps market. The roundtable will consist of four panels, discussing 1) general industry views and concerns regarding the conversion of swaps to futures in each asset class; 2) clearing and different margin requirements for swaps and futures; 3) transaction-related matters including appropriate block rules for swaps and futures; and 4) the effect of the conversion of swaps to futures on end-users.