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  • OneChicago Reports May Volume

    Date 05/06/2009

    OneChicago, LLC today reported that 107,919 security futures contracts traded at the Exchange in May 2009. YTD volume stands at 704,813.

  • CME Group Announces The Launch Of Six New Petroleum Swap Futures Contracts

    Date 05/06/2009

    CME Group, the world's largest and most diverse derivatives exchange, today announced the launch of six financially settled petroleum swap futures contracts available through CME ClearPort®, a set of flexible clearing services open to over the counter (OTC) market participants to substantially mitigate counterparty risk and provide capital efficiencies across asset classes, beginning June 14. These new futures contracts will be listed for trading on, and subject to, the rules and regulations of

  • Tokyo Stock Exchange Monthly Short Selling Value

    Date 05/06/2009

    Click here to download Tokyo Stock Exchange's short selling value for May 2009.

  • London Stock Exchange Group: Equity Value Traded In May Up 9 Per Cent On Previous Month

    Date 05/06/2009

    The average daily value traded on the equity order books of London Stock Exchange Group during May was £8.2 billion (€9.2 billion). This was an increase of nine per cent on the average daily value traded during April this year, though down by 36 per cent compared with the same month last year. The average daily number of trades was 1.0 million, an increase of 14 per cent year on year, though down by two per cent compared with April.

  • TMX Group Inc. Welcomes Role As Information Processor For Exchange-Traded Equity Securities

    Date 05/06/2009

    Today, the Canadian Securities Administration (CSA) announced that TSX Inc., the wholly-owned subsidiary of TMX Group Inc. (TMX) will act as an information processor for exchange-traded equity securities for a period of five years commencing July 1, 2009. “We are extremely pleased with the CSA’s announcement,” said Tom Kloet, TMX CEO. “We are confident that the TMX solution is best able to serve the interests of market participants.”

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