Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

News Centre

  • Standard & Poor's Announces Changes In S&P/TSX Canadian Indices

    Date 27/02/2004

    Standard & Poor's Canadian Index Operations announces the following index changes effective after the close of business on Friday, February 27, 2004: In anticipation of the successful completion of a plan of arrangement whereby Moore Wallace Incorporated (TSX:MWI) will be acquired by R.R. Donnelley & Sons (NYSE:DNY), Moore Wallace Incorporated will be removed from the S&P/TSX Composite, S&P/TSX Capped Composite, S&P/TSX MidCap and S&P/TSX Capped Industrials indices. Moore Wallace Inc

  • SEC Fee Rate Advisory #8 For Fiscal Year 2004

    Date 27/02/2004

    As required by Section 31 of the Securities Exchange Act of 1934, the Commission must make a mid-year rate adjustment to the Section 31 transaction fee rate. Effective April 1, 2004, the Section 31 transaction fee rate for fiscal 2004 will decrease from the current rate of $39.00 per million to a revised rate of $23.40 per million. This rate change does not apply to the Section 31 assessment on security futures transactions, which will remain at the current rate of $0.009 per round turn transact

  • Nymex To Launch PJM Electricity Options On March 5

    Date 27/02/2004

    The New York Mercantile Exchange, Inc., announced today that it will launch options on its PJM monthly electricity futures contract on March 5.

  • KOFEX Weekly Bulletin No.176 - February 20, 2004

    Date 27/02/2004

    Please click here to view the KOFEX Weekly Bulletin No.176 - February 20, 2004.

  • HKFE Announces Revised Margins For Futures Contracts

    Date 27/02/2004

    Hong Kong Futures Exchange Limited (HKFE), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEx), announced today that with effect from the commencement of trading on Monday, 1 March 2004, the minimum margins to be collected by an Exchange Participant from its clients in respect of their dealings in the following futures contracts will be as outlined in the table below. The adjustments are based on the clearing company's normal procedures and standard margining methodology