News Centre

Office Of Financial Research Media Update - Contagion In The CDS Market

Date 01/12/2016

The OFR released a working paper today entitled, "Contagion in the CDS Market." This paper assesses the risk of contagion in the credit default swap (CDS) market. This risk emerges through the inability of CDS counterparties to make payments during systemic stress. The authors find that the central counterparty contributes significantly less to network contagion than do several peripheral firms that are large net sellers of CDS protection.

SEC Advisory Committee On Small And Emerging Companies To Hold Conference Call Meeting On December 7

Date 01/12/2016

The Securities and Exchange Commission today announced that its Advisory Committee on Small and Emerging Companies will hold a public meeting by telephone conference on December 7.

FTSE Russell: Straits Times Index (STI) Quarterly Review — There Are No Changes To The STI Constituents

Date 01/12/2016

FTSE Russell announces that there will be no changes to the constituents of the Straits Times Index, following the December quarterly review.

OCC Cleared Contract Volume Increased 20 Percent In November - Securities Lending Activity Up 35 Percent In November And 38 Percent Year-To-Date - Highest November Ever For Options Volume And Third Highest Month Ever For Cleared Futures Volume

Date 01/12/2016

OCC, the world’s largest equity derivatives clearing organization,announced today that cleared contract volume in November was up 20 percent from November 2015 with 393,515,089 contracts, making it the highest November ever for options volume on record. Average daily volume at OCC is down one percent in 2016 with 16,582,994 contracts. OCC cleared futures volume was up 109 percent in November with 10,313,172 contracts, making it the third highest month ever for cleared futures volume at OCC. OCC’s stock loan program reported strong volume numbers up 35 percent in November and year-to-date activity up 38 percent from 2015.

CME Group Energy Complex Reaches All-Time Daily High Of 4.5 Million Contracts - WTI Futures Surpass 2.5 Million Contracts For First Time - WTI Options Set New Record Trading Nearly 580,000 Contracts

Date 01/12/2016

CME Group, the world's leading and most diverse derivatives marketplace, experienced a record high in single-day Energy complex volume with 4,510,408 combined futures and options contracts traded on November 30, 2016, breaking the previous record of 3,932,201 contracts set on February 11, 2016.

Key Figures SIX Swiss Exchange And SIX Structured Products Exchange: November 2016

Date 01/12/2016

• Trading turnover in November 2016 of CHF 125.8 billion (+36.6% month-on-month)
• Trading turnover in the first 11 months of the year: CHF 1,171.6 billion (-8.0% versus the same period in the previous year of 2015)
• Number of trades in the first 11 months 43,774,231 (-8.2% versus the same period in 2015)

SEC Charges Asset Management Fund And Manager

Date 01/12/2016

The Securities and Exchange Commission today announced fraud charges and an asset freeze against Miami Beach-based asset management company Onix Capital LLC and owner Alberto Chang-Rajii, a Chilean national who fled the U.S. earlier this year.

EBA Updates List Of CET1 Instruments

Date 01/12/2016

The European Banking Authority (EBA) published today its fourth updated list of capital instruments that Competent Supervisory Authorities (CAs) across the European Union (EU) have classified as Common Equity Tier 1 (CET1). Since the publication of the previous update in September 2016, some new CET1 instruments have been assessed and evaluated as compliant with the Capital Requirements Regulation (CRR). The list will be maintained and updated on a regular basis.

ICE Brent Crude Benchmark Sets New Daily Volume Record

Date 01/12/2016

Intercontinental Exchange (NYSE:ICE), a leading operator of global exchanges and clearing houses and provider of data and listing services, today announced that ICE Brent Crude futures achieved a daily volume record of 1,963,147 contracts on November 30, 2016. The previous daily volume record was 1,526,965 contracts on July 15, 2014.

MGEX Reports 7th-Best Volume Month

Date 01/12/2016

MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), reports its 7th-highest total volume month, coming in at 225,377 contracts traded.