News Centre

IDEAglobal: Timing Price & Volatility European Markets

Date 10/08/2012

Historical Performance

Forecast, Period A (May 25^th to May 28^th): there is an impulse in volatility in all asset markets to May 28^th ('risk off') +/- 2 days. 

Outcome: VIX index surges 30% from 21.30 on May 25^th to 27.73 on June 4^th.

Forecast, Period B (June 11^th to June 18^th): return to the next leg of the risk off phase and a significant rise in volatility (+/- 2 days). 

Outcome: VIX surges 25% from 19.87 low on June 11^th to 24.81 on June 14^th.

ISDA Asia-Pacific Monthly Update - July 2012

Date 10/08/2012

Regulatory Activities

Singapore

On July 9, ISDA met with MAS to discuss the current status of the CCP and TR implementation in the region, the development of a client clearing addendum by the ISDA/FOA working group, ISDA’s DFA protocol project and the Eurozone contingency planning.

Hong Kong

On July 12, ISDAOn July 12, ISDA and Davis Polk met with the Hong Kong Monetary Authority, Securities and Futures Commission and Financial Services and Treasury Bureau of the HKSAR to brief them on the CFTC Cross-border Swap Guidance.

TOM MTF Statistics Week 32

Date 10/08/2012

Click here to download the weekly statistics update of TOM MTF for week 32 - 2012. 

ISDA Response To The EC On Timing Of Own Funds Requirements For Exposures To A CCP In The Capital Requirements Directive (CRD IV)

Date 10/08/2012

Click here to download the ISDA response to the EC on the timing f f Own Funds Requirements for Exposures to a Central Counterparty in the Capital Requirements Directive (“CRDIV”).

Gérard Rameix Appointed Chairman Of The Autorité Des Marchés Financiers

Date 10/08/2012

Gérard Rameix was appointed Chairman of the Autorité des Marchés Financiers by  Decree of the French President on 1st August 2012.

MGEX Announces Maximum Regular Warehouse Fees For Deliveries On New Apple Juice Concentrate Futures Contract

Date 10/08/2012

MGEX, a Designated Contract Market (DCM) and Derivatives Clearing Organization (DCO), is pleased to issue the below clarification involving fees charged for deliveries on the Apple Juice Concentrate (AJC) futures contract.

SEC Charges Mutual Fund Adviser With Failing To Turn Over Records To SEC Examiners

Date 10/08/2012

The Securities and Exchange Commission today charged a Florida-based investment manager and his firm for failing to provide SEC examiners with records of a mutual fund advisory business that invested in NASCAR-related stocks.

Deutsche Börse: Cayman Islands Stock Exchange (CSX) To Use Xetra Technology

Date 10/08/2012

The Cayman Islands Stock Exchange (CSX) is to use Deutsche Börse's electronic trading system from spring 2013. Participants at the CSX will then have access to a high-performance trading infrastructure which facilitates highest possible market transparency. Moreover, they will benefit from all future improvements to the system and associated services.

The Board Of Directors Of Moscow Exchange Decides To Convene An Extraordinary General Meeting Of Shareholders

Date 10/08/2012

On August 9, 2012 the Moscow Exchange Board of Directors held a meeting. The meeting participants considered issues related to preparation to an IPO and made the decision to convene and hold an Extraordinary General Meeting of the Exchange"s shareholders in September 21, 2012.

Knight Capital Group Calls In Consultants To Review Systems After August 1 System Snafu

Date 10/08/2012

Knight Capital Group in a 10-Q quarterly filing made on 9 August said that it had initiated an internal review into its August 1 system malfunction at the opening of trading at the NYSE on August 1, 2012.