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TABB Group: US Equity Broker Business Demands For 2010 Set To Outpace Trading Technology Budgets - Bandwidth, Virtualization And Storage Are The Biggest Game Changers According To Senior IT Managers Trying To Do More With Less

Date 05/01/2010

Speed will continue to be the name of the game for US equity brokers but according to a new study published today by TABB Group, “US Equity Technology 2010: The Sell Side Perspective,” business demands beyond latency in 2010 may outpace their trading technology budgets.
The Options Clearing Corporation Announces Its Busiest Year Ever

Date 05/01/2010

The Options Clearing Corporation (OCC) announced today that 2009 was the busiest year in the 36-year history of the clearinghouse with record levels of options trading and major expansions of its futures and stock loan services.
Standard & Poor's Announces Changes In The S&P/TSX Venture Composite Index

Date 05/01/2010

Standard & Poor's will make the following changes in the S&P/TSX Venture Composite Index after the close of trading on Tuesday, January 5, 2010: The shares of Bayswater Uranium Corporation (TSXVN:BAY) will trade under the new ticker symbol "BYU" and the new CUSIP number 073174 20 3. The shares of the company will be consolidated on a 1-for-10 basis. The shares of Red Dragon Resources Corp. (TSXVN:DRA) will trade under the new ticker symbol "BGC" and the new CUSIP number 105885
NYSE Arca Achieves Sub-Millisecond Speed For Order Execution - Universal Trading Platform Offers Customers New Standard Of Performance For Speed, Cost Efficiency, Capacity And Functionality

Date 05/01/2010

NYSE Arca, NYSE Euronext’s all-electronic U.S equities exchange and already one of the fastest equities markets, is further speeding up its order execution time with the implementation of the company’s Universal Trading Platform. NYSE Arca customers are experiencing roundtrip executions of 650 microseconds for Nasdaq-listed issues, and 950 microseconds for NYSE- and NYSE Arca-listed issues, which generally have deeper books and more orders.
Commodity Futures Trading Commission Releases Staff Report On Cotton Futures And Option Market Activity During The Week Of March 3, 2008

Date 05/01/2010

The U.S. Commodity Futures Trading Commission (CFTC) today released a staff report on cotton futures and option market activity during the week of March 3, 2008. The report discusses cotton price increases leading up to and during that week and notes that the CFTC Division of Enforcement conducted an investigation and did not uncover evidence that prices had been manipulated. The report also discusses action taken by ICE Futures U.S. after the week of March 3, 2008, and lists staff recommendat

BM&FBOVESPA Registers Record Fourth Quarter Trading - Average Daily Volume In The Equities Segment Reaches BRL 6.8 Billion During The Fourth Quarter Of 2009

Date 05/01/2010

The average daily financial volume traded at the Brazilian Securities, Commodities and Futures Exchange – BM&FBOVESPA equity markets reached a record BRL 6.840 billion during the fourth quarter of 2009. The amount surpasses in 3.34% the previous record, of BRL 6.618 billion, set during the fourth quarter of 2007. It is also 31.19% greater than the average daily volume traded in the third quarter of 2009, of BRL 5.214 billion.
NYSE Technologies Launches Ultra-Low Latency Feed Handlers For TSE’s Arrowhead Market - Covering The Arrowhead Light, Standard And Full Feeds - Enables European And U.S. Based Customers To Easily Trade On TSE Markets

Date 05/01/2010

NYSE Technologies, the commercial technology unit of NYSE Euronext (NYX), today announced the successful launch of enhancements to its super-low latency market data platform specifically designed for the Tokyo Stock Exchange's new Arrowhead trading platform. As the new equities trading system for the Tokyo market, Arrowhead has been implemented to support increased trading volumes and the performance demands of ultra-fast electronic trading strategies. The new market technology offers new and
CBOE 2009 Trading Volume Exceeds One Billion Contracts For Second Straight Year - Annual Daily Trading Volume Averages 4.5 Million Contracts - Equity Options Trading Sets New Annual Volume Record - December 2009 Trading Volume Marks Best December Ever

Date 05/01/2010

The Chicago Board Options Exchange (CBOE) today reported that 2009 trading volume exceeded one billion contracts for the second consecutive year. More than 1.13 billion contracts changed hands in 2009, a five-percent decline from the record 1.19 billion contracts traded in 2008.Average daily volume (ADV) in 2009 was 4.5 million contracts, down five percent from 2008 ADV of 4.7 million contracts.
CBOE Futures Exchange: Average Daily Volume In 2009 Unchanged From Record 2008 - VIX Futures Volume Reaches New All-Time High, Numerous Milestones Set During 2009

Date 05/01/2010

The CBOE Futures Exchange, LLC (CFE) today announced that 2009 average daily volume was 4,585 contracts, essentially unchanged from 4,589 contracts per day during 2008.During 2009, a total of 1,155,318 contracts were traded.Volume was off less than one percent from the record 1,161,019 contracts traded during 2008, which primarily resulted from one fewer trading day in 2009 versus 2008.Trading volume surpassed the million-contract benchmark for the third consecutive year at CFE.
OneChicago Reports December 2009 Volume Up 37% From December 2008

Date 05/01/2010

OneChicago, LLC today reported that 347,864 security futures contracts traded at the Exchange in December 2009, an increase of 37% from December 2008. Volume for 2009 was 2,983,148.