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  • Program Trading Averaged 38.4 Percent Of NYSE Volume During Feb. 24-28, 2003

    Date 06/03/2003

    The New York Stock Exchange today released its weekly program-trading data submitted by its member firms. The report includes trading in all markets as reported to the NYSE for Feb. 24-28, 2003.

  • Nymex Expands Energy Price Limits; Reduces Market Halts To Five Minutes

    Date 06/03/2003

    The board of directors of the New York Mercantile Exchange, Inc., last night voted to revise the price limit rules, effective with tomorrow's trading session, for its benchmark energy markets to expand the limits; reduce the time of the halt when those limits are reached to five minutes; and eliminate restrictions on the number of halts and limit expansions in a session.

  • Nymex Announces Launch Plans For Monthly, Weekly, And Daily PJM Electricity Futures Contracts

    Date 06/03/2003

    The board of directors of the New York Mercantile Exchange, Inc., last night approved launch plans for its three financially settled Pennsylvania/New Jersey/Maryland (PJM) electricity futures contracts, with the monthly contract scheduled to be introduced on April 11; the weekly contract to be introduced the afternoon of May 22 for the trade date of May 23; and the daily contracts to be introduced the afternoon of May 29 for the trade date of May 30.

  • NASD Charges Frank Quattrone With Spinning, Undermining Research Analyst Objectivity, Failure To Cooperate In Investigation

    Date 06/03/2003

    NASD today charged Frank P. Quattrone, formerly the head of Credit Suisse First Boston's (CSFB's) technology sector investment banking unit (Tech Group), with "spinning" violations as well as creating and overseeing a flawed organizational structure that undermined research analyst objectivity. In a separate complaint filed today, NASD also charged Quattrone with failing to cooperate in an NASD investigation into whether he encouraged CSFB Tech Group employees to destroy documents after he was n

  • Investors Want To Choose Trade Types Themselves, So Shows New User Survey From The Copenhagen Stock Exchange

    Date 06/03/2003

    When it comes to securities trading, the users of the Exchange's website want to choose themselves whether to trade securities at a limit price, an average price, as an immediate transaction1 or an on-exchange trade where the investor's order enters the trading system and moves into the market directly. This is one of the results from a survey among the CSE users.

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