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  • Ontario Teachers’ Pension Plan Board Lists US$1.75bn Notes On The Irish Stock Exchange

    Date 03/10/2017

    A subsidiary of Ontario Teachers’ Pension Plan Board, the Ontario Teachers’ Finance Trust, has listed US$1.75bn fixed rate notes on the Global Exchange Market (GEM) of the Irish Stock Exchange (ISE). The notes have a maturity date of September 2022.

  • Moscow Exchange: GBP/USD And USD/JPY FX Options Begin Trading On MOEX

    Date 03/10/2017

    As of 2 October 2017, options on GBP/USD and USD/JPY FX futures contracts have begun trading on the Moscow Exchange Derivatives Market. 

  • Securities Commission Malaysia Sues Two Individuals For Insider Trading Of GW Plastics Shares

    Date 03/10/2017

    Securities Commission Malaysia (SC) has filed a civil suit at the Kuala Lumpur High Court against two individuals for insider trading involving the shares of GW Plastics Holdings Bhd (GW Plastics).

  • Record O Bank Of England Financial Policy Committee Meeting Held On 20 September 2017

    Date 03/10/2017

    At its meeting on 20 September 2017, the Financial Policy Committee (FPC):

    • Maintained the UK countercyclical capital buffer (CCyB) rate at 0.5%, and reaffirmed that, absent a material change in the outlook, it expected to increase the rate to 1% at its November meeting, with binding effect a year after that. This was consistent with its judgements on the outlook, its stated policy of moving the CCyB rate gradually and its June 2017 guidance.
    • Set out its view on the appropriate loss rate on consumer credit in the Bank’s 2017 annual stress test of major UK banks. It judged that, in the first three years of that severe stress test scenario, the UK banking system would, in aggregate, incur UK consumer credit losses of around £30 billion, or 20% of UK consumer credit loans, representing 150 basis points of the aggregate common equity Tier 1 capital ratio of the UK banking system. Regulatory capital buffers for individual firms would be set following the full stress test results so that each bank could absorb its losses on consumer lending, alongside all the other effects of the stress scenario on its balance sheet. The FPC also expected that banks would begin to factor these market-wide levels of stressed losses on consumer credit into their overall lending and capital plans. 
    • Agreed that it would take steps to ensure that the interaction of IFRS 9 accounting with its annual stress test does not result in a de facto increase in capital requirements. It would encourage firms to use any internationally agreed transitional arrangements as they adjust to the new IFRS9 regime, provided the arrangements are broadly similar to those currently being considered.
    • Confirmed, following consultation over the summer, the following Recommendation to the Prudential Regulation Authority (PRA): 

      The FPC recommends to the PRA that its rules on the leverage ratio:
      • exclude from the calculation of the total exposure measure those assets constituting claims on central banks, where they are matched by deposits accepted by the firm that are denominated in the same currency and of identical or longer maturity; and
      • require a minimum leverage ratio of 3.25%.

  • EPEX SPOT Power Trading Results Of September 2017 - September Volumes Grow By 9.5%

    Date 03/10/2017

    In September 2017, a total volume of 43.7 TWh was traded on EPEX SPOT’s Day-Ahead and Intraday power markets (September 2016: 39.9 TWh). This represents a year on year growth of 9.5%, with a 7.9% growth in Day-ahead and a 21.3% growth in Intraday trading.

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