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CME Group Volume Averaged 10.8 Million Contracts Per Day In March 2009

Date 02/04/2009

CME Group, the world's largest and most diverse derivatives exchange, today announced that March volume averaged 10.8 million contracts per day, continuing to trend up from the beginning of the year, though down 30 percent from March 2008. Total volume was 238 million contracts for March, of which 81 percent was traded electronically. Electronic volume averaged 8.8 million contracts per day, down 29 percent from the prior March. First-quarter 2009 volume averaged 10.4 million contracts
NASDAQ OMX Nordic Statistics Report - Derivatives Volumes January-March 2009

Date 02/04/2009

Click here to download NASDAQ OMX Nordic's derivatives volumes statistics report for March 2009. This report details total volume for Swedish, Finnish, Danish and Icelandic stock related derivatives and Swedish interest-rate related derivatives.
ICE Reports Futures And OTC Transaction Activity For March And 1Q09 - ICE Futures Europe Sets Quarterly ADV And Open Interest Records - ICE Trust Launches With $45 Billion In CDS Cleared

Date 02/04/2009

IntercontinentalExchange(R) (NYSE: ICE), a leading operator of regulated global futures exchanges and over-the-counter (OTC) markets, today reported March and first quarter 2009 futures volume and OTC commissions. ICE(R) operates three regulated futures exchanges: ICE Futures Europe(R), ICE Futures U.S.(R) and ICE Futures Canada(R), in addition to global OTC markets for energy and credit derivatives. In March 2009, ICE(R) also began clearing credit default swaps (CDS) through ICE Trust(
NASDAQ OMX Nordic Monthly Statistics - Total Derivatives Trading March 2009

Date 02/04/2009

Click here to download NASDAQ OMX Nordic's monthly total derivatives trading for March 2009. This report details underlying volumes in derivative trading for Swedish, Finnish, Danish, Icelandic and Norwegian products.
Warsaw Stock Exchange: Derivative Instruments And Structured Products Market In March 2009

Date 02/04/2009

Derivative Instruments The volume of trading in all derivative instruments was 1.22 million instruments in March 2009. It was the third highest volume of trading in all derivative instruments in the history of the WSE (the highest volume was 1.56 million instruments in October 2008). The number of open interest remained high at 111.5 thousand instruments at the end of March.

Tokyo Stock Exchange Group, Inc. Joined The International Swaps And Derivatives Association, Inc.

Date 02/04/2009

Tokyo Stock Exchange Group, Inc., as of April 1st, joined the International Swaps and Derivatives Association, Inc. (ISDA). ISDA is the global trade association representing participants in the OTC derivatives industry. ISDA was established in 1985 and today, member institutions number over 800. Since its inception, ISDA has pioneered efforts to identify and reduce the sources of risk in the derivatives and risk management business.
UK’s Financial Services Authority Wins Market Abuse Case Against Winterflood

Date 02/04/2009

The Financial Services Authority (FSA) has won its market abuse case at the Financial Services and Markets Tribunal (the Tribunal) against Winterflood and two of its traders, Mr Sotiriou and Mr Robins.
Link Up Markets goes live

Date 02/04/2009

Link Up Markets, the joint venture between 8 European Central Securities Depositories (CSDs) representing 50% of European securities transactions, successfully launched on March 30, allowing for easy implementation of links between Central Securities Depositories (CSDs). Clearstream Banking Frankfurt (Germany), OeKB (Austria), SIX SIS (Switzerland) and VP (Denmark) started connectivity on Monday. Connectivity of the other CSDs will follow soon.
HKEx: Further Information In Respect Of The Election Of Directors At The 2009 Annual General Meeting

Date 02/04/2009

Click here to download further information in respect of the election of directors at the 2009 Annual General Meeting.
HKFE Announces Revised Margins For Futures Contracts

Date 02/04/2009

Hong Kong Futures Exchange Limited (HKFE), a wholly-owned subsidiary of Hong Kong Exchanges and Clearing Limited (HKEx), has announced that with effect from the commencement of trading on Monday, 6 April 2009, the minimum margins to be collected by an Exchange Participant from its clients in respect of their dealings in the following futures contract will be as outlined in the table below. The adjustments are based on the clearing company's normal procedures and standard margining methodology.