Mondo Visione Worldwide Financial Markets Intelligence

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News Centre

  • ISE Reports Monthly Volume For March 2008

    Date 01/04/2008

    The International Securities Exchange (ISE) today reported that in March 2008, its options exchange traded an average daily volume of 4.2 million contracts. The ISE Stock Exchange traded an average daily volume of 91.7 million shares in the same period.

  • OMX Nordic Exchange Copenhagen Is Open May 2, 2008

    Date 01/04/2008

    OMX Nordic Exchange, part of the NASDAQ OMX Group, Inc. (NASDAQ: NDAQ) (NASDAQ OMX Group) informs that the Nordic Exchange Copenhagen is open May 2 2008.

  • European Climate Exchange Market Update – March 2008

    Date 01/04/2008

    Highlights: March saw close to 120 million tonnes EUAs traded on ECX, up 61% (excluding CER volume) on March 2007 despite there being 4 fewer trading days in March 2008. This represents an average daily futures and options volume of 6.3 million tonnes. ECX reported a new record for screen-based volume on 25th March, with 5.4 million tonnes transacted on the webice screen in EUAs and CERs. The total for the day, including options and brokered bilateral trades, reached 9 m

  • Disciplinary Committee Of OMX Nordic Exchange Stockholm Fines Digital Vision

    Date 01/04/2008

    Digital Vision AB has contravened the rules of the OMX Nordic Exchange Stockholm by not complying with the applicable accounting principles (IFRS) and by not immediately disclosing a qualified audit report. The Exchange's Disciplinary Committee has resolved that Digital Vision shall pay a fine of three annual fees, corresponding to SEK 576,000.

  • HKFE Announces Revised Margins For HKEx Futures Contracts Related To Change Of Contract Multiplier

    Date 01/04/2008

    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, 7 April 2008, the minimum margins to be collected by an Exchange Participant from its clients in respect of their dealings in the following futures contracts will be as outlined in the table below. The adjustments are based on the clearing company's normal procedures and standard margining methodology.