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ISE Reports Monthly Volume For August 2010
September 1, 2010--The International Securities Exchange (ISE) today reported average
daily volume of 2.4 million contracts in August 2010.
Average daily trading volume for all options contracts decreased 36.9% to 2.4 million contracts in August
as compared to 3.7 million contracts during the same period in 2009.
Total options volume for the month
decreased 33.9% to 51.8 million contracts from 78.4 million contracts in the same year-ago period.
On a year-to-date basis, average daily trading volume of all options decreased 24.3% to 3.1 million contracts traded. Total year-to-date options volume through August 2010 decreased 24.3% to 510.3 million contracts from 673.8 million contracts in the same period last year.
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Source: International Securities Exchange (ISE)
Barclays ETN+ S&P VEQTOR™ ETN list on NYSE Arca
September 1, 2010-- NYSE Euronext (NYX) announced that its wholly-owned subsidiary, NYSE Arca, today began trading Barclays ETN+ S&P VEQTOR™ ETN (Ticker: VQT) . The ETNs are linked to the S&P 500® Dynamic VEQTOR™ (Volatility Equity Target Return) Total Return Index which is calculated, maintained and published by Standard & Poor’s Financial Services LLC (“S&P” or the “index sponsor”).
The Barclays ETN+ S&P VEQTOR™ ETN seek to provide investors with broad equity market exposure with an implied volatility hedge by allocating its notional investments among three components: equity, volatility and cash. The equity component of the Index is represented by the S&P 500® Total Return Index™ (the “S&P 500 TR”) and the volatility component of the Index is represented by the S&P 500 VIX Short-Term Futures™ Index TR (the “Short-Term VIX TR” and together with the S&P 500 TR, the “Constituent Indices”).
The S&P 500 TR is intended to provide a performance benchmark for the U.S. equity markets, and the Short-Term VIX TR seeks to model the return from a daily rolling long position in the first and second month CBOE Volatility Index® (the “VIX Index”) futures contracts.
Source: NYSE Euronext
CFTC.gov Financial Data for Futures Commission Merchants Update
September 1, 2010--The CFTC.gov Financial Data for Futures Commission Merchants has been updated and is now available.
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Source: CFTC.gov
U.S. Department of the Treasury TIC Annual and Benchmark Surveys Update
September 1, 2010--The TIC Annual and Benchmark Surveys for U.S. Department of the Treasury has recently been updated, and is now available.
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Source: U.S. Department of the Treasury
August Trading Volume At CBOE Futures Exchange Rose 8% Over The Previous Month
September 1, 2010-- The CBOE Futures Exchange, LLC (CFE) today announced that August 2010 trading volume totaled 291,533 contracts, compared to 105,506 contracts during August 2009.
August was the third most active trading month at CFE this year and marked the eleventh consecutive month in which total volume registered an increase when comparing year-over-year trading activity.
August volume rose eight percent from the 270,014 contracts that traded during July 2010.
Average daily volume (ADV) of 13,250 contracts during August exceeded the year-ago ADV of 5,025 contracts. When compared to 12,857 contracts per day during July 2010, ADV in August increased three percent.
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Source: CBOE
OCC Announces Total Contract Volume Remained Flat In August While Stock Loan Program Activity Continued To Grow
September 1, 2010-- The Options Clearing Corporation (OCC) announced today that total OCC cleared volume in August reached 285,128,314 contracts, representing a 1% decrease over the August 2009 volume of 287,627,998 contracts.
OCC's year-to-date average daily volume is up 7% compared to 2009 with 15,440,615 and year-to-date total volume is up 7% with 2,578,582,756 contracts. Activity in OCC's securities lending program has continued to grow with an 88% increase over last August.
Options: Exchange-listed options trading volume reached 283,487,110 contracts in August, a 1% decrease from August 2009. Index options trading rose 10% from the previous August. Year-to-date average daily contract volume for exchange-listed options is up 6% compared to the same period last year.
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Source: Options Clearing Corporation (OCC)
Standard & Poor’s Announces Changes in the S&P/TSX Venture Composite Index
September 1, 2010--Standard & Poor’s will make the following changes in the S&P/TSX Venture Composite Index after the close of trading on Wednesday, September 1, 2010:
Sierra Geothermal Power Corp. (TSXVN:SRA) will be removed from the index.
The shares of the company have been acquired, pursuant to a Plan of Arrangement, by Ram Power Corp. (TSX:RPG).
Company additions to and deletions from an S&P equity index do not in any way reflect an opinion on the investment merits of the company.
Source: Standard & Poors
Standard & Poor’s Announces Changes to the S&P U.S. Preferred Stock Index
September 1, 2010--As previously announced, S&P will be making changes to the methodology of the U.S. Preferred Stock Index beginning with the September 2010 rebalance. These changes will be phased in over a period of three months, where 33% of the index will rebalance each month from September to November.
In accordance with these methodology changes, a weight factor will be applied to each issue to reflect the constituent’s gradual inclusion in to the index. This weight factor will be displayed in the currently-unused AWF column of the SPC constituent file and will be used as a multiplier to arrive at the index shares figure. The AWF column will be populated with a factor of 1 for all constituents in the SPC files beginning on Thursday, September 2, 2010. The AWF factors will be updated in conjunction with the rebalance effective after the close on September 17, 2010.
Pro-forma constituent files detailing the rebalance changes will be available to U.S. Preferred Stock Index clients prior to each rebalance. The file will be posted to client ftp accounts under the name yyyymmdd_SPPREF_PRO.SPC in conjunction with the announcement of the rebalance results on September 3, 2010.
For more information about S&P Indices, please visit www.standardandpoors.com/indices.
Source: Standard & Poors
Next ETFs Files Exemptive Relief Application for New ETFs
September 1, 2010--Next ETFs LLC, a wholly-owned subsidiary of Next Investments, announced its intention to sponsor a new series of ETFs and filed, through its counsel Katten Muchin Rosenman LLP, an application with the SEC for exemptive relief under the 1940 Act earlier today.
Next ETFs LLC intends that its first fund will be based on the Nikkei 225 Index, the foremost Japanese equity benchmark, comprising 225 liquid stocks in the 1st section of the Tokyo Stock Exchange. This index has been recognized around the globe as the premier index of Japanese stocks for the last 60 years.
Next Investments, through an arrangement with Mitsubishi UFJ Asset Management Co., Ltd., has been granted an exclusive license to establish the only U.S. Nikkei 225 ETF. A copy of the application can be found on www.nextinvestments.com.
Source: Next Investments
iShares files with the SEC
August 31, 2010-iShares has filed a post-effective amendment, registration statement with the SEC for the MSCI New Zealand Investable Market Index Fund.
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Source: SEC.gov
