CHICAGO, Aug. 30, 2011 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced modifications to its Wheat futures contract as part of its regular and ongoing contract review process. The modifications, which are the result of feedback from a broad cross section of wheat futures industry participants, will go into effect in two phases. These contracts are listed with, and subject to, the rules and regulations of the CBOT. As a part of our regular and ongoing contract review process, and working together with a broad cross section of industry participants, we have identified several wheat futures contract modifications to ensure the contract continues to meet customer trading and risk management needs," said Tim Andriesen, Managing Directo...
The Commission charges fees to designated contract markets and registered futures associations to recover the costs incurred by the Commission in the operation of its program of oversight of self- regulatory organization rule enforcement programs, specifically National Futures Association, a registered futures association, and the designated contract markets. The calculation of the fee amounts charged for FY 2011 by this notice is based upon an average of actual program costs incurred during FY 2008, 2009, and 2010.
NEW YORK, June 8, 2011 /PRNewswire/ -- IntercontinentalExchange (NYSE: ICE), a leading operator of regulated global futures exchanges, clearing houses and over-the-counter (OTC) markets, reported record daily volume in its Cocoa futures contract of 45,697 lots on June 7, 2011. The previous daily volume record of 45,618 contracts was established on November 9, 2010. (Logo: http://photos.prnewswire.com/prnh/20090727/CL51999LOGO )
LONDON, Aug. 31, 2011 /PRNewswire/ -- IntercontinentalExchange, a leading operator of global regulated futures exchanges, clearing houses and over-the-counter (OTC) markets, announced a new daily volume record for the ICE U.K. National Balancing Point (NBP) Natural Gas futures contract. On 30 August 2011, 68,260 U.K. NBP Natural Gas futures contracts traded on ICE Futures Europe, surpassing by more than 20% the previous record of 56,380 contracts traded on 14 March 2011. (Logo: http://photos.prnewswire.com/prnh/20090727/CL51999LOGO )
In accordance with Section 743 of Division C of the Consolidated Appropriations Act of 2010 (Pub. L. 111-117), Commodity Futures Trading Commission is publishing this notice to advise the public of the availability of the FY 2011 Service Contract inventory. This inventory provides information on service contract actions over $25,000 that were made in FY 2011. The information is organized by function to show how contracted resources are distributed throughout the agency. The inventory has been developed in accordance with guidance issued on November 5, 2010 by the Office of Management and Budget's Office of Federal Procurement Policy (OFPP) and the revised guidance issued on 11/8/2011. OFPP's November 5, 2010 guidance is available at http://www.whitehouse.gov/sites/default/files/omb/ pro...
Back in March, the New York Mercantile Exchange (Nymex) and the Chicago Mercantile Exchange (CME) announced that Nymex energy contracts would soon trade electronically on the CME Globex trading platform. For more than 100 years the basic premise of a futures contract was unchanged. After the Commodity Futures Trading Commission approved the financially settled Eurodollar contract, the concept of a financially settled futures concept was applied to traditional commodities and it proved to be a liberating development for the exchanges. One of the reasons, some trader speculated, that Nymex launched financially settled versions of its own physically delivered contracts was to protect the financial interests of Nymex's floor traders. As the commodities markets become more democratized throu...
Actuaries manage risk, and asset price volatility is the most fundamental parameter in models of risk management. This study utilizes recent advances in econometric theory to decompose total asset price volatility into a smooth, continuous component and a discrete (jump) component. We analyze a data set that consists of high-frequency tick-by-tick data for all stocks in the S&P 100 Index, as well as similar futures contract data on three U.S. equity indexes and three U.S. Treasury securities during the period 1999-2005. We find that discrete jumps contribute between 15% and 25% of total asset risk for all equity index futures, and between 45% and 75% of total risk for Treasury bond futures. Jumps occur roughly once every five trading days for equity index futures, and slightly more ...
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