July, 2013 - ZE DataWatch by ZE PowerGroup powered by ZEMA ...

July 2013FX, Interest Rates, Credit and Equity IndexesLCH.Clearnet Expandsin the USOn June 3, 2013, LCH.Clearnet Group Limited announced thelaunch of its U.S.-domiciled interest rate swap clearingservice, which expands upon SwapClear’s global platform thatclears over 90% of the interest rate swaps for buyside clients.The U.S. service will mirror SwapClear’s current riskmanagement, technology, product range, and operationalplatform.NASDAQ OMX Nordic AddsCash-Settled FuturesOn June 24, 2013, NASDAQ OMX announced it had launchedcash-settled single stock futures for Danish, Swedish andNorwegian securities in order to make derivative tradingmore accessible to traders. Effective July 1, the new cashsettledinstruments are similar to current single stock futures,but will receive cash at expiration instead of being physicallysettled.Deutsche Boerse Launches TwoCommodity ETFsOn May 24, 2013, Deutsche Boerse Group announced thelaunch of UBS ETFs plc – CMCI Composite SF (USD) I-acc andA-acc, two exchange-traded index funds from the ConstantMaturity Commodity Index (CMCI) that enable investors toparticipate in $28 USD commodity contracts with sevendifferent maturities.ISE ETF Ventures to List Optionson VolDex IndexOn June 27, 2013, ISE ETF Ventures announced it is the firstoptions exchange to begin a licensing agreement withNationsShares to list options on its Nations VolDex Index,which measures broad market implied volatility through atthe-moneySPY options. The index may be the basis for otheroptions, futures and ETFs going forward.For complete index details, see the Deutsche Boerse release.Eurex Clearing Launches NextGen Risk ManagementOn June 26, 2013, Eurex Clearing announced the launch ofEurex Clearing Prisma, its next-generation risk managementsystem that applies a portfolio methodology approachcompared to the traditional product-by-product marginingapproach. The new system increases capital efficiency andhelps promote hedged positions by allowing cross-marginingbetween listed and OTC derivatives, capturing calculationsinvolving multiple risk factors, and margining in liquidity,concentration, and correlation risks.NASDAQ OMX adds IcelandBond IndexesOn June 11, 2013, NASDAQ OMX announced the addition ofsix new Icelandic bond market indexes (NOMXI, NOMXINominal, and NOMXI Inflation-Linked benchmark bonds),which summarize market information to providetransparency into the Icelandic government’s guaranteedbonds’ benchmark price development. The indexes arecalculated in Icelandic Krona (ISK) and are found in bothcapped market value weighted total return and marketweighted non-capped versions.Markit Launches iBoxx SGDBond IndexesOn June 19, 2013, Markit announced the addition of the firstof-its-kindMarkit iBoxx SGD family of bond indexes that tracksovereign and corporate debt in Singapore dollars (SGD). TheMarkit iBoxx SGD index family includes 79 sub-indexes across29 industries and sectors that have a combined total debt of150 billion SGD.Markit Adds Global Sector PMISeriesOn June 6, 2013, Markit announced the launch of its MarkitGlobal Sector Purchasing Manager’s Index (PMI) series, whichfor the first time gives insight into industry sector businessconditions at a global level monthly. The data for these PMIsurveys include output, input prices, order books, inventories,and employment for eight major groups (basic materials,consumer goods, consumer services, financials, health care,industrials, technology, and telecommunication services) andfrom 26 subsectors of those groups. This data is pulled from28 countries and over 20,000 companies.15 Back to Summary