Trading & Execution

Coeli has launched its second programme on dbSelect, Deutsche Bank’s platform for accessing liquid hedge fund strategies. »

Hedge funds, as measured by the Dow Jones Credit Suisse Hedge Fund Index, finished October down 0.18 per cent, with five out of 10 strategies in positive territory. »

The performance of hedge fund strategies exposed exclusively to equity-related risk factors remained positive despite October’s challenging market environment thanks to a strong dynamic alpha, according to the Edhec-Risk Alternative Indexes. »

The hedge fund industry took in USD3.4bn (0.2 per cent of assets) in September, building on a USD7.7bn inflow in August, according to a report by BarclayHedge and TrimTabs Investment Research.  »

Eurex Clearing’s EurexOTC Clear for Interest Rate Swaps (IRS) successfully went live on 13 November 2012. »

The industry decision to close the US markets for two trading days due to Hurricane Sandy resulted in a nine per cent decrease in the number of trading days in October 2012 for NYSE Euronext’s US cash equity and equity options markets. »

Capital Markets Cooperative Research Centre (CMCRC), the Australian independent academic centre for capital market research, has shown that there is no link between high-frequency trading (HFT) and market manipulation, based on a new report using mathematical models for market abuse. »

NYSE Liffe’s Robusta Coffee and Cocoa Futures contracts will be added to the Rogers International Commodity Index (RICI) for the first time. »

The Eurex KOSPI Product traded 352,562 contracts on 7 November 2012 – a new daily record since the June 2012 introduction of the 500,000 KRW contract multiplier. »

NYSE Euronext has announced the 2013 holiday calendar and early closing dates for its European markets. »