Trading & Execution

Interview with Wolfgang Eholzer – “One of our core beliefs is that we should offer at least two ways of hooking up to our system,” says Wolfgang Eholzer (pictured), Head of Trading System Design for Eurex. »

By James Williams – Technology vendors are constantly looking for ways to support increased activity in systematic trading. Trading firms, of which high frequency traders (HFTs) are but a sub-sect, are applying high precision engineering to shave millionths of a second off their latency profile. »

Average daily volume (ADV), total volume and single-day volume in futures on the CBOE Volatility Index (VIX) reached all-time highs during February 2013. »

Order book turnover on Xetra, the Xetra Frankfurt Specialist trading and Tradegate stood at EUR93bn in February (February 2012: EUR105.8bn). »

FTSE Group has launched the FTSE Implied Volatility Index Series (IVI), an end-of-day index series that measures the implied volatility of the FTSE 100 and FTSE MIB indices. »

NAB Asset Servicing (NAS) has gone live on Calastone, the fund transaction network for the managed fund industry. »

Multi-asset brokerage and clearing specialist Newedge has cleared its first OTC interest rate swap (IRS) contract.  »

Online multi-asset investment specialist Saxo Bank is re-launching its MetaTrader 4 (MT4) platform with a new name, SaxoMT4. »

Emerging markets hedge funds posted strong gains to conclude 2012, which continued through early 2013, as stimulus measures in developed markets contributed to EM currency and equity market gains. »

The European Energy Exchange (EEX), in its capacity of the transitional auction platform for the Federal Republic of Germany, has cancelled Friday’s auction of EU Allowances (EUA) for the third trading period, because it would have cleared below the reserve price. »