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  • Osaka Mercantile Exchange RSS3 Futures/Rubber Index Futures Weekly Report

    Date 05/10/1999

    The OME market went firmer on a decrease in the rubber stocks in Japan. However, the price gain was erased on the uncertainty about the direction of the yen. RSS3 Futures: Distant month: opening 72.80 yen, a high 75.60 yen (Sep. 29), low 71.60 yen (Sep. 27), closing 72.70 yen. Rubber Index Futures: Distant month: opening 66.95, a high 68.45 (Sep. 28), a low 66.00 (Sep. 27), closing 66.90 points.

  • NYMEX To List Additional Strike Prices For Gold Options

    Date 05/10/1999

    The New York Mercantile Exchange will on Wednesday, October 6, list additional gold options strike prices for trading outside the parameters of those that would normally be listed for trading.

  • NYMEX Sets Weekly, Monthly Trading Volume Records

    Date 05/10/1999

    A monthly volume record was established in September on the New York Mercantile Exchange for Henry Hub natural gas futures and weekly volume records were also set for COMEX Divison gold futures and options last week.

  • Nasdaq Announces New Electronic Order Display Window- Revolutionary System Aggregates Pre Trade Information From All Market Participants And Displays Depth To The Marketplace

    Date 05/10/1999

    The Nasdaq Stock MarketĀ® today announced a new system for displaying electronically quotes and orders to buy and sell Nasdaq stocks. The Nasdaq Workstation IIĀ® (NWIITM) screen will be redesigned to include the new Nasdaq Order Display

  • Mr. Fumio Murata Appointed As The New Chairman Of The Osaka Mercantile Exchange

    Date 05/10/1999

    The Extraordinary General Meeting of Members was held on September 28, 1999 and Mr. Fumio Murata was appointed as the new Chairman. Mr. Murata had been an Advisor to OME since February 1999. Both the Chairman, Mr. Hiroshi Sugiura, and the Deputy Chairman, Mr. Dick H. Kitamura, resigned on September 28, 1999. They are both appointed as the Senior Advisors of OME.

  • IPE Extends Gas Oil And Natural Gas Futures

    Date 05/10/1999

    From today it is possible to trade Gas Oil and Natural Gas futures up to three years ahead, improving the long-term risk management services available at the IPE. Previously Gas Oil futures could be traded up to 18 months ahead (12 months and two quarters) and Natural Gas traded 15 months ahead (15 individual months as well as balance of the month and daily contracts).

  • CFTC Approves Mid-Columbia Electricity Futures Contracts

    Date 05/10/1999

    The Commodity Futures Trading Commission (CFTC) yesterday approved a New York Mercantile Exchange application to trade electricity futures based on delivery in the Mid-Columbia River region. In addition to delivery terms, the contract will differ from the Exchange's other electricity contracts in unit size, which will be 432 megawatt hours (Mwh) of firm electricity, delivered at a rate of one megawatt per hour. Like the Exchange's current electricity contracts, which have contract unit sizes o

  • CBOT'S September Volume At 18,365,836 Contracts

    Date 05/10/1999

    The Chicago Board of Trade (CBOT) announced today trading volume of 18,365,836 contracts for September 1999.

  • PARISBOURSE SBF SA Launches Europe's First Corn Futures

    Date 04/10/1999

    On Friday, October 1, ParisBourse SBF SA launched Europe's first corn future, rounding out the range of commodities already traded on markets operated by ParisBourseSBFSA. The new contract was created in response to demand from industry professionals and has received the support of AGPM, the French corn producers' trade body.

  • Introduction Of Inter-Month Spread Transaction For 10-Year JGB Futures And Evening Session For JGB Futures And Options On JGB Futures On The Tokyo Stock Exchange

    Date 04/10/1999

    To facilitate the simultaneous transaction of two contract months, the TSE will launch inter-month spread transactions of 10-year JGB Futures in August, 2000. By using this facility, investors can bid or ask, on the spread order book, the price differential (spread) itself of two different contract months. The following three combinations are available for the spread transaction: (i) the nearest-the second nearest; (ii) the nearest-the third nearest and (iii) the second nearest-the third nearest