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Council proposes dark MTF threshold, targets bond transparency
March 1, 2013--The Council of the European Union will consider a US-style volume threshold for dark pools that use the reference price waiver at a meeting to discuss MiFID II on Monday.
Discussions on MiFID II were expected to take a backseat due to the desire of regulators to press ahead on other regulatory initiatives like the European banking union. However, an agreement on the Capital Requirements Directive IV reached on 27 February among European policymakers has freed up time for MiFID II to be put back on the agenda.
The 4 March meeting will cover market structure and the organised trading facility regime, transparency for bond markets and dark pool trades and portfolio compression.
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Source: The Trade
Component Changes Made to STOXX Blue-chip Indices
March 1, 2013--STOXX Limited, the market-moving provider of innovative, substantial and global index concepts, today announced the results of the first of the two regular semi-annual reviews of the STOXX Eastern Europe 50 Index.
Furthermore, component changes in the EURO STOXX 50 and STOXX Europe 50 indices due to the fast entry rule are also being announced. All changes become effective with the open of markets on March 18, 2013.
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Source: STOXX
Van Eck and BofA Merrill Lynch launch Commodities Long-Short Equity Ucits Fund
March 1, 2013--Van Eck Absolute Return Advisers and Bank of America Merrill Lynch have launched the Van Eck Commodities Long-Short Equity Ucits Fund.
The fund offers access to Van Eck’s investment expertise as part of Bank of America Merrill Lynch’s Ucits compliant funds platform, Merrill Lynch Investment Solutions (MLIS).
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Source: Institutional Asset Magazine
European Commission extends deadline for ESMA advice on equivalence of non-EU rules with EMIR
March 1, 2013--On February 27, the European Commission extended for four months the deadline for ESMA advise on the equivalence between non-EU legal and supervisory frameworks and EMIR, the European Markets Infrastructure Regulation.
According to the letter from the Commission, ESMA shall now deliver its advice on Japan and the USA by 15 June 2013 and, for the remaining countries specified in the request by 15 July 2013.
The original deadline was 15 March 2013.
Source: ESMA
Revised lists of the Moscow Exchange Indices announced
March 1, 2013--Moscow Exchange has revised lists for the MICEX Index, RTS Index, RTS Standard Index, RTS-2 Index, RTS Siberia Index,, Index, sector indices and pension indices effective for the period from March 18 through June 17, 2013.
Moscow Exchange ordinary shares floated in February 2013 will be added to both the MICEX Index and RTS Index. They will replace ordinary shares of Vozrozhdenie Bank.
Ordinary shares of IDGC of Northern Caucasus and Vozrozhdenie Bank will be included into the RTS-2 Index while ordinary shares of Yakutskenergo and preferred shares of Lenzoloto will be removed from the Index.
The constituent list of the blue chips RTS Standard Index will remain unchanged. Ordinary shares of Sofrinsky Experimental Mechanical Plant will be added to the MICEX Innovation Index.
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Source: Moscow Stock Exchange
Dax to hit 'historic high' in 2013, says DWS's Albrecht
February 28, 2013--The German stock market is set to reach a record high this year despite growing concerns over the eurozone's economic growth, said Tim Albrecht, fund manager at DWS.
The Dax index experienced a strong run last year, hovering below the 8,000 mark in December as its cyclical and financial names performed well in the second half of 2013
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Source: CityWire
Lyxor develops new ETF's performance indicator
February 28, 2013--Over the last years, ETFs have attracted a growing number of providers to the market and Lyxor has announced the development of an indicator to evaluate ETF performance.
According to the firm, in theory, ETFs following the same index should all provide very similar investment returns as they are designed to closely replicate the indices that they track. In practice, however, these returns can vary significantly.
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Source: Investment Europe
Eurex Exchange lists four new MSCI index derivatives
Launch date on 11 March 2013
February 28, 2013----The international derivatives marketplace Eurex Exchange will start listing new derivatives on global MSCI indices on 11 March.
From this date, futures and options based on the MSCI World, MSCI Europe, MSCI All Countries Asia Pacific ex-Japan and futures on the MSCI Frontier Markets will be available. Other derivatives on regional and country-specific MSCI emerging markets indices will be launched in July this year.
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Source: Eurex
Lyxor White Papers-Managing risk exposure using the risk parity approach
February 28, 2013--Abstract
The ongoing economic crisis has profoundly changed the industry of asset management by putting risk management at the heart of most investment processes.
This new
risk-based investment style does not rely on return forecasts and is therefore assumed to be more robust. 2011 was marked by several great successes in transforming the
practice of asset management with several large institutional investors moving their portfolios to minimum variance or ERC strategies. These portfolio constructions are
special cases of a more general class of allocation models, known as the risk parity (or budgeting) approach.
view the Managing risk exposure using the risk parity approach white paper
Source: IP&E
DB-Synthetic Equity & Index Strategy-ETF Research-European Weekly ETF Market Review
February 27, 2013--The most recent issue of the European Weekly ETF Market Review is now available. The report includes key statistics on the European ETF market as well as global ETF market highlights.
For more detailed coverage please refer to the monthly report, issued in the first week following the end of each month.
request report
Source: Deutsche Bank - Synthetic Equity & Index Strategy - Europe
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