Global ETF News Older than One Year


3 Chinese Companies Listed on NASDAQ in 2009, More Than Any ther U.S. Exchange

Total of 124 Chinese Companies Listed on NASDAQ
January 6, 2010--Senior NASDAQ OMX officials today announced that a record 33 Chinese companies, the most of any U.S. exchange, listed on the NASDAQ Stock Market, an exchange of NASDAQ OMX, in 2009. A total of 124 Chinese companies now list on NASDAQ, including 102 from mainland China and 22 from Taiwan, Hong Kong and Macau. NASDAQ recently celebrated its 100th milestone listing from mainland China, China Nuokang Bio-Pharmaceutical Inc. (NKBP), a healthcare company that focuses on blood and cardiovascular treatments.

"The NASDAQ Stock Market is the exchange of choice for innovative, growth-oriented companies across all key sectors of China's economy," said Eric Landheer, Head of Asia Pacific for NASDAQ OMX. "That's why more than 33 Chinese companies chose to list on our exchange in 2009." In 2009, there were nine IPOs of Chinese companies on the NASDAQ Stock Market, including Shanda Games (GAME), which had one of the largest U.S. IPOs and the largest capital raise for a Chinese company in 2009. Gaming company Changyou.com (CYOU), one of the best performing U.S. stocks in 2009, as well as China Real Estate Information Corp. (CRIC), the first spinoff of a Chinese company listed on the NYSE, choose to list their shares on NASDAQ.

"Every day we talk to Chinese companies about how they can access the world's largest capital market with the highest listing standards and greatest liquidity," said Yeeli Hua Zheng, Chief Representative in China for NASDAQ OMX. "Chinese companies want to go abroad in order to expand their investor base and enhance their global brand, and they are doing so by listing on NASDAQ, the home of innovation and growth."

Recent switches of Chinese companies from NYSE to the NASDAQ Stock Market include Hong Kong High Power Technology (HPJ), H1N1 vaccine manufacturer Sinovac Biotech (SVA) and sportswear manufacturer and retailer Exceed (EDS). During 2009, a total of 24 companies have switched or announced their intent to switch from NYSE to the NASDAQ Stock Market, including Vodafone, Mattel, Dreamworks and Micron.

The 124 Chinese listed companies on NASDAQ include Baidu, NASDAQ's largest listed company in China and a member of the prestigious NASDAQ-100 Index(R), Asia Info, CNinsure, Inc., JA Solar, Ctrip.com International Ltd., Home Inns and Hotels, Sohu and Sina.

Source: NASDAQ OMX


NASDAQ OMX Wins FISD Outstanding Data Provider Award

January 6, 2010--The NASDAQ OMX Group, Inc. (Nasdaq:NDAQ) today announced that NASDAQ OMX has been named Outstanding Data Provider of the Year by the Financial Information Services Division (FISD) of the Software and Information Industry Association (SIIA).

The award recognizes exchanges or data providers that most closely adhere to the FISD's best practices in customer service and communications. The award was determined by popular vote by the FISD Service Level & Communications working group made up of financial information industry professionals.

The award, presented recently at the FISD General Meeting in New York, was accepted by NASDAQ OMX Senior Vice President Randall Hopkins. "NASDAQ OMX is honored to be recognized as Outstanding Data Provider of the Year by an esteemed group of industry experts," Hopkins said. "This recognition is especially gratifying because we were up against some formidable competition including some of the world's leading securities exchanges."

Tom Davin, Managing Director of FISD, said, "Hearty congratulations are in order for NASDAQ OMX and the other four nominated exchanges. The award recognizes the importance that clients and distributors place on clear and timely communications from their information providers. This award brings additional attention to the value of the Service Level and Communications recommendations as a reference for exchanges and information providers throughout the market data distribution chain."

The FISD developed suggested guidelines regarding communication and notification sent by exchanges and information providers to their customers and downstream distribution partners for events such as system upgrades, administrative and policy changes, new product introductions, and unplanned interruptions. For more information about the guidelines, visit http://archive.fisd.net/mdadmin/bpr/FISD_BPR_Exchange_SLAv20.pdf.

Source: NASDAQ OMX


Oil nears $82 on cold snap

January 5, 2010--Oil edged up towards $82 a barrel on Tuesday, posting its ninth straight day of gains, as a surprise cold snap in the key consuming regions of the United States and Europe boosted demand for heating fuel.

A slew of US data - November factory orders later in the day, besides jobless claims and employment numbers later in the week - will offer clues on the health of the economy and demand outlook from the world's top oil consumer.

Markets are also keeping an eye on an oil pricing dispute between Russia and Belarus that briefly cut off supplies to the Eastern European nation. Russia on Monday said it had resumed supplies to refineries in Belarus, but tension still simmers.

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Source: FIN 24


Hedge Fund Managed Accounts 2009

January 5, 2010--The race is on to offer managed account structures for hedge fund investment

To find out more, read th latest report view Managed Accounts Special Report

Source: Hedge Week


Early Estimates From BNY Mellon Reveal Almost All Asset Classes Achieved Positive Returns in 2009

UK pension funds record best return since 2005
January 5, 2010--Estimates released by BNY Mellon Asset Servicing today show that the average UK pension fund achieved an estimated weighted average return of 14.0% for the year ending 31 December 2009 - this is the best return BNY Mellon has recorded since 2005. This is an estimated real return of 14.9% when measured against the Retail Price Index for 2009 and an estimated 12.8% when measured against the National Average Earnings Index.

This is a strong turnabout in annual performance of UK pension funds over the last 12 months. In 2008, the average UK pension fund achieved a weighted average return of -13.6% for the year ending 31 December 2008 - the first time that BNY Mellon has recorded negative yearly returns for UK pension funds since the three-year downturn at the beginning of the decade.

UK pension funds also made gains over a three-year period to 31 December 2009 with an estimated average return of 1.7% per annum. However, over this period pension funds failed to make gains against both the Retail Prices Index and the National Average Earnings Index.

According to BNY Mellon, results were mixed over longer term periods with funds achieving an estimated weighted average return of 6.4% per annum over a five-year period. Funds made real returns over this period of 3.6% per annum against the Retail Prices Index and 3.0% per annum against the National Average Earnings Index. Over 10 years to 31 December 2009 the average fund posted an estimated return of 3.2% per annum which beat the Retail Prices Index by 0.6% per annum, however, underperformed the National Average Earnings Index by 0.5% per annum.

Over the year returns were in positive territory for each of the key equity markets with one exception - Japanese Equities which posted the only negative equity return with -5.9%.

UK Equities posted 30.1% over the period while the strongest returns came from Pacific Ex Japan Equities with 50.7% and Emerging Market Equities with 58.9%.

Bonds were negative during 2009 with UK Bonds returning -1.2% and Overseas Bonds providing -9.7%. Index-Linked Gilts performed well in comparison returning 6.4% over the same period. Property continued to struggle with this sector returning -5.6%.

Commenting on the results, Alan Wilcock, BNY Mellon Asset Servicing' Performance and Risk Analytics Manager said: "Following the worst annual return for over 30 years in 2008, pension funds clawed back most of those losses by the end of 2009, despite the poor start to the year."

Total Fund weighted average return estimate for the year:

This is calculated by linking the three quarterly weighted averages to 30 September 2009 with an estimated weighted average for Q4 2009.

The Q4 2009 estimate is calculated by applying the weighted average asset distribution for funds at the start of Q4 2009 to the sector index returns for Q4 2009.

The weighted average return represents the total performance of the pension fund assets within our sample.

The weighted average is used in preference to the simple unweighted average, which takes no account of fund asset size.

Source: BNY Mellon Asset Servicing


Total Trading Volume at Eurex and ISE at 2.65 Billion Contracts in 2009

January 4, 2010--The international derivatives markets of Eurex closed out 2009 with a turnover of more than 2.65 billion contracts, compared with 3.17 billion in the record year 2008. This year’s figure splits into 1.7 billion contracts traded at Eurex and 960 million contracts traded at the International Securities Exchange (ISE). This corresponds to a daily average trading volume of 10.5 million contracts compared with 12.5 million y-o-y.

At Eurex, equity index derivatives were the largest segment in 2009 with a total volume of 798 million contracts (2008: 1 billion). Derivatives on the Dow Jones EURO STOXX 50® index were the largest single product with 333 million futures and 300 million options. The equity derivatives segment (options and single stock futures) saw 421 million contracts (2008: 480 million). In 2009, the interest rate derivatives segment reached a total of 466 million contracts (2008: 658 million). The dividend derivatives product suite, launched in summer 2008, recorded the strongest growth and totaled 2.6 million contracts.

In December 2009, the Eurex derivatives markets reached an average daily volume of 8.85 million contracts; thereof 6.15 million contracts traded at Eurex (Dec 2008: 6.15 million) and 2.7 million contracts traded at the ISE (Dec 2008: 2.66 million). In December, a total of 179.2 million contracts were traded on both exchanges, thereof Eurex with 123.0 million (Dec 2008: 116.8 million) and ISE with 59.8 million contracts (Dec 2008: 58.6 million).

At Eurex, equity index derivatives recorded the highest turnover among all product segments in December 2009 with 54.5 million contracts (Dec 2008: 64.0 million). The top equity index derivative was the future on the Dow Jones EURO STOXX 50 index with 26.0 million contracts; another 16.1 million options on this index were traded.

29.0 million contracts were traded in equity derivatives, compared with 21.2 million y-o-y. Within this segment, equity options traded 19.5 million contracts and single stock futures another 9.5 million contracts. A total of 39.2 million contracts were traded in the interest rate derivatives segment in December 2009, an increase of 25.5 percent compared to the same period last year (Dec 2008: 31.2 million).

Eurex Repo, which operates CHF and EUR repo markets, continued to grow in 2009. All Eurex Repo markets grew by 16 percent and reached average outstanding volume of 152.5 billion euro. The secured money market segment, GC Pooling, had a new record with average outstanding volume of 73.0 billion euro. In December 2009, the Eurex Repo markets totaled an average outstanding volume of 146.8 billion euro, thereof GC Pooling with the new record figure of 84.3 billion euro (Dec 2008: 57.8 billion euro).

The electronic trading platform Eurex Bonds, which rounds out Eurex’s fixed-income product range, traded volume of 5.2 billion euro (single counting) in December 2009; in December 2008 it was 4.9 billion euro. In 2009, Eurex Bonds traded a total volume of 87.3 billion euro (single counted), compared with 97.4 billion euro in 2008.

Source: Eurex


Strongest spot price increases since 1970

January 4, 2010-The scale and rapidity of the rebound in commodity prices in 2009 surprised investors after the meltdown in financial markets in 2008 and the subsequent economic recession.

Spot commodity prices, as measured by the S&P GSCI, the most widely followed benchmark for commodity markets, rose 50.4 per cent last year, the strongest annual increase since this series began in 1970.

Commodities ended the year on a high with US crude oil touching $80 a barrel in the final trading session and copper, lead and zinc all enjoying price gains of more than 100 per cent over the year.

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Source: FT.com


BATS Exchange Reports Record Volume In 2009

January 4, 2010--BATS Global Markets, an innovative global financial markets technology company, reports that BATS Exchange recorded 9.3% US matched market share in December and earned record average daily matched volume in 2009.

BATS Exchange’s 2009 average daily matched volume of 1 billion shares represents an increase of approximately 20% from 830.6 million in 2008.

BATS Europe, the fast-growing Multilateral Trading Facility (MTF), earned record overall European market share for the fourth consecutive month with approximately 4.0% in December and set a new market share record in the FTSE MIB with 5.8% for the month. BATS Europe also recorded approximately 8.0% market share in the FTSE 100 and 5.1% in the FTSE 250, its second highest average monthly showing in the two indices.

The BATS Europe MTF experienced tremendous growth during 2009 and ended the year with average daily notional value traded of more than €917 million for all markets, compared to €228 million in January, an increase of more than 300%.

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Source: BATS Exchange


Currency Composition of Official Foreign Exchange Reserves (COFER)-Updated December 30, 2009

December 30, 2009--COFER is an IMF database that keeps end-of-period quarterly data on the currency composition of official foreign exchange reserves.

view report

Source: IMF


Global Imbalances: In Midstream?

December 30, 2009--On December 22, 2009 the IMF published the report-Global Imbalances: In Midstream
Introduction
Global imbalances are probably the most complex macroeconomic issue facing economists and policy makers. They reflect many factors, from saving to investment to portfolio decisions, in many countries. These cross-country differences in saving patterns, investment patterns, and portfolio choices are in part “good”—a natural reflection of differences in levels of development, demographic patterns, and other underlying economic fundamentals.

But they are also in part “bad,” reflecting distortions, externalities, and risks, at the national and international level. So it is not a surprise that the topic is highly controversial, and that observers disagree on the diagnosis and thus on the policies to be adopted.

view report

Source: IMF


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Americas


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Europe ETF News


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Asia ETF News


July 02, 2025 Fujitsu to develop ETF trading platform based on TSE's CONNEQTOR and provide it to Australian Securities Exchange
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June 18, 2025 Mirae Asset Global Investments Launches MIRAE ASSET TIGER CHINA GLOBAL LEADERS TOP3 PLUS ETF, Tracking Solactive-KEDI China Global Leaders TOP3Plus Index
June 13, 2025 Post-Adjustment ChiNext Index Attracts Global Assets with Low Valuation and High Growth Potential
June 13, 2025 Unlocking Consumption to Sustain Growth in China -World Bank Economic Update

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Middle East ETP News


June 19, 2025 GCC: Growth on the Rise, but Smart Spending Will Shape a Thriving Future
June 16, 2025 Saudi Exchange leads market losses across the GCC

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Africa ETF News


June 24, 2025 East Africa's regional 20 share index
June 16, 2025 African Credit Rating Agency to Launch September 2025
May 27, 2025 African Economic Outlook 2025-Africa's short-term outlook resilient despite global economic and political headwinds

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ESG and Of Interest News


June 18, 2025 Global Energy Transition Gains Ground, but Security and Capital Challenges Persist
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White Papers


May 30, 2025 IMF Working Paper-Interest Rate Sensitivity Scenarios to Guide Monetary Policy

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