Nasdaq (Nasdaq: NDAQ) has scheduled its second quarter 2026 financial results announcement. Who: Nasdaq’s CEO, CFO, and additional members of its senior management team     What: Review Nasdaq’s second quarter 2026 financial results     When: Thursday, July 23, 2026Results Call: 8:00 AM Eastern     Senior management will be available for questions from the investment community following prepared remarks. All participants can access the conference via webcast through the Nasdaq Investor Relations website at http://ir.nasdaq.com/. Note: The press release and results presentation for the second quarter 2026 results will be posted on the Nasdaq Investor Relations website at http://ir.nasdaq.com/ on Thursday, July 23, 2026 at approximately 7:00 AM Eastern.

MIAX Options and MIAX Emerald Options will change the maximum valid bid/ask differentials for certain symbols traded on the Exchanges. The changes to the extended quote width requirements will begin on Wednesday, July 1, 2026, and remain in effect through Wednesday, September 30, 2026, unless withdrawn by the Exchanges before that time.For additional information on the expanded bid/ask differentials, please refer to the following Regulatory Circulars: MIAX Options RC 2026-91 MIAX Emerald Options RC 2025-73

The Office of the Comptroller of the Currency (OCC) today announced two senior personnel changes to support the evolution of the agency’s technology and information infrastructure and to elevate experienced supervisory leadership within our most complex portfolios. Megan Crespi will join the OCC as Senior Deputy Comptroller (SDC) for Technology and Information Services. Additionally, Jennifer Crosthwaite, an acting Deputy Comptroller for Large and Global Financial Institutions (LGFI), will serve as acting SDC for LGFI upon the retirement of Greg Coleman. As SDC for Technology and Information Services, Ms. Crespi will oversee the OCC’s information technology, information security, AI and data governance policies, procedures, and personnel. “As part of our ongoing commitment to strengthening agency operations, Megan’s arrival will support our work to keep pace with an ever-evolving technology landscape while maintaining the highest levels of safety and security across our infrastructure and operations,” said Comptroller of the Currency Jonathan V. Gould. “She will add tremendous value as we look to integrate technology, including AI, into our day-to-day supervision of banks and evaluate the use of technology by the institutions we supervise.” Prior to joining the OCC, Ms. Crespi served as Senior Executive Vice President and Chief Operating Officer of a large financial institution. Her career also includes leading a Technology and Operations division. In that role, she oversaw a range of functions to include enterprise change and project management; technology; cyber security, physical security and resiliency; process transformation; customer contact centers; real estate strategy and facilities management; data, analytics and AI; and operations for commercial lending. She has also served as a Chief Technology Officer and consultant. As acting SDC for LFGI, Ms. Crosthwaite will direct the supervision of the country’s OCC-regulated institutions with assets of over $500 billion and those institutions that have a foreign parent. “Jennifer is widely recognized across the OCC for her ability to navigate complex supervisory challenges and for her dedication to the professional development of examination staff,” said Comptroller of the Currency Jonathan V. Gould. “Her willingness to step into this position will help the OCC maintain continuity in experienced leadership for our largest regulated institutions as we continue advancing a risk-based approach to tailored supervision.” Ms. Crosthwaite, who was named a Senior National Bank Examiner in October 2025, has made significant contributions in key roles across the Community Banks, Regional and Midsize Financial Institutions, and LGFI lines of business. She joined the OCC in 1984, initially conducting bank examinations in Southern California. Ms. Crosthwaite received her National Bank Examiner commission in 1988 and relocated to San Francisco where she served as the Capital Markets Team Lead, the Enterprise Risk Management Team Lead and the Examiner-in-Charge at several of the largest OCC-supervised institutions.

The European Banking Authority (EBA) today published a roadmap outlining how it will deliver its mandates under the revised Deposit Guarantee Schemes Directive (DGSD3). The roadmap sets out the EBA’s role in implementing DGSD3 by developing a set of regulatory products to strengthen depositor protection across the EU. It also presents the timeline for these deliverables, which will ensure depositors are better informed about their rights, better protected, and that deposit guarantee schemes are prepared to act when needed. More broadly, the roadmap outlines the EBA’s contribution to strengthening the EU bank crisis management framework by enhancing depositor protection, supporting financial stability, and further harmonising protection standards across the EU. It provides stakeholders with clarity on the sequencing of the EBA’s work ahead of the Directive’s application in May 2028. The revised DGSD3, published on 20 April 2026, introduces over 100 operational improvements, many based on five Opinions issued by the EBA to the European Commission between 2019 and 2021. To support its implementation, the EBA will develop 12 regulatory products, to be delivered in three batches over the next three years. These technical standards and guidelines will bring tangible benefits to EU citizens by: improving how depositors are informed about their rights and protection; ensuring faster repayment in both domestic and cross-border bank failures; strengthening cooperation between national deposit guarantee schemes and relevant authorities; and enhancing stress-testing frameworks to ensure preparedness for crisis situations. Together, these measures will help ensure that bank failures can be managed effectively without jeopardising financial stability or causing contagion to the financial system. Notes for editors The roadmap follows the publication of the Crisis Management and Deposit Insurance (CMDI) package in the Official Journal (OJ) of the European Union. The revised DGSD3 builds on the following five Opinions issued by the EBA to the European Commission: EBA Opinion on the eligibility of deposits, coverage level and cooperation between deposit guarantee schemes, EBA Opinion on deposit guarantee scheme payouts, EBA Opinion on deposit guarantee scheme funding and uses of deposit guarantee scheme funds, EBA Opinion on the interplay between the EU Anti-Money Laundering Directive and the EU Deposit Guarantee Schemes Directive, and EBA Opinion on the treatment of client funds under Deposit Guarantee Schemes Directive.   Documents Roadmap on the delivery of the DGSD mandates (355.9 KB - PDF) Related content Topic Depositor protection

On 7 July 2026 at 13:00 CEST the FSB will host a virtual event as part of the consultation process for its proposed sound practices for financial institutions’ responsible adoption of AI. On 10 June 2026, the Financial Stability Board published a consultation report on Sound Practices for Responsible Adoption of Artificial Intelligence (AI) to help financial institutions responsibly navigate AI adoption in a rapidly evolving technological landscape. As part of its consultation, the FSB will host a virtual outreach event on Tuesday 7 July from 13:00-15:00 CEST. The event aims to inform stakeholders about the consultation and to gather preliminary perspectives on the topics covered in the consultation report. Registration closes at midday CEST Monday 6 July. The event will be recorded and may be published on the FSB website. Register for the viortual outreach event Related Information 10 June 2026 Sound Practices for Responsible Adoption of Artificial Intelligence (AI): Consultation report The FSB has developed sound practices to help all types of financial institutions navigate benefits and risks responsibly as they adopt AI.

The Depository Trust & Clearing Corporation (DTCC), the premier post-trade market infrastructure for the global financial services industry, today announced that its subsidiary, the National Securities Clearing Corporation (NSCC), has extended its clearing hours to 24x5 availability, from Sundays at 8:00 PM ET to Fridays at 8:00 PM ET, supporting overnight trading activity from Alternative Trading Systems (ATS) and exchanges. The move to 24x5 trading reflects growing global demand for increased access to U.S. markets as investors seek greater flexibility to trade outside traditional hours. By supporting 24x5 trading activity, NSCC is helping to strengthen the safety, soundness and efficiency of the U.S. equities marketplace while supporting greater global participation. This milestone represents a major step forward in the evolution of the U.S. equities market, enabling NSCC to apply its central counterparty guarantee immediately to transactions executed across extended trading hours and multiple time zones. “Today marks a significant milestone in the evolution of the U.S. equities market,” said Brian Steele, Managing Director and President of Clearing & Securities Services at DTCC. “By increasing clearing hours to operate on a near-continuous basis, we are enhancing access to U.S. markets for investors around the world, while maintaining the robust risk management and resiliency capabilities that are critical to market stability.” Over the past year, DTCC has worked closely with clients, exchanges, alternative trading system providers and other industry partners to support readiness for this transition, including extensive testing, operational planning and client engagement to ensure a smooth and seamless implementation. DTCC opened its testing environment in January 2026, requiring all consumers of the UTC real-time messages to test the required changes. All firms completed testing successfully prior to the recent go-live. “DTCC has collaborated closely with our clients and industry stakeholders to prepare for this moment,” Steele added. “With 24x5 trading now in place, we are enabling market participants to operate confidently in a more accessible, globally connected trading environment.” This development builds on earlier enhancements to NSCC’s operating hours with took place in September 2024 and reflects DTCC’s broader transformation efforts to advance post-trade infrastructure, strengthen resiliency and improve operational efficiency across the financial ecosystem. ATSs have already been leveraging NSCC’s previously extended operating window, introduced in September 2024 with clearing beginning approximately 2.5 hours earlier than before, while exchanges are expected to follow with longer trading hours in late 2026, alongside planned extensions from Securities Information Processors (SIPs). “The expansion to 24x5 clearing is a critical enabler for continuous trading models,” said 24X National Exchange Founder and CEO Dmitri Galinov. “As a venue built to operate beyond traditional market hours, we see strong demand from global participants seeking seamless 24x5 access to U.S. equities. This development helps align clearing infrastructure with that demand and supports 24X’s long-term vision of a truly around-the-clock marketplace.” “NSCC’s move to 24x5 clearing is a significant advancement that supports growing investor demand for broader market access,” said Bill Capuzzi, CEO of Apex Fintech Solutions. “As the clearing agent for Bruce ATS, Apex is committed to enabling seamless post-trade processing and maintaining strong operational resiliency as trading activity expands across time zones.” “Since Blue Ocean ATS officially launched, we’ve seen a meaningful shift in how global retail investors engage with U.S. equities, demanding real-time access aligned to their local markets and time zones,” said Brian Hyndman, CEO of Blue Ocean Technologies. “NSCC’s move to 24x5 clearing represents a critical inflection point in that evolution, reinforcing the infrastructure needed to support sustained, around-the-clock participation and bringing us closer to a truly continuous global marketplace.” “The DTCC’s move will add another layer of resilience by removing counterparty risk from overnight trading and encouraging broader adoption among a more diverse set of market participants,” said Jason Wallach, CEO of Bruce Markets. “It confirms that 24/5 trading is the new standard and marks a major step forward for the industry. Today’s announcement will fundamentally strengthen our financial system and affirms what we have long believed: the best markets remove friction while inviting broad and responsible participation.” “Cboe has long supported innovation that enhances market access and efficiency,” said Oliver Sung, Head of North American Equities at Cboe Global Markets. “Now that the clearing infrastructure is in place to support extended trading hours for U.S. equities, the industry will continue to build on that progress. Cboe has already successfully introduced near 24x5 trading in many of its markets and looks forward to bringing that same capability to our U.S. equities exchange next.” "As clearing agent for Moon ATS, we recognize the importance of aligning our infrastructure with changing trading patterns as global market participation expands," said Gerry Miligan, Head of Americas and President, Instinet, LLC. "To support extended-hours activity, we have strengthened our operational and risk management framework, ensuring trades are processed efficiently and reliably." “MEMX supports efforts that promote greater competition, efficiency and accessibility across U.S. equities markets,” said Adrian Griffiths, Head of Market Structure at MEMX. “NSCC’s move to 24x5 clearing represents meaningful progress in modernizing post-trade infrastructure, helping ensure the industry can meet growing demand for extended trading while maintaining strong operational resilience.” “NSCC’s transition to 24x5 clearing is a significant step forward in supporting always-on trading,” said Cromwell Coulson, President and CEO of OTC Markets Group, Operator of Moon ATS and OTC Overnight ATS. “As investor demand grows for access to NMS and OTC equities beyond traditional market hours, having a resilient post-trade infrastructure is essential. By reducing operational risk and speeding settlement processes across time zones, we can bring more global liquidity to America's financial markets." “Extending clearing hours is a critical step in modernizing U.S. equity market infrastructure,” said Chuck Mack, Senior Vice President, North American Markets, Nasdaq. “As trading and operating hours adapt to an always-on environment, a resilient, continuously aligned post-trade process is essential to supporting liquidity, price discovery, and investor confidence. This milestone helps ensure markets can scale globally while maintaining the strength and integrity that investors expect.” "DTCC's 24x5 clearing is the unlock that makes extended hours trading possible at scale," Kevin Tyrrell, Head of Markets at NYSE. "We're proud to work alongside DTCC and lead the industry to bring more investors into U.S. markets while maintaining the transparency and protections they depend on." “NSCC’s move to 24x5 clearing represents a significant advancement in supporting the continued growth of extended-hours trading,” said Michael Sanocki, CEO of RQD* Clearing. “As the clearing agent supporting Blue Ocean’s activity, RQD* recognizes that this evolution strengthens the risk management and post-trade infrastructure needed to facilitate consistent, reliable processing across a near-continuous trading cycle. It marks an important step toward enabling greater stability and scalability as participation in after-hours markets continues to expand globally.”

Shield, the global Communication Risk Management platform for financial services, today added two new AI agents to AmplifAI, its agentic suite for digital communications surveillance and investigations. The Alert Closure Agent extends the suite’s reach from detecting and investigating risk to resolving it, while the Language Expansion Agent takes surveillance from limited coverage of monitored languages to full coverage of all languages. Together, AmplifAI provides an industry-first approach that equips compliance teams with a comprehensive set of AI agents that span the full surveillance lifecycle.The launch comes at a pivotal moment for compliance. Regulatory expectations around AI governance, explainability, and language coverage continue to expand, while operational pressures remain acute. The average financial institution generates roughly one million Level 1 alerts annually, yet fewer than 0.02% progress beyond initial review, and 93% of firms identify false positives as a meaningful operational challenge. Across the industry, agentic AI is increasingly being recognized as the next major evolution in compliance technology, shifting the focus from systems that identify risk to systems that can help resolve it (1LoD, 2026 Surveillance Benchmarking Survey). But for regulated firms, autonomous action alone is not enough. AI must be explainable, auditable, and defensible, with human oversight and full decision transparency built in.AmplifAI’s two newest agents address these pressures directly.The Alert Closure Agent evaluates flagged communications across message content, risk language, and full conversation context to determine whether an alert reflects genuine compliance concern. Where context clearly establishes no risk is present, the agent closes the alert, with use of the agent in customer evaluations resulting in a 77.3% reduction of false positives.The agent is built to remove only contextually clear false positives -- a gap that current surveillance tools miss, but that should not require the attention of a human reviewer -- allowing them to direct their attention toward risk that warrants it. Full transparency and oversight are maintained, with closure reasoning recorded in the alert detail, every closed alert reopenable, and QA workflow steps configurable, ensuring that the agent operates under continuous human oversight rather than as a standalone decision-maker.The Language Expansion Agent addresses a separate, longstanding gap in communications surveillance. Multilingual blind spots are no longer defensible: coverage is an explicit and growing regulatory expectation, and firms operating across borders cannot assume their current monitoring captures risk across all languages used within employee communications. The Language Expansion Agent proactively identifies risk across unmonitored or rare languages, bringing all communications within a firm’s compliance perimeter regardless of the languages selected for monitoring.Together, the two agents broaden AmplifAI's coverage across detection, investigation, and governed resolution. The suite already includes a Noise Reduction Agent and Coverage Expansion Agent for enhanced detection, a Risk Reasoning Agent for at-a-glance triage and analysis, and Shiela, an agentic assistant for natural-language queries and investigation. The Alert Closure and Language Expansion Agents extend Shield’s multi-agent layer natively across the platform into resolution, delivering a suite that covers every stage of the surveillance lifecycle.“Financial services compliance is entering a new era,” said Shiran Weitzman, CEO of Shield. “While the industry has continued to focus on AI for individual tasks, such as classifying a message or flagging a keyword, AmplifAI represents a different vision: a coordinated system of specialized agents that reasons across the full surveillance lifecycle, from detection through to resolution. These two new agents are a first step toward a more sustainable compliance model, built for autonomy where needed and to keep human judgment at the center. AmplifAI is what responsible innovation looks like in a regulated industry.”"For years, compliance leaders have been forced to make tradeoffs between scale, coverage, and operational efficiency, all of which are becoming increasingly difficult to justify,” said Tamar Sharir, Chief Product Officer of Shield. “Shield's new agents are designed to remove those constraints. Together, these agents give compliance programs the coverage and capacity they need to operate with confidence across channels, languages and alerts.”With an advanced multi-agent approach built for compliance, Shield’s platform has previously been recognized in Gartner's 2025 Magic Quadrant for AI Architecture and Extensibility, SynPulse's 2026 AI in Compliance report, the AI Fintech100, and GreySpark's AI in Surveillance research.The Alert Closure Agent and Language Expansion Agent are available now as part of the AmplifAI suite, with the Alert Closure Agent already in deployment with a Tier 1 financial institution.To learn more about how Shield's AmplifAI suite closes some of the fastest-growing gaps in communications surveillance, visit https://www.shieldfc.com/amplifai or contact Shield to request a demo.

Mati Carbon has been issued 717 CORCs under the Puro Standard's Enhanced Rock Weathering (ERW) methodology, certified from its operations in Chhattisgarh, India. Mati Carbon applies basalt-based ERW across smallholder rice paddy farms in India, combining proprietary MRV techniques with logistics technology to deliver verified carbon dioxide removal. Its proximity to Deccan Traps basalt deposits reduces feedstock transport emissions, strengthening both the carbon accounting and the commercial model. The project delivers agronomic co-benefits for participating farmers alongside verified carbon removal. The CORCs are listed on the Puro Registry: https://registry.puro.earth/projects/868685

TMX Group Limited will announce its financial results for the second quarter ended June 30, 2026 in the evening of Thursday, July 30, 2026. An analyst conference call to review the results will be held on Friday, July 31, 2026 at 8:00 a.m. ET. WHAT: TMX Group Limited Q2 2026 financial results analyst conference call WHO: John McKenzie, Chief Executive Officer, TMX GroupDavid Arnold, Chief Financial Officer, TMX GroupAmanda Tang, Director, Investor Relations, TMX Group WHEN: Friday, July 31, 2026, 8:00 a.m. ET HOW: Participants may access the conference call via the webcast link. The audio webcast of the conference call will also be available and archived in TMX's shareholder events section.

Intercontinental Exchange, Inc. (NYSE:ICE), one of the world's leading providers of financial market technology and data powering global capital markets, today announced the planned launch of its first economic indicator futures contracts tied to global monetary policy decisions and US natural gas storage reports. The cash-settled futures contracts are designed to give market participants exchange-traded and centrally-cleared instruments to express views on specific economic events and decisions. “ICE’s expansion into economic indicator contracts reflects demand for regulated onshore products that allow customers to take positions on economically relevant risks that shape markets,” said Trabue Bland, Senior Vice President of Futures Markets at ICE. “These innovative new products leverage the global trading and clearing platform that we have built at ICE, offering a new approach to hedging significant moments impacting global markets.” ICE's new futures will be based on central bank rate decisions from the U.S. Federal Reserve System, European Central Bank and Bank of England, providing exposure to scheduled policy meetings across the three most systemically important central banks in the world, as well as on U.S. natural gas storage inventory levels, which are published weekly by the U.S. Energy Information Administration. The new contracts are scheduled to launch on August 10, 2026, subject to completion of relevant regulatory processes. The product codes will be: OID; OIS; OIR; EUD; EUS; EUR; MPL; MPS; MPR; EWP. The new contracts follow the recent launch of ICE’s Polymarket Signals and Sentiment service, an exclusive prediction data and analytics offering from ICE. This service offers normalized data feeds representing Polymarket’s prediction markets, enabling professional and institutional traders to consume crowd-sourced probability assessments as market signals. These signals indicate implied probabilities on real-world outcomes and are designed to complement traditional market, pricing, and sentiment inputs within institutional workflows.

Trading Technologies International, Inc. (TT), a global capital markets technology platform services provider, today announced a major upgrade to TT® Trade Surveillance that includes a new Market Replay tool and an enhanced enterprise-level case management system user interface (UI) that significantly improve the workflow, speed and scope of surveillance cases across equities, futures and options, foreign exchange (FX), fixed income and cryptocurrencies. TT compliance specialists will offer live, interactive demonstrations of the new upgrade  at the XLoD Global - London 2026 conference beginning tomorrow. Market Replay provides a full forensic auditing module for reconstructing and reviewing historical market activity across a full 90-day lookback window, with a tick-by-tick, frame-by-frame visual playback of the order book, making tracking and analyzing past behavior faster, more accurate and fully transparent. The upgraded case management system pairs rigid Tier 1 governance with an intuitive, user-friendly interface. Built on a performant, flexible cloud architecture, it empowers global compliance teams to collaborate seamlessly on deep historical data, streamline communication and manage the entire investigative life cycle through a single, frictionless workspace. Jay Biondo, TT Head of Surveillance, said: "Market Replay gives exchanges and regulators a powerful vehicle for market abuse enforcement by enabling them to examine behavior with unprecedented granularity. Our case management UI is significantly faster and more comprehensive than what we've been able to offer before – and it's an exponential improvement over legacy systems. TT's updated architecture fundamentally transforms how global compliance teams identify, track and resolve market risks, and it builds the foundation for future AI-driven insights. We're excited to bring these intuitive new tools to the market." TT Trade Surveillance is trusted by more than 100 firms globally and integrated into the TT platform. The fully hosted solution minimizes false-positive alerts through a combination of core, out-of-the-box models and user-configurable surveillance models. The core models include the industry's only machine learning-powered Spoofing model, which is trained using real regulatory case data. The model provides users with a risk score on a scale of 1-100, which classifies alerts based on the degree of mathematical similarity to past regulatory actions, enabling compliance staff to prioritize those alerts most likely to attract regulatory attention. TT Trade Surveillance easily ingests and normalizes multi-asset trading data from the TT platform and from any external system via flat files, FIX drop copies or exchange drop copies.

The Securities Commission Malaysia (SC) today issued the Guidance Note on Sukuk: An Alignment with Maqasid Al-Shariah Guidance Islamic Capital Market Malaysia (Guidance Note), to strengthen the alignment of sukuk issuances with Maqasid al-Shariah. The Guidance Note is an initiative under the Capital Market Masterplan 2026–2030, supporting the development of ethics-driven products and the continued growth of the Malaysia’s Islamic capital market. While existing frameworks ensure Shariah compliance, the Guidance Note seeks to advance a more holistic assessment of sukuk issuances by guiding Shariah advisers to consider broader value creation, including alignment with issuers’ strategic objectives, as well as economic and societal outcomes.  It outlines the scope, applicability and key considerations in applying the Maqasid AlShariah Guidance Islamic Capital Market Malaysia (Maqasid Guidance) within the sukuk ecosystem, including the roles of Shariah advisers and issuers.  The Guidance Note further provides a structured set of illustrative indicators and guiding questions across six key aspirations and 15 underlying principles of the Maqasid Guidance, covering areas such as utilisation of proceeds, sukuk structuring, governance, disclosure and inclusivity. In addition, it also includes practical illustrations of sukuk issuances to demonstrate how alignment with Maqasid al-Shariah may be assessed and articulated in practice. The SC encourages Shariah advisers and sukuk issuers to incorporate Maqasid Guidance considerations in sukuk structuring, utilisation of proceeds and related disclosures, while continuing to comply with all applicable Shariah requirements. This includes the resolutions of the SC’s Shariah Advisory Council and other relevant guidelines. More information on the Guidance Note can be found here: https://www.sc.com.my/regulation/guidance-notes-and-guiding-principles.

HKEX Issuer Access Platform will become the primary channel for issuers, advisers to submit regulatory filings, communicate with HKEX Advisers’ onboarding to start from July 2026; issuers to follow in phases from October 2026 Enhancements to the HKEX website to enable the display of issuers’ information on a centralised portal following completion of issuer onboarding  Hong Kong Exchanges and Clearing Limited (HKEX) is pleased to announce today (Monday) it plans to launch the HKEX Issuer Access Platform (HKEX IAP) in the fourth quarter of this year, marking an important step in the digitalisation of issuer services and regulatory communications. HKEX IAP will serve as the primary platform for listed issuers and their advisers to submit regulatory filings and interact with the Exchange on regulatory matters, providing a secure, centralised, web-based channel for efficient two-way communication. To support the planned Q4 launch and to ensure a smooth and orderly transition, registration and onboarding for HKEX IAP will be conducted in phases. Advisers are expected to begin onboarding from July 2026, while issuers will follow starting from October 2026 through to the second quarter of 2027, with issuers receiving at least 12 weeks’ advance notice ahead of their transition to the platform. Following the completion of the transition to HKEX IAP, HKEX will launch a redesigned, dedicated portal on its website to consolidate issuer information, such as executives’ details, corporate events and other key dates. Investors will have near real-time access to this information as issuers update their records, further enhancing market transparency and accessibility. HKEX Head of Listing, Katherine Ng, said: “The launch of HKEX IAP marks an important step in HKEX’s ongoing commitment to strengthen the competitiveness of Hong Kong’s markets and future-proof our market infrastructure. The platform reflects our focus on leveraging digitalised tools to improve efficiency, deepen regulatory engagement and promote greater transparency across the market ecosystem, whilst further enhancing market accessibility. We would like to thank issuers and stakeholders for their continued support.” More information on HKEX IAP, including onboarding arrangements and related guidance materials, is available on the HKEX IAP webpage.

Wholesale financial businesses involved in retail markets will find it easier to comply with the Consumer Duty, following proposals from the FCA. The changes are part of the FCA's plans to give wholesale firms the confidence to apply the Duty proportionately. Under the proposals, firms will benefit from: Removing business for genuinely non-UK customers from the Duty’s scope where there is no clear UK link or reasonable expectation of UK protection. Clearer boundaries around what is out of scope, so they can focus on running their business rather than having to show that the Duty does not apply. More clarity on firms’ responsibilities when they work together, including across distribution chains and in the design of complex products. Simon Walls, executive director of markets, said: 'The Consumer Duty is helping deliver good outcomes and build confidence for retail consumers, but it was never intended to become a Wholesale Duty imposing on deals between sophisticated parties. That's why we are refining its scope to provide greater clarity to wholesale markets, and keep the focus on the consumer outcomes it was created to improve.' The FCA has today also published proposals to further simplify its insurance rules, while maintaining appropriate levels of consumer protection.   The FCA will continue to engage firms and other stakeholders to support effective implementation of the Consumer Duty and ensure it delivers good outcomes across markets. Background The FCA’s wholesale Duty consultation. The FCA’s 4-point plan (PDF) on addressing concerns about the Consumer Duty and wholesale markets. The FCA's insurance simplification consultation. 

The MENA Fintech Association (MFTA), the region’s leading not-for-profit fintech industry body and globally ranked among the top fintech associations, is pleased to welcome Fimple, a next-generation cloud-native core banking platform provider, as a new corporate member. MFTA continues to play a central role in advancing collaboration, innovation, and regulatory engagement across the Middle East and Africa. Fimple joins MFTA at a time when banks, fintechs, and financial institutions across the region are accelerating digital transformation initiatives and seeking more agile, scalable, and future-ready banking infrastructure. As financial services providers increasingly modernize legacy systems and embrace embedded finance, Banking-as-a-Service (BaaS), and digital-first business models, cloud-native core banking platforms are becoming a critical foundation for innovation and growth. Founded in 2022, Fimple provides a composable, API-first, cloud-native banking platform designed to help financial institutions launch products faster, reduce operational complexity, and adapt quickly to evolving business, market, and regulatory requirements . Its platform enables banks and fintechs to deploy modular financial services across payments, lending, deposits, trade finance, treasury, customer management, and digital banking channels through a flexible Financial Functions as a Service (FFaaS) model. Today, Fimple supports more than 20 financial institutions globally and operates across key markets including the United Kingdom, UAE, Türkiye, Egypt, Azerbaijan, and other growth markets. The company’s cloud-native architecture, microservices-based design, and API-first approach enable institutions to accelerate innovation while maintaining operational resilience and scalability. As part of its engagement with the Association, Fimple will contribute its expertise to MFTA’s ecosystem initiatives focused on digital banking, core modernization, embedded finance, open finance, and next-generation financial infrastructure. The company’s experience supporting both conventional and Islamic banking models aligns closely with the region’s evolving financial services landscape. Mücahit Gündebahar, CEO, Fimple, commented:  "We are delighted to join the MENA Fintech Association and become part of one of the region's most influential fintech ecosystems. At Fimple, we believe the future of banking lies in flexible, cloud-native, and composable technology that enables institutions to innovate faster and respond more effectively to changing customer expectations. We look forward to collaborating with MFTA members, regulators, and industry leaders to help accelerate the next phase of financial services transformation across the MENA region." Amr Kandel, GCC Country Manager, Fimple also commented: "The GCC market continues to be one of the most dynamic and innovation-driven banking environments globally. Joining MFTA represents an important milestone in strengthening Fimple's engagement across the region. We are committed to working closely with banks, fintechs, and ecosystem partners to support their modernization initiatives and help deliver the next generation of digital banking experiences." Nameer Khan, Chairman of the MENA Fintech Association and Founder of Fils, added: "The future of banking in MENA will not be built on legacy infrastructure - it will be built on platforms designed for the pace of change we are already living. Fimple’s cloud-native, composable approach to core banking is precisely the kind of capability our ecosystem needs as financial institutions move from digitising processes to reimagining them entirely. We welcome Fimple to the MENA Fintech Association and look forward to the value they will bring to the region’s financial architecture.”

JPX Market Innovation & Research, Inc. (JPXI) is pleased to announce that, as of June 29, 2026, we will begin providing the 10-level Order Book Historical Data Set (hereinafter referred to as “Dataset”), which is derived from market data messages (hereinafter referred to as “FLEX Messages”) provided by Tokyo Stock Exchange and processed to facilitate the reconstruction of order books.JPXI provides "FLEX Historical," a historical database compiled from daily FLEX Message records. FLEX Historical provides detailed raw data on orders and executions, enabling investors and other data users to perform advanced analyses (such as liquidity/execution analysis and trading strategy development) by constructing order book data and processing the information.Furthermore, this newly launched Dataset consists of FLEX Historical messages in packet capture format that have been pre-processed into order book data and formatted, allowing users to focus more fully on their analytical work. 10-Level Order Book Historical Data Eliminates the user’s work by converting packet capture data in FLEX Historical to order book data and performing other additional data formatting. Maintains update numbers with a strict sequence, allowing for reproduction of order book data in the exact order. Provides a wide range of quote information, including the top 10 quotes and market orders, in addition to the most recent execution price and best bid/ask quotes. Provided through Snowflake’s data sharing feature. See the link below for data specifications, etc. 10-Level Order Book Historical Data Contract and Application Users can apply to use this service by agreeing to the “Terms and Conditions for JPX Market Innovation & Research, Inc. Information Services” and entering into a contract with JPXI.Applications for new contracts can be submitted via JPxData Portal JPxData Portal (for the new contract application)JPxData Portal For any inquiries regarding 10-Level Order Book Historical Data, see the contact information below. Contact JPX Market Innovation & Research, Inc.　Client ServicesTEL:+81-050-3377-7831E-mail:tminfo@jpx.co.jp

The Federal Court has ordered Mercer Super pay penalties totalling $10.3 million for systemic failures to report investigations into significant member services issues to ASIC, including an investigation into insurance premiums continuing to be charged after members had died, and only refunded later. The Court found that between October 2021 and September 2024, Mercer Super’s systems for complying with the Corporations Act’s reportable situations regime were inadequate. The regime requires Australian financial services licensees to promptly notify ASIC of investigations into potentially significant breaches of their core obligations. The Court also found that Mercer Super failed to report seven reportable investigations to ASIC at all and it reported another investigation late. In relation to the investigation that was reported late to ASIC, the Court found that Mercer Super failed to take all reasonable steps to ensure the reports to ASIC were accurate and provided false or misleading information which understated the number of members impacted by the incident being investigated. The investigations that Mercer Super either failed to report on time or did not report at all included investigations concerning: failure to update member accounts which led to higher fees and less favourable insurance policies applying to members failure to allocate $64 million in member funds in a timely manner, and failure to provide death and total and permanent disability insurance cover for eligible members. ASIC Chair Sarah Court said the systemic deficiencies and conduct identified were inappropriate for a superannuation trustee of Mercer Super’s size and market position. ‘These failures undermined a critical safeguard designed to protect consumers and exposed fundamental weaknesses in Mercer Super’s systems and processes. ‘This was not an isolated oversight. It was a sustained systemic issue that continued for years after the regime was introduced, which is unacceptable for a fund entrusted with $80 billion worth of retirement savings for more than a million members. ‘When investigations into serious member service issues are not reported to ASIC as required by law, this can allow problems impacting members to persist unchecked, increasing the risk of ongoing harm. 'The Court's decision sends a strong message to the superannuation sector that accurate and timely reporting is not optional and when a fund falls short, we will take action.’ In handing down the decision, her Honour Justice Button found that ASIC’s supervisory role had been seriously compromised given the duration of the investigations that Mercer Super failed to report. Her Honour also found that Mercer Super was on notice that its compliance systems were not adequate and of the risk that investigations were not being identified and reported to ASIC as required. The reportable situations regime is intended to give ASIC early visibility of misconduct, ensure licensees prioritise investigations and remediation, and strengthen transparency across the financial services sector. Holding super trustees to account for member services failures is one of ASIC’s 2026 enforcement priorities. Download Judgment Background Mercer Super is the seventh largest super fund in Australia by members with over one million members and almost $80 billion in assets under management. Separately, in August 2024, Mercer Super was fined $11.3 million after it admitted making misleading statements about the sustainable nature and characteristics of some of its superannuation investment options (24-173MR). The proceedings form part of ASIC’s broader focus on lifting standards across the superannuation sector and improving outcomes for members. In November 2025, United Super Pty Ltd, the trustee of the Construction and Building Unions Superannuation Fund (Cbus), was ordered to pay a $23.5 million penalty for serious failures in processing members death benefits and insurance claims (25-286MR). In May 2026, the Federal Court found Telstra Super failed to comply with its internal dispute resolution procedures with about one third of complaints made between October 2021 and January 2023 not answered within 45 days and some delayed over 100 days. A penalty hearing on the matter is pending (26-091MR). In March 2025, ASIC commenced Federal Court action against AustralianSuper Pty Ltd, the trustee of Australia’s largest superannuation fund, alleging delays in the processing of nearly 7,000 death benefit claims (25-034MR). In March 2025, ASIC handed down 34 recommendations to super trustees to improve the way they handle death benefit claims (25-049MR). Background: On 29 June 2026 an amended judgment was added to this media release.

The Dubai Financial Services Authority (DFSA) has published its first Conduct Supervisory Pulse (Pulse), sharing key observations from a thematic review of Personal Account Dealing (PAD) arrangements across brokerage firms in Dubai International Financial Centre (DIFC). This is part of a broader programme of deep-dive supervisory engagement sessions being undertaken jointly by DFSA Conduct Supervision and Markets teams throughout 2026 under the DFSA’s thematic review on oversight of the trading environment. Effective oversight of the trading environment in brokerage firms is critical for protecting investors and maintaining market integrity. The first phase of the review focuses on PAD as one of three key priority areas relevant to brokerage firms’ oversight of the trading environment, with best execution and communication channels and record keeping to follow shortly. The review was conducted against a backdrop of continued growth across the DIFC brokerage sector. Since 2022, the number of authorised brokerage firms has increased by more than 60%. Headcount, profitability, and transaction volumes have also increased significantly. As firms’ trading activities continue to expand, having effective controls and monitoring of personal trading by employees is an essential component of both broader trading oversight and market conduct risk arrangements. A key observation from the review was the importance of proportionality. As the sector continues to grow and evolve, firms should ensure that their PAD frameworks remain aligned to the nature, scale, and complexity of their business activities, products, employee roles and risk profile. The Pulse highlights examples of positive indicators observed across firms varying in scale and complexity. These included: Comprehensive and tailored PAD policies and procedures; Centralised pre-trade approval processes; Periodic compliance monitoring; Clear escalation and management of breaches; and Use of management information to support senior management and Board oversight. The review also identified areas where firms should consider strengthening their PAD arrangements, including to address over-reliance on employee declarations, limited post-trade monitoring, and poor record-keeping practices. The publication includes practical examples of positive indicators and indicators requiring enhancement across six key areas: Policies and procedures; Governance, management information, and oversight; Monitoring and surveillance; Compliance oversight and monitoring; Training and awareness; and Record keeping. The DFSA encourages all relevant firms to consider the observations outlined in the Pulse and assess whether enhancements to their own PAD frameworks may be appropriate. The remaining phases of the thematic review will focus on best execution, and communication channels and record keeping, with further observations to be shared as the review progresses. Access the DFSA Conduct Supervisory Pulse – Brokerage Thematic Review: Oversight of the Trading Environment: Personal Account Dealing.

The following is the weekly trading summary for DFM Regulated Short Sell Transactions for the abovementioned period. ** No RSS Trades for the period from 22nd June 2026 to 26th June 2026. For further information on RSS, please check the DFM Market Rules Module Three Membership, Trading, And Derivatives Rules & Operational Model and Procedures for Implementation of Regulated Short Selling available at  http://www.dfm.ae/the-exchange/regulation/market-rules This Dubai Financial Market Announcement will be available on the website at  https://www.dfm.ae/the-exchange/news-disclosures/market-announcements

This year's Annual Economic Report examines how the global economy is faring as progress meets rising perils – including a new fiscal-financial stability nexus and shifting inflation dynamics. Editorial: From resilience to robustness? Chapter I: Progress and perilDriven by progress in AI, the global economy weathered shocks, but mounting risks call for prioritising price and financial stability, as well as fiscal sustainability. Chapter II: High public debt and shifting financial markets: challenges for central banksCentral banks face mounting challenges from the interplay of high public debt with the growing role of non-banks. Chapter III: Anchoring trust in money: innovation beyond stablecoins (pre-released on 23 June 2026)Digital innovation is transforming finance. It creates opportunities, but also poses challenges and raises the question on how to preserve trust in money. Press release: Global economic pressure points call for policy discipline: BIS  Annual Report 2025/26Our Annual Report introduces the BIS's new strategy and shows how the BIS has supported stakeholders throughout the year.    Annual General Meeting 2026  Speech by Pablo Hernández de Cos, General Manager: Strengthening foundations for the future Speech by Frank Smets, Acting Head of Monetary and Economic Department: Anchoring trust in money: innovation beyond stablecoins