Demand for consolidating execution management systems (EMS) and bringing FX into broader multi-asset trading workflows continues to grow. New research conducted with dozens of buy-side market participants found that achieving a unified, real-time view of risk is the primary driver for firms considering the consolidation of their FX and listed derivatives EMS. The findings detailed in the new white paper, Bringing in FX: EMS Consolidation in a Complex Trading Environment, are based on a survey of 65 hedge funds, proprietary trading firms and asset managers, conducted by management intelligence provider Acuiti on behalf of Trading Technologies International, Inc. (TT), a global capital markets technology provider.  The report examines how firms currently approach FX trading technology and their attitudes to consolidating FX with other asset classes, particularly listed derivatives. Historically, FX has sat apart from other asset classes with its own front-office infrastructure. This is primarily a result of the fragmented, over-the-counter (OTC) structure of the market and its web of bilateral relationships and liquidity pools. However, the report found that firms running separate systems increasingly view this setup as a source of operational complexity, particularly with the rise of centralized execution desks, cross-asset trading desks and heightened pressure on achieving operational efficiencies. Over two-thirds of firms in the survey (69%) currently run a separate order and execution management system (O/EMS) for FX and listed derivatives. For many, this is a result of a legacy of siloed trading operations and the distinct market structure of FX. There is, however, a strong appetite among firms to achieve efficiencies across systems and to bring FX trading into the same workflows as other asset classes. The survey found this is not simply a cost-cutting exercise; when asked about the benefits of bringing FX and listed derivatives EMS platforms together, most survey respondents ranked cost savings behind other benefits. A unified, real-time view of risk was the most frequently cited advantage, with 69% of survey participants ranking it as one of the top considerations. Respondents also pointed to improved execution quality (cited by 52%) and expanded algorithmic capabilities (46%) as key benefits, suggesting that firms are motivated as much by better decision-making and execution outcomes as by reducing operational expense. The report states: "...the ability to create a more unified view of trading positions can reduce timing gaps as well as [provide] more consistent order controls and routing logic." Despite the benefits, migration risk remains the biggest single barrier to consolidation, cited by almost half of respondents as the biggest factor in any decision not to migrate to a unified technology workflow. Tomo Tokuyama, EVP, Managing Director, FX of TT, said: "Sophisticated buy-side participants understand that risk management is one of the keys to their success, and this survey reinforced that it is a priority that goes beyond the obvious cost efficiencies of consolidation. Having a vendor they already know and trust manage this consolidation can go a long way toward reducing that migration risk while bringing new trading opportunities. It's therefore vital that any project to unify an EMS and/or OMS for multiple asset classes addresses the many trading and risk workflow nuances of each asset class. In our case, we have been extraordinarily deliberate about how to bring FX into the TT platform to optimize cross-trading opportunities while retaining the functionality and risk controls critical to FX trading participants." "Firms across the buy side are increasingly rethinking their O/EMS strategy when it comes to FX and evaluating the potential to integrate it with other asset classes, particularly listed derivatives," said Ross Lancaster, Head of Research at Acuiti. "Our research found significant demand for a single, real-time view of risk across asset classes. However, there remain concerns about the transition and the migration risk. These can be mitigated by working with a vendor that understands the complexity of multi-asset execution." The survey found that 28% of firms said that unifying the OMS and/or EMS of other asset classes with FX would make them more likely to trade FX. The full white paper is available at http://tradingtechnologies.com/ttfx-whitepaper.

The Kuala Lumpur High Court today granted leave to the Securities Commission Malaysia (SC) to commence committal proceedings against Tan Bee Geok (Tan) for breaching the terms of a consent judgment entered with the SC on 17 September 2020. The consent judgment arose from proceedings commenced by the SC against Tan for contravening section 188(3)(a) of the Capital Markets and Services Act 2007 (CMSA), where Tan had communicated inside information relating to APL Industries Berhad to her sister, Tan Bee Hong.   Following the consent judgment, Tan agreed, among others, not to act as a director of, or be involved in the management of, any public listed company (PLC) or any subsidiary of a PLC for a period of five years from the date of the judgment. Notwithstanding the prohibition, Tan subsequently continued to act as a director of subsidiary companies of a PLC and remained actively involved in the management of those companies, thereby breaching the terms of the consent judgment. As a result, the SC filed an ex-parte application for leave to commence committal proceedings against Tan on 17 September 2025. The High Court subsequently directed that the application be heard on an opposed ex-parte basis.   On 12 August 2026, High Court judge YA Leong Wai Hong allowed the SC’s application and granted leave to commence committal proceedings against Tan. The SC was represented by Mohd Hafiz Mohd Yusoff, Ng Chian Huey, Loo Kit Ming Keith and Siti Sarah Kamaruzaman, together with the SC’s appointed external counsel Benjamin John Dawson and Eileen Othman of Messrs Benjamin Dawson. Tan was represented by Sivanesan Ravenesan and Siti Nur Amirah of Messrs S Ravenesan. The SC views breaches of consent judgment in securities law cases seriously. Such noncompliant conduct not only undermines the effectiveness of regulatory enforcement but also erodes respect for the authority of court orders and the administration of justice. The commencement of committal proceedings underscores the SC’s commitment to ensuring compliance with court-sanctioned obligations and holding parties accountable for non-compliance.  

Exchange Data International (EDI), a leading provider of global securities data, today introduced the Index Rebalancing Calendar that helps investors, analysts, and financial professionals track constituent change announcements and effective rebalancing dates across more than 7,000 global and domestic benchmark indices. Index providers periodically revise benchmark composition by adding or removing constituents based on criteria such as market capitalization, liquidity, and sector classification. These reconstitution events can generate significant trading activity and directly affect portfolios benchmarked against those indices. The Index Rebalancing Calendar maintains alignment with index provider schedules, enabling investors and analysts to stay informed, plan with precision, and respond promptly to changes that influence portfolios and market behavior. Explore how the Index Rebalancing Calendar can streamline your index monitoring.View the Product Overview or contact EDI for a demo via info@exchange-data.com. The Index Rebalancing Calendar provides comprehensive coverage of: 7,000+ benchmark indices spanning global and domestic financial markets. 25 standardized data points per index, capturing both reference information and rebalancing schedules. Leading index providers: S&P Dow Jones Indices, FTSE Russell, CBOE Indices, ETF-linked underlying indices, and derivative contract indices. Daily monitoring by EDI’s data collection team, with scheduled calendar dates extracted directly from official index provider publications as soon as they become available. Email alerts for forthcoming rebalancing and reconstitution events. Customizable filters and searches to focus on indices relevant to your portfolio. Supports flexible delivery via online access, API, CSV, and TXT formats. “Index rebalancing events can significantly impact trading activity and portfolio performance, but tracking announcements and effective dates across multiple providers has always been fragmented and time-consuming. The Index Rebalancing Calendar consolidates this information into a single, structured view, giving analysts and investors the visibility they need to plan ahead and respond with precision.” said Jonathan Bloch CEO of Exchange Data International commented. The Index Rebalancing Calendar distinguishes between two key dates that investment professionals must monitor. The announcement date marks when an index provider officially publishes details of forthcoming constituent additions or deletions, while the effective date is when those changes are actually applied to the index composition. By tracking both dates for each index, teams can plan operations around the full timeline of index changes and prepare workflows in advance. In addition to standalone benchmarks, the calendar integrates underlying indices linked to ETFs and derivative contracts, ensuring broad visibility across critical index families. Daily updates from EDI’s monitoring of official index provider sources keep the calendar current as new rebalancing dates are published.

Final Terms dated 10 August 2026 of LSEG Finance plc for the JPY30,500,000,000 2.528 per cent. Guaranteed Notes due 12 August 2029 (ISIN: XS3457205881) (the 2029 Notes) (the 2029 Final Terms); and JPY14,500,000,000 2.909 per cent. Guaranteed Notes due 12 August 2031 (ISIN: XS3457205964) (the 2031 Notes and together with the 2029 Notes, the Notes) (the 2031 Final Terms and together with the 2029 Final Terms, the Final Terms), unconditionally and irrevocably guaranteed by London Stock Exchange Group plc and issued pursuant to the £10,000,000,000 Euro Medium Term Note Programme of London Stock Exchange Group plc, LSEG Finance plc, LSEG Netherlands B.V. and LSEG US Fin Corp. (the Programme). The Notes have been admitted to the Official List of the Financial Conduct Authority and to trading on the regulated market of the London Stock Exchange on 12 August 2026. The offering circular dated 19 March 2026 relating to the Programme (the Offering Circular) and the Final Terms have been published on the website of the London Stock Exchange at: in the case of the Offering Circular, https://www.londonstockexchange.com/news-article/LSEG/publication-of-offering-circular/17513024; and in the case of the Final Terms, https://www.londonstockexchange.com/news-article/LSEG/publication-of-final-terms/17731091.

LSEG and PT Bank Negara Indonesia (Persero) Tbk ("BNI"), today announced a strategic data and analytics partnership to support BNI’s client delivery, data governance and digital transformation priorities. Under the agreement, BNI will use LSEG’s trusted data, analytics and workflow solutions across key areas of its business. The partnership will help BNI strengthen access to high-quality, rights-cleared content, improve consistency across workflows and support faster, better-informed decision-making for clients and teams. LSEG will provide multi-asset class AI-ready data and analytics spanning market data, pricing and reference data, company information, economic indicators, news, risk intelligence and regulatory data. The partnership will also support access to LSEG’s workflow solutions, including LSEG Workspace, alongside enterprise data delivery through APIs and platform integrations. Abu Santosa Sudradjat, Treasury & International Banking Director of BNI, said: “Trusted data is fundamental to how we serve our clients and manage risk. Our partnership with LSEG strengthens our data and analytics capabilities, enabling our teams to access high-quality market intelligence and generate deeper insights. By embedding these capabilities into our daily workflows, we can make faster, more informed decisions and continue delivering greater value to our clients.” David Day, Group Head of Sales, APAC, LSEG, said: “We are pleased to support BNI as it continues to strengthen its data, analytics and client workflow capabilities. LSEG’s role is to provide trusted, [AI-ready] governed content and workflow solutions that help financial institutions make better decisions, manage risk and deliver more value to customers.” By bringing LSEG content into BNI’s workflows, the partnership is designed to support a range of use cases across treasury, markets, corporate banking, wealth, advisory, risk management and compliance. It will also help BNI standardise data access, strengthen governance and improve the consistency of insight generation across the bank.

SGX Group (Singapore Exchange) today reported robust trading activity in July, extending its FY2026 performance to mark a strong start to FY2027 as momentum built across its securities and derivatives markets.  Securities market turnover rose 37% year-on-year (y-o-y) in July to S$46.2 billion, with securities daily average value (SDAV) similarly up 37% y-o-y to surpass S$2 billion for a sixth consecutive month. Derivatives traded volume climbed 16% y-o-y to 33.9 million contracts, while derivatives daily average volume (DAV) also gained 16% y-o-y to about 1.5 million contracts.  Key highlights: STI extends rally: The Straits Times Index (STI) advanced 8.9% in July to 5,628.5 – its biggest month-on-month (m-o-m) increase in more than five years – supported by a global rotation out of technology into defensive financials. Year-to-date (YTD), the benchmark returned 21% on a price-return basis, outperforming ASEAN peers in SGD terms. Cash equities SDAV gained across all investor segments, led by institutional investors with 38% y-o-y growth. Retail investors were net buyers for a sixth straight month, with net inflows up 92% m-o-m at S$545.2 million, primarily in small- and mid-cap stocks. STI exchange-traded funds (ETF) recorded their 17th consecutive month of net inflows in July, bringing cumulative inflows to S$1.6 billion and lifting assets-under-management by 89% y-o-y to S$5.6 billion.   Broadening investor access to global companies: SGX Stock Exchange on 22 July launched three new U.S. Singapore Depository Receipts (SDR) for Grab, Sea and SpaceX, enabling investors to trade global companies in SGD during Asian hours. With this expansion, the SDR suite now comprises 38 names across U.S., Thailand, Hong Kong and Indonesia underlyings. Separately, a 3x Long daily leverage certificate (DLC) on SpaceX was introduced on 17 July, in a month that saw daily average DLC turnover jump 79% y-o-y, showing sustained interest in leveraged and inverse trading strategies.  Mainboard listings grow: The SGX Mainboard welcomed several new issuers in July. Ambiq Micro, Inc., a technology leader in ultra-low-power semiconductor solutions for edge AI, completed a secondary listing on 30 July. Electrical-infrastructure solutions and service provider EGP Energy Corporation Limited joined on 29 July and Foundation Healthcare Holdings Limited, Singapore’s largest private multi-specialty healthcare platform, on 8 July.  China A50 leads equity derivatives volume growth: Total equity futures volume climbed 34% y-o-y in July to 18.5 million contracts, the highest since October 2024. Gains were led by SGX FTSE China A50 Index Futures – the world’s most liquid international futures for Chinese equities – with volume rising 41% y-o-y to 12.9 million contracts. There were also double-digit y-o-y volume increases across SGX contracts tracking the benchmark equity indices of Japan, India, Taiwan and Singapore. During the month, SGX Nikkei 225 End-of-Day Weekly Options were launched, offering institutions greater precision and flexibility for managing short-dated exposures.  KRW, TWD among top FX futures movers: Mixed economic signals in the U.S. drove hedging in SGX’s listed currency markets, with total FX futures traded volume rising 54% y-o-y in July to 9.3 million contracts. Beyond strong y-o-y volume growth across key CNH and INR contracts, DAV of SGX KRW/USD FX Futures surged 182% y-o-y to 54,453 lots, while daily average open interest (OI) in SGX TWD/USD FX Futures climbed 84.6% m-o-m to a notional US$41.3 million.  Best-ever July for rubber, petrochemicals: SGX Commodities reported its strongest-ever July for petrochemicals and SGX SICOM rubber derivatives. The volume of petrochemical contracts including benzene and naphtha rose 51% y-o-y, while rubber futures and options volume climbed 2% y-o-y to 316,485 contracts. Across all commodity derivatives, YTD average OI gained 18% y-o-y while YTD DAV increased 5% y-o-y.  The full market statistics report can be found here.

ASX advises that one of its shareholders, Rosherville Pty Ltd (Rosherville), has provided ASX with notice that it proposes to file an application in the Federal Court of Australia. The proposed application is for leave to commence a Statutory Derivative Action under ss 236 and 237 of the Corporations Act 2001 (Cth) against certain former officers and directors of ASX, whereby Rosherville would commence proceedings on behalf of ASX. Further information about statutory derivative actions can be found on the following page.  Rosherville alleges that the identified former officers and directors breached certain of their directors’ duties in connection with the previous CHESS project. There are no allegations against ASX itself.  ASX will keep the market informed of further developments in this matter in accordance with its continuous disclosure obligations. Click here for full details.

ASIC is warning consumers about dealing with Yepbit and Yepbit Exchange (Yepbit) after receiving several reports from investors who say they are unable to withdraw funds from the platform. Yepbit is purporting to be a digital assets and futures trading platform trading globally, including in Australia. Concerningly, investors are also telling us that Yepbit is claiming that ASIC has frozen investor funds, while it complies with ASIC audits or regulatory requirements. These statements are false. They are designed to deflect requests for refunds. ASIC has not taken steps to prevent return of funds held by Yepbit. Yepbit does not hold an Australian Financial Services Licence (AFSL) with ASIC and is not authorised to provide financial advice or services in Australia. Yepbit is also not a registered Virtual Asset Service Provider listed on AUSTRAC’s Virtual Asset Service Provider Register (VASPR). ASIC advises that consumers should always check to see if an investment opportunity is accompanied by a verified AFSL. If you cannot easily identify a licence number and verify it through ASIC’s registers, that should be a significant warning sign. Consumers can also consult the Moneysmart Investor Alert List to help know which entities are not to be trusted. Investment opportunities that cannot be verified through trusted sources, or that encourage consumers to bypass licensed professionals, should be treated with extreme caution. What action has ASIC taken? ASIC has taken action to protect consumers through its website takedown capability, by removing several websites purportedly operated by Yepbit. We have also issued warnings on our Investor Alert List. ASIC cautions against dealing with this firm. Previously issued alerts on ASIC’s Investor Alert List include: Investor warning - Yepbit (yepbit6.com)  Investor warning - Yepbit (ybtaa.com)  Investor warning - Yepbit (yepbit.xyz)  Investor warning - Yepbit (yepbit.net) ASIC continues to work to take down harmful websites, including with other government agencies. How Entities Deceive Consumers People can tell very convincing stories to persuade consumers to part with their hard-earned money. Common themes reported to ASIC include stories of scammers telling consumers: A certificate of incorporation for a company (or A.C.N) means a company is legitimate or licensed by ASIC. This is FALSE. If a company is not listed on ASIC’s professional registers as holding an AFSL, it is not licensed by ASIC. ASIC has frozen an unregulated investment platform’s funds. Where ASIC takes action to freeze funds, it will issue a Media Release to announce its action. Scammers commonly use excuses to shift the blame and mislead investors, while trying to extract more funds for as long as possible. Protect Yourself STOP – Don't transfer money or give out personal information if you’re unsure. Don’t feel pressured to invest. If you have any doubts, stop communicating. CHECK – Ask if you really know what you are investing in? Check the VASPR to confirm if the entity is a registered virtual asset service provider. Check ASIC’s professional registers to confirm if the firm holds an Australian Financial Services Licence. Also check the licence conditions to ensure the licence authorises the type of activity being promoted. Scammers impersonate licensees, so it is important to independently verify licence and contact details. PROTECT – Act quickly if something feels wrong. If you have shared personal or financial information or transferred money, contact your bank immediately. Check the Moneysmart website for what to do if you think you’ve been scammed. Help others by reporting scams to Scamwatch. Also, be on the lookout for recovery scams, offering to help get your money back.   ASIC is Australia’s corporate, markets and financial services regulator.

The Commodity Futures Trading Commission today exercised its emergency authority in response to KalshiEX, LLC’s notification of a market emergency and ordered the exchange to continue to operate in accordance with the Commodity Exchange Act’s Core Principles. KalshiEX, LLC notified the Commission of the emergency after New York Attorney General Letitia James filed a complaint against the exchange in state court. In the lawsuit, filed on July 31, New York seeks a temporary restraining order prohibiting KalshiEX, LLC from offering all event contracts nationwide and more than $36 billion in damages.  The CEA requires the Commission to provide a uniform national market in derivatives transactions. As part of this obligation, the CFTC ensures public confidence in its markets by safeguarding market resilience and orderliness. The Commission is also tasked with providing competitive, fair, and efficient markets that protect the price discovery process of trading in the centralized derivatives markets. Major market disruptions hamper these efforts.  “New York intends to make event contract derivatives waste away under its iron curtain of state gaming laws before the courts get the chance to issue final rulings,” said Chairman Michael S. Selig. “Congress did not intend for derivatives exchanges to be regulated under a patchwork of state gaming laws. These are financial exchanges that offer financial instruments and operate across state lines. They match the bid from a resident of one state with the offer of a resident from another state and submit the trade to a clearinghouse that backstops the transactions of customers throughout the country. New York has no business regulating these interstate financial markets. The Commission is required by law to ensure order in these markets, and that is what we have done today.” States have attempted to bring enforcement actions against CFTC-regulated DCMs in state and federal courts throughout the nation. To protect the jurisdiction granted to it by Congress, the CFTC has filed lawsuits against Arizona, Connecticut, Illinois, Kentucky, Minnesota, New Mexico, New York, Rhode Island, and Wisconsin. The Commission has also filed amicus briefs in the U.S. Court of Appeals for the Sixth and Ninth Circuits and the Supreme Judicial Court of Massachusetts.  RELATED LINKS Emergency Order: Market Emergency Declaration

 NYSE today reported short interest as of the close of business on the settlement date of July 31, 2026. SETTLEMENT DATE EXCHANGE TOTAL CURRENTSHORT INTEREST TOTAL PREVIOUSSHORT INTEREST(Revised) NUMBER ofSECURITIES with aSHORT POSITION NUMBER of SECURITIESwith a POSITION >=5,000 SHARES 07/31/2026 NYSE 18,867,531,730 19,333,378,924 2,906 2,605 07/31/2026 NYSE ARCA 2,197,363,131 2,205,402,543 2,679 1,879 07/31/2026 NYSE AMERICAN 1,081,435,415 1,079,142,620 304 262 07/31/2026 NYSE GROUP 22,146,330,276 22,617,924,087 5,889 4,746 *NYSE Group includes NYSE, NYSE American and NYSE Arca           Reports will be archived here.

At the end of the settlement date of July 31, 2026, short interest in 3,835 Nasdaq Global MarketSM securities totaled 18,151,604,493 shares compared with 18,406,468,581 shares in 3,836 Global Market issues reported for the prior settlement date of July 15, 2026. The July short interest represents 3.17 days compared with 3.07 days for the prior reporting period. Short interest in 1,653 securities on The Nasdaq Capital MarketSM totaled 4,446,250,391 shares at the end of the settlement date of July 31, 2026, compared with 4,495,814,044 shares in 1,654 securities for the previous reporting period. This represents a 1.92 day average daily volume; the previous reporting period’s figure was 1.65. In summary, short interest in all 5,488 Nasdaq® securities totaled 22,597,854,884 shares at the July 31, 2026 settlement date, compared with 5,490 issues and 22,902,282,625 shares at the end of the previous reporting period. This is 2.81 days average daily volume, compared with an average of 2.63 days for the prior reporting period. The open short interest positions reported for each Nasdaq security reflect the total number of shares sold short by all broker/dealers regardless of their exchange affiliations. A short sale is generally understood to mean the sale of a security that the seller does not own or any sale that is consummated by the delivery of a security borrowed by or for the account of the seller. For more information on Nasdaq Short interest positions, including publication dates, visit https://www.nasdaq.com/market-activity/quotes/short-interest or http://www.nasdaqtrader.com/asp/short_interest.asp.        

The Commodity Futures Trading Commission today announced it filed a complaint in the U.S. District Court for the Middle District of Florida against Goliath Ventures. Inc. and CEO, Christopher Delgado, a Florida resident.  The complaint alleges the defendants engaged in a Ponzi scheme by fraudulently soliciting and accepting funds from the public for crypto asset trading, including in bitcoin and ether. Contrary to their representations, the defendants misappropriated all customer funds, including by paying fictitious profits to existing customers and funding Delgado’s lavish lifestyle. Defendants also falsely guaranteed the return of principal investments and/or profits and issued false account statements reflecting nonexistent profits. In total, approximately 1,600 customers contributed at least $397 million to the defendants’ fraud. “We will continue to aggressively police fraud, abuse, and manipulation in the crypto asset markets to ensure that bad actors are punished, while developing clear rules of the road so that good actors have the opportunity to build on American soil,” said Chairman Michael S. Selig. “Today’s action further underscores our commitment to rooting out misconduct in these markets.” “The Division of Enforcement continues to be an important cop on the beat in addressing fraud in connection with digital commodities,” said Director of Enforcement David I. Miller. “We will continue to take action to protect our markets and the public from misconduct.” In the complaint, the CFTC seeks restitution, disgorgement, civil monetary penalties, trading and registration bans, and a permanent injunction against further violations of the Commodity Exchange Act and CFTC regulations, as charged. Parallel Criminal and SEC Actions In June 2026, in connection with a criminal case brought by the U.S. Attorney’s Office for the Middle District of Florida, Delgado pleaded guilty to federal criminal charges for his role in the fraud. On August 11, 2026, the Securities and Exchange Commission also filed a civil action against Delgado and Goliath for their roles in the fraud. The CFTC appreciates the assistance of the U.S. Attorney’s Office for the Middle District of Florida and the SEC. RELATED LINKS Complaint: Goliath Ventures Inc., et al.

New Standard-sized and Micro-sized contracts will be benchmarked to official NHL statistics CME Group, the world's leading derivatives marketplace, today announced it will launch the world's first index-based Hockey futures on September 28, pending regulatory review. The new contracts will track CME FutureSports Performance Indexes that include exclusive, real-time National Hockey League (NHL) statistics beginning with the 2026-2027 season. "With our first major-league futures contracts on our NHL indexes, CME Group is bringing the principles and discipline of regulated markets to the businesses that need to manage price risk in professional sports," said Tim McCourt, Senior Managing Director and Global Head of Equities, FX and Alternative Products at CME Group. "Financial institutions, companies and individuals rely on the transparency and infrastructure of CME Group to hedge across all investable asset classes. Our CME FSPI Hockey futures will provide a capital-efficient way for fans, sponsors, broadcasters, third-party arena operators, retailers, food and beverage vendors and others to navigate the risk associated with the performance of each NHL team." Steve Byrd, Head of Partnerships at FutureSports, said: "In just a matter of weeks, market participants and members of the hockey and sports ecosystem will have the first opportunity to trade a professional financial instrument based on indexes of continuous play-by-play performance statistics of each and every NHL team. NHL teams generated a record $1.53 billion in sponsorship revenue in the 2024-25 season and drew more than 23 million fans into arenas last season – the highest total attendance in the league's 108-year history. Interest is extraordinarily high, and we're delighted to bring these indexes to fruition with our partner, the NHL, and to the world's leading derivatives market with futures contracts trading on CME Group, our exclusive exchange partner." CME Group Hockey futures will be available in standard-sized contracts, valued at 10x the value of the underlying CME FSPI NHL indexes, and micro-sized contracts that are 1/10 the value of those indexes. Participants can trade live around the clock, allowing for immediate positions on a regulated exchange with central clearing safeguards, transparent pricing and equal market access. CME FSPI Indexes structure official sports statistics into rules-based, benchmark financial metrics. The performance of the indexes will be calculated using systematic methodologies where point allocations follow transparent statistical frameworks – adding points for positive actions and subtracting for negative plays or setbacks. The CME FSPI Index methodologies align with the International Organization of Securities Commissions (IOSCO) Principles for Financial Benchmarks and are supported by published governance and oversight procedures. For more information, contract specifications and updates on the product rollout, and to learn more about the indexes or how to subscribe to index data visit cmegroup.com/fspi.

FIA president and CEO Walt Lukken announced Adeshini Naidoo will join FIA and lead its European policy team starting 14 September. “ We are excited to have Adeshini join our team as our head of European policy. She will lead FIA’s engagement with European policymakers, regulators and market participants on issues shaping the future of the global derivatives markets,” said Lukken. “Her experiences at the Bank of England, the Financial Conduct Authority and the European Commission, along with her relationships, prepare her well to advocate on behalf of our members.” Naidoo brings deep expertise in financial markets policy and regulation, with extensive experience working on the legislative and regulatory issues affecting derivatives markets, clearing, market infrastructure and capital markets. She joins FIA at a time when European policymakers are considering a wide-ranging agenda that will influence the competitiveness, resilience and innovation of Europe's financial markets. Initially working out of FIA’s London office, Naidoo will transition to the Brussels office next year, working on both UK and EU policy.

Deep, Independent Research Coverage on Leading Private Companies Now Available to Clear Street Clients Research Extends Clear Street's Private Markets Platform, Giving Investors Insight Alongside Access, Execution and Liquidity Clear Street ("Clear Street" or "the Company"), a cloud-native financial infrastructure technology firm on a mission to give sophisticated investors access to every asset in every market, today announced the launch of Clear Street Private Markets Equity Research, a new research offering covering leading private companies ahead of, and independent of, public listing. The launch builds on Clear Street Private Markets, the Company's platform for private company access, execution, liquidity and capital efficiency, providing institutional grade proprietary research to help clients evaluate opportunities before they reach the public markets. Led by equity analyst Owen Lau, the research team has already published a series of fireside chats on private companies of interest to institutional investors. The new private markets research offering launched today with an in-depth company research report of Databricks. Clients will be able to access this research directly within their Clear Street account, alongside the rest of the Private Markets ecosystem. Uri Cohen, Chief Executive Officer and Co-Founder of Clear Street, said, "Access without insight is only half the opportunity. We're giving our clients the research to match the access we've already built, all within one platform." Clear Street seeks to offer Private Markets Equity Research to address a gap investors commonly encounter in pre-IPO investing: limited, fragmented, or sell-side-only research on companies that are increasingly important to portfolios well before they go public. To learn more about Clear Street, please visit www.clearstreet.io.

The Office of the Comptroller of the Currency continues to prioritize reinvigorating de novo chartering to build a robust, diverse banking system that supports the U.S. economy and commends the Federal Deposit Insurance Corporation for its recent efforts to do the same. “De novo chartering is a sign of a healthy banking system,” said Comptroller of the Currency Jonathan V. Gould.  “The FDIC’s new process to review deposit insurance applications aligns with the OCC’s efforts to reverse the decline in de novo chartering by providing a clear and transparent application process that encourages new entrants to the banking system – which drive innovation and expand consumer choice.” Over the past 15 years, de novo chartering declined significantly, contributing to a less dynamic and competitive banking industry. From 2011 through 2014, for example, the OCC received an average of less than four charter applications per year. In some years, the OCC received no charter applications. “For more than a decade, regulators signaled that those seeking a federal bank charter and federal deposit insurance need not apply,” added Comptroller Gould.  “Entities that engage in legally permissible activities, including those involving digital assets and other novel technologies, should have a path to becoming a national bank. America and the OCC are once again open for business.” In the last 18 months, the OCC has received 40 de novo applications, including applications for national trust banks, which the OCC has chartered for decades. In many cases, the OCC has made decisions on charter applications within 120 days of receipt of the complete application. As a result, for the first time in five years, a full-service national bank has already received the OCC’s final approval and opened its doors. The OCC will continue to encourage the formation of new banks and strengthen the resilience of the federal banking system. Related Link De Novo Bank Charters Fact Sheet (PDF)

The Ontario Securities Commission (OSC) is warning Ontario investors that the following companies are not registered to deal or advise in securities in Ontario: The Trading Master (The Trading Master Global LTD) Crest Capital Hub (CrestCapitalHub) CoreXTX Global Advisors Crown Gate Flow and DigiFunds Fincervices Ltd. At the OSC, we issue investor warnings and alerts about possible harmful or illegal activity in progress, and maintain a warning list of companies or individuals performing activities that may pose a risk to investors. A full list of OSC investor warnings and alerts is available on the OSC’s website. Investors can sign up for email notifications when new warnings and alerts are issued and can follow the OSC’s X feed at @OSC_News. Ontarians who have been approached by any of the individuals or firms listed above, or any other unregistered company or individual, are advised to contact the OSC Contact Centre at 1-877-785-1555 or via email at inquiries@osc.gov.on.ca. Always check the registration of any person or business trying to sell you an investment or give you investment advice. This can be done by visiting the Check Before You Invest or the Crypto businesses pages on the OSC website. The mandate of the OSC is to provide protection to investors from unfair, improper or fraudulent practices, to foster fair, efficient and competitive capital markets and confidence in the capital markets, to foster capital formation, and to contribute to the stability of the financial system and the reduction of systemic risk. Investors are urged to check the registration of any persons or company offering an investment opportunity and to review the OSC investor materials available at https://www.osc.ca.  

The securities regulatory authorities of Ontario, Québec, Manitoba, Alberta, British Columbia, New Brunswick, Newfoundland and Labrador, Northwest Territories, Nova Scotia, Nunavut, Prince Edward Island, Saskatchewan, and Yukon have published changes to the CSA Derivatives Data Technical Manual (the Manual). The changes to the Manual include updated technical specifications regarding the definition, format and allowable values for data elements that are required to be reported under: OSC Rule 91-507 Derivatives: Trade Reporting, in Ontario, Regulation 91-507 respecting Trade Repositories and Derivatives Data Reporting, in Québec, MSC Rule 91-507 Derivatives: Trade Reporting, in Manitoba, and Multilateral Instrument 96-101 Derivatives: Trade Reporting in the other Participating Jurisdictions. The changes to the Manual will take effect on August 11, 2027. When necessary, the Manual will be updated on a periodic basis to reflect revisions to technical specifications made by international standards-setting organizations and regulatory authorities. The Manual is available for each jurisdiction at the following links: Ontario, Québec, Manitoba, Alberta, British Columbia, New Brunswick, Newfoundland and Labrador, Northwest Territories, Nova Scotia, Nunavut, Prince Edward Island, Saskatchewan, and Yukon. To receive communications on future updates to the Manual and other regulatory updates from the CSA, please email csa-acvm-secretariat@acvm-csa.ca. The CSA, the council of the securities regulators of Canada’s provinces and territories, coordinates and harmonizes regulation for the Canadian capital markets.

TMX Investor Solutions, a subsidiary of TMX Group, today announced it has entered into a strategic technology collaboration with Optio Incentives (Optio), a leading global equity compensation and incentive management platform headquartered in Oslo, Norway. The collaboration brings together Optio's modern, scalable and global equity management platform and builds on TMX Investor Solution's existing equity plan solutions business, its Canadian market knowledge, regulatory expertise and established client relationships. "Our collaboration with Optio further reinforces our commitment to delivering best-in-class corporate solutions to our clients," said Lara Donaldson, President, TMX Investor Solutions. "We are excited to combine Optio's leading technology with our deep Canadian market expertise to build a premier equity compensation program backed by trusted local support." Optio serves more than 500 companies, administering equity plans for over 1 million participants across 100+ countries. Supporting 10,000+ plans globally, the platform has been adapted to meet local needs and regulatory requirements across multiple markets. Through this collaboration, Optio's experience and capability will be available in Canada for the first time. "What excites us about this collaboration is the opportunity to build something specifically for the needs of the Canadian market," said Christoffer Herheim, CEO, Optio Incentives. "TMX Investor Solutions brings unmatched market knowledge, trusted client relationships and a deep understanding of the regulatory environment. Together, we have the opportunity to modernize equity plan administration in Canada and create a better experience for plan sponsors and participants alike." TMX Investor Solutions and Optio plan to introduce the Optio platform in Canada by the end of 2026.

TMX Group today announced its financing activity on Toronto Stock Exchange (TSX) and TSX Venture Exchange (TSXV) for July 2026. TSX welcomed 19 new issuers in July 2026, compared with 31 in the previous month and 12 in July 2025. The new listings were 15 exchange traded funds and four mining companies. Total financings raised in July 2026 decreased 29% compared to the previous month, but were up 66% compared to July 2025. The total number of financings in July 2026 was 30, compared with 49 the previous month and 27 in July 2025. For additional data relating to the number of transactions billed for TSX, please click on the following link: https://www.tmx.com/resource/en/440. There were six new issuers on TSXV in July 2026, compared with five in the previous month and one in July 2025. The new listings were three mining companies, two Capital Pool Company companies and one technology company. Total financings raised in July 2026 decreased 12% compared to the previous month, and were down 2% compared to July 2025. There were 100 financings in July 2026, compared with 106 in the previous month and 139 in July 2025. TMX Group consolidated trading statistics for July 2026 can be viewed at www.tmx.com. Related Document:TMX Group Equity Financing Statistics – July 2026