NYSE Euronext to publish weekly commitments of traders reports

London - NYSE Liffe, the global derivatives business of NYSE Euronext, announced that it will begin publishing weekly Commitments of Traders (COT) reports for the commodities futures contracts listed on its London market from Monday, 3 October 2011.

The COT reports will show a breakdown of Open Interest across certain pre-defined business categories.* Clearing Members and Non-Clearing Members will be required to submit all client positions in excess of 100 lots, for all delivery months of commodity contracts listed on NYSE Liffe’s London market for Cocoa, Robusta Coffee, White Sugar and Feed Wheat.

NYSE Liffe will publish the COT reports every Monday at 12:00 (London time) in relation to positions held and reported to the Exchange at the close of business of the previous Tuesday. On the first day of publication, the Exchange will also make available, for comparison, the previous three weeks’ reports.**

“Having worked with the market and in the interest of maintaining the effectiveness of our contracts for managing price risk, we are launching the publication of weekly Commitment of Traders reports,” said Ian Dudden, Director for Commodity Derivatives at NYSE Liffe. “The introduction of these reports will enhance market transparency for the commodities futures contracts listed on the London market.”

The COT reports are consistent with the format of the reports published by the U.S. Commodity Futures Trading Commission (CFTC) and the classifications used by NYSE Liffe are compatible with the CFTC’s definitions.

Notes to Editors
* NYSE Liffe’s COT reports business categories include: Reportable positions; Percentage of Open Interest Represented by Each category of Trader; and Number of Traders in Each Category.
**Previous three weekly COT reports (prior to Monday, 3 October 2011) and explanatory notes will be made available at: https://globalderivatives.nyx.com/en/nyse-liffe/end-of-day-files.

About NYSE Euronext
NYSE Euronext (NYX) is a leading global operator of financial markets and provider of innovative trading technologies. The company’s exchanges in Europe and the United States trade equities, futures, options, fixed-income and exchange-traded products. With approximately 8,000 listed issues (excluding European Structured Products), NYSE Euronext’s equities markets – the New York Stock Exchange, NYSE Euronext, NYSE Amex, NYSE Alternext and NYSE Arca – represent one-third of the world’s equities trading, the most liquidity of any global exchange group. NYSE Euronext also operates NYSE Liffe, one of the leading European derivatives businesses and the world’s second-largest derivatives business by value of trading. The company offers comprehensive commercial technology, connectivity and market data products and services through NYSE Technologies. NYSE Euronext is in the S&P 500 index, and is the only exchange operator in the S&P 100 index and Fortune 500. For more information, please visit: http://www.nyx.com.
Provider : NYSE Liffe