2nd UPDATE: Osaka Bourse To List Dow Jones Futures In CME Partnership
July 26 2011 - 11:01AM
Dow Jones News
The Osaka Securities Exchange Co. (8697.OK) said Tuesday that it
will begin listing futures contracts based on the Dow Jones
Industrial Average by early 2012 as part of its broader partnership
with CME Group Inc. (CME).
Separately CME will offer micro-sized futures contracts based on
the Nikkei 225 Average, aimed at retail-level and professional
investors, according to a joint announcement from the exchange
companies. Both sets of derivatives products will be denominated in
the Japanese currency.
The partnering on contract development and marketing broadens a
relationship between CME and Osaka that goes back more than 10
years. It also marks one of the highest-profile index agreements
yet struck by CME since it took ownership of the Dow Jones &
Co. group of stock-market benchmarks in February 2010 in a $608
million deal.
"In addition to Dow Jones Industrial Average as a first step,
OSE will continue to explore developing attractive futures products
based on a variety of asset classes with CME Group," said OSE
President Michio Yoneda in the statement Tuesday.
Dow futures were previously listed on the OSE, Japan's largest
derivatives bourse, from 2002 to 2005, but were dropped due to
lackluster demand that was largely attributed to the limited
trading hours.
When Dow futures were listed on the OSE in the past, the
derivatives could only be traded during Japanese day-time hours.
OSE has since introduced night-time trading from 4:30 p.m. to 11:30
p.m., with hours extended even longer last week to 3:00 a.m.
According to Yoneda, 30% of last week's daily trading volume was
generated by the night session, versus 20% before the night-time
hour extension.
CME has listed Nikkei 225 futures since 1990. Trading in
yen-denominated versions of the contracts so far in 2011 has risen
27% over year-ago levels to an average 25,600 per day, outpacing
the 5% growth in dollar-denominated Nikkei futures to a daily
average of 12,300.
The OSE in 2000 adopted CME's method for calculating collateral
requirements, and the two exchanges formalized their cooperation in
2008 with a joint agreement to develop new contracts and market
services.
-By Judy Lam and Kana Inagaki, Dow Jones Newswires;
813-6269-2795; judy.lam@dowjones.com, kana.inagaki@dowjones.com