The companies, products and regulatory developments shaping the broker industry.
A September–October volume decomposition finds a 13.7% rise in contracts alongside a 24.3% fall in aggregate yen value, with 46.5% of October contracts executed at night.
Reconstructing the first half shows that Q3 generated a larger share of the fee increase than of the contract-volume increase. A lower average fee rate still offset part of the volume benefit.
The SFC’s Zheng Da disciplinary action links untested customer-supplied systems used by 160 clients with inadequate deposit scrutiny and failure to investigate 176 same-second buy-sell order patterns, revealing a connected surveillance problem.
The Singapore exchange plans dollar and offshore-yuan North Pacific Asia products and a quarter-sized Gulf of Mexico contract, starting 16 November.
CFTC returns show $70.5 million of futures and cleared-swaps customer assets under Webull Futures in August 2026, after the corresponding Webull Financial balances went to zero. The interface remains unified, but the clearing chains and legal protections do not.
Four rates contracts showed weaker liquidity against their six-month baselines. The methodology explains why this is not a measure of displayed depth.
ICE reports 14% year-on-year growth in October average daily volume, with rising rates and TTF gas activity. Contract counts and open interest measure participation, not exchange revenue.
The futures-focused platform announced UK availability on 27 October, framing the offering around exchange-traded contracts rather than an extension of a typical retail CFD dealing model.
A 23 October connectivity bulletin described the 26 October second phase of an exchange rollout and TT’s intended production support, making product reference-data readiness a practical broker issue.
The 15 October notice points firms to the current accepted-collateral schedule, where eligible Treasury bills, equities, bullion and mismatched currencies are valued differently for margin.
The planned schedule would add a Wednesday release and move Friday’s snapshot to Wednesday data. Broker research teams would gain more observations, with implementation targeted by year-end.
The launch adds CME and Eurex access with sterling funding. The overseas account arrangement, session-based margin rules and exchange-data charges shape the offer for UK traders.
CME confirms its sports-performance-index contracts began trading in October. Standard and Micro futures settle financially to published statistical indexes; wider MLB coverage is scheduled for 2 November pending regulatory review.
Current appendices set minimum lots and NLT ticks. Older parent-notice revisions should not be used as current registration instructions.
The amended rules are due in 2028. Comments on the separate guidance proposals close at 5pm AEDT on 5 November 2026.