TMX Group Recruiting High-Speed Traders To Derivatives Mkts
October 26 2009 - 5:10PM
Dow Jones News
The top executive of TMX Group's (X.T) derivatives exchange unit
is working to attract more U.S.-based high-frequency trading shops
to Canada's options and futures markets.
The push is intended to bolster volume in Canadian derivatives,
which trail U.S. and European counterparts in terms of trading
activity, according to Alain Miquelon, president and chief
executive of the Montreal Exchange.
"Canadians tend to be more risk-averse and conservative in terms
of their investing approach," Miquelon said in an interview with
Dow Jones Newswires.
Brokerages in Canada have also been less aggressive in
developing the country's domestic options market, Miquelon said,
alongside a generally lower awareness of how futures and options
work.
While U.S. gross domestic product is 11 times larger than
Canada's, on-exchange derivatives trade in the U.S. is 157 times
bigger, according to a report from Equity Research Desk. That puts
Canadian futures and options trading activity well below
international levels.
While Miquelon and other TMX executives are redoubling
educational efforts aimed at Canadian clients, the exchange
operator is making a particular effort to recruit U.S.-based
proprietary traders to boost liquidity in the company's derivatives
markets.
Using sophisticated computer programs, so-called high-frequency
traders are able to move in and out of markets in a matter of
milliseconds, pursuing a variety of arbitrage and market-making
strategies.
Such firms now drive a huge amount of the business done on
exchanges, accounting for about 44% of average daily volume on CME
Group Inc.'s (CME) futures markets and as much as two-thirds of
U.S. cash equities trading.
For the average investor, high-frequency trading shops can mean
tighter spreads and faster execution times, though critics charge
their speed may give proprietary traders unfair advantages over
other participants.
Miquelon said TMX is pitching a technology and regulatory
environment similar to that of the U.S. and U.K., where
high-frequency traders are already entrenched, alongside a distinct
market that is under-penetrated by competitors.
While activity at TMX has shown signs of a rebound in recent
months, Miquelon said that investors have been generally slower to
return to Montreal's derivatives markets compared to much-larger
exchanges operated by CME and NYSE Euronext's (NYX) Liffe.
"The crisis has been a bit steeper for MX, because we are not a
primary derivatives market," Miquelon said.
Banks and hedge funds, key customer groups for exchanges, have
scaled back trading activity around the world as they deleveraged
in the wake of the global financial crisis.
Exchange executives have seen signs of stabilization in trading
over the last few months, though worldwide volumes remain about 20%
below year-ago levels.
-By Jacob Bunge, Dow Jones Newswires; (312) 750 4117;
jacob.bunge@dowjones.com