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The statement indicates that the U.S. House Cybersecurity Subcommittee has requested a briefing from OpenAI CEO Altman regarding the Hugging Face hacking incident.

2026-08-04

The statement indicates that the U.S. House Cybersecurity Subcommittee has requested a briefing from OpenAI CEO Altman regarding the Hugging Face hacking incident.

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2026-08-03

Within two trading days of a regulator-imposed margin increase, trading in single-stock leveraged and inverse ETFs on KOSPI has collapsed. Korea Exchange said on the 3rd that turnover in 16 KOSPI-listed single-stock leveraged/inverse ETFs tied to Sam

Within two trading days of a regulator-imposed margin increase, trading in single-stock leveraged and inverse ETFs on KOSPI has collapsed. Korea Exchange said on the 3rd that turnover in 16 KOSPI-listed single-stock leveraged/inverse ETFs tied to Samsung Electronics and SK Hynix was 1.2388 trillion won, down 58.6% from 2.9907 trillion won on the implementation day and about one-tenth of the 12.4485 trillion won traded on the last session before the change. Regulators raised the minimum cash margin for single-stock leveraged ETFs investors from 10 million won to 30 million won. Retail trading in these products fell to 250.7 billion won, under a quarter of 929.9 billion won on the implementation day.
2026-08-03

The Shanghai Futures Exchange (SHFE) and the Shanghai International Energy Exchange (INE) have launched arbitrage orders, initially covering highly liquid commodities such as crude oil, copper, gold, rebar, and natural rubber. The core objective is n

The Shanghai Futures Exchange (SHFE) and the Shanghai International Energy Exchange (INE) have launched arbitrage orders, initially covering highly liquid commodities such as crude oil, copper, gold, rebar, and natural rubber. The core objective is not to change the direction of commodity price movements, but rather to improve the efficiency of spread trading. Previously, inter-month arbitrage required buying and selling two separate contracts, which could easily lead to one leg being executed while the other experiences slippage. With the launch of arbitrage orders, monthly spreads, term structures, warehouse receipt changes, and position migrations will be more easily traded directly by institutional and industrial clients. This is particularly important for commodities with strong financial attributes, such as crude oil, copper, and gold. Crude oil is driven by supply and demand and geopolitical disturbances; copper by inventory and spot premiums/discounts; gold by interest rates and carrying costs; rebar by current demand and forward expectations; and rubber by seasonal supply and inventory cycles. Arbitrage orders will allow these factors to be reflected more quickly in near-month and far-month spreads, rather than just in the price movements of the main contract. In the longer term, exchanges may expand to other commodities and launch cross-commodity arbitrage combinations. This means that the domestic commodity market is gradually shifting from single-commodity trend trading to pricing based on supply chain spreads, term structures, and cross-commodity pricing. However, it's important to note that arbitrage orders are not equivalent to risk-free arbitrage; they alter trading efficiency and price discovery capabilities.
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