Birgitte has been with Fish Pool for 5 years and has played an active role in the establishment and the marketing of the market place. Fish Pool holds a strong position in the financial market for salmon contract and is well positioned for further growth. We wishes Birgitte Sørheim all the best in her new position as Brand Manager at the insurance company, Frende Skadeforsikring AS.
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Fish Pool traded the first 2012 contracts during the last week of July, roughly 18 months in advance. The contract price was 32,50 NOK/kg for a volume equivalent to 50 Tons/Month.
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Fish Pool is pleased to present our two new employees, Vibeke Juriks and Simen Thorbeck. They have both started as Exchange Brokers at the Fish Pool trading desk and will be servicing our members with information and trading support.
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The Fish Pool Index Surveillance Board - ISB - decided in the board meeting May 11th the following recommendation of changes in the calculation of the Fish Pool Index.These recommendations were approved and decided by the Board of Fish Pool on May 25th.
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The regulated marketplace Fish Pool ASA recently launched salmon options as hedging and investment instruments for its members. As a part of this product expansion Fish Pool has signed a Market Maker agreement with the leading Norwegian Investment bank Argo Securities. The agreement implies that Argo Sec., on a continuous basis are placing option prices for given periods, with a given spread at Fish Pool's trading screen.
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The first cleared salmon option was traded at the regulated market place Fish Pool on Friday, February 19th. The option was a Call Q3-10 with 50 Tons / month, strike 35.00 and a premium of 1.00 NOK / kg. This is a historic moment for financial salmon. A Market Maker for options will be in place in the near future. The Market Maker will continuously place a spread for Call and Put options. It is possible to trade options, both bilateral and cleared at Fish Pool.
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Gunnvald Grønvik, special adviser in the Financial Stability wing in Norwegian central bank, Norges Bank, has written the enclosed article, which was first published in Swiss Derivatives Review, Issue 41, Autumn 2009, www.sfoa.org
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