The GCC Financial Markets Committee announced the GCC Unified Investor Number (GCC-NIN) initiative, a strategic regional framework designed to support greater connectivity and interoperability across GCC capital markets. The GCC-NIN initiative aims to establish a common investor reference identifier for GCC investors, supporting a more seamless experience across regional capital markets while enhancing operational consistency and efficiency across post-trade environments. The initiative reflects the Committee’s ongoing efforts to strengthen regional market integration and advance the long-term development of a more connected GCC capital market ecosystem. Expected to be launched during 2026, the GCC-NIN is intended to facilitate greater consistency in investor identification across GCC markets, reduce duplication in investor identification processes, and support future regional custody, settlement, and asset servicing capabilities, while fully respecting the regulatory and legal frameworks of each GCC jurisdiction. This initiative reflects the strong collaboration between GCC market infrastructure institutions and our shared commitment to enhancing operational efficiency, improving investor accessibility, and supporting the long-term competitiveness of GCC capital markets. We look forward to progressing its implementation during this year as part of our broader efforts to strengthen regional financial market integration. The GCC Financial Markets Committee comprises representatives from leading exchanges and market infrastructure institutions across the GCC and aims to support the growth of regional capital markets, strengthen cross-border collaboration, and enhance the competitiveness of GCC financial markets globally.

Intercontinental Exchange, Inc. (NYSE: ICE), one of the world's leading providers of financial market technology and data powering global capital markets, today announced the launch of ICE Compass, an AI-powered trading analytics platform that gives buy-side fixed income trading desks prioritized trader counterparty rankings and price estimates before executing trades. T. Rowe Price, which provided valuable feedback during the development process and beta testing, has signed on as an anchor client. ICE Compass enables customers to combine their own real-time and historical trading data with ICE’s market data and pricing streams, as well as the millions of bids and offers, indications of interest and other pricing data points that they receive from trading counterparties each day. The model tracks intraday market movements, trading costs and trading behaviors to generate estimates that help support counterparty selection and pre-trade cost analysis. “Since our founding, innovation and electronification of markets have been key components of the company’s DNA,” said Chris Edmonds, President of ICE’s Fixed Income and Data Services. “ICE Compass embodies those founding principles and builds on the broad platform that we’ve built around fixed income trading and data at ICE over the years to offer a new level of transparency to the pre-trade lifecycle.” ICE Compass is built on ICE’s proprietary data assets, including ICE Continuous Evaluated Pricing, fixed income liquidity metrics and indices. The Compass data model improves over time and is continuously refined as new trading data is incorporated. By applying AI and data science expertise, the ICE Compass platform is able to estimate trading counterparty price commitment prior to indicating trading intent and ranks trading counterparties on the competitiveness of their prices across corporates and sovereign bonds globally. “Finding useful, pre-trade intelligence in the enormous amount of data that buyside firms are bombarded with each day has become increasingly difficult,” said Varun Pawar, Chief Product Officer, Data Services at ICE. “By pooling together data from across firms, trading counterparties and ICE’s vast data warehouse, we’re able to create a pre-trade view of dealer rankings and final cost-of-trade estimates across the market, giving customers a powerful new tool for optimizing their trading strategies and managing risk.” “At T. Rowe Price, we are focused on using data, technology, and market insight to make faster, more informed trading decisions and enhance execution outcomes for our clients,” said Dwayne Middleton, Global Head of Fixed Income Trading at T. Rowe Price. “Our collaboration with ICE on Compass reflects that priority and supports our continued evolution toward a more transparent, data-driven, and scalable trading model.” ICE Compass leverages ICE’s vast fixed income and data services platform, which includes comprehensive fixed income execution, clearing and data solutions that can help enhance market insights, manage risks, and uncover investment opportunities. ICE provides fixed income evaluations on approximately three million instruments, reference data across global markets, and indices across all asset classes, with $2 trillion in AUM benchmarked to them. For connectivity and data access, ICE offers a suite of desktop solutions and data feeds, as well as the ICE Global Network, which offers high-quality content, delivery and execution services through ultra-secure, highly resilient fiber and wireless networks.

As previously announced in the June 5, 2026 Alert, the MIAX Options, MIAX Pearl Options, MIAX Emerald Options, and MIAX Sapphire Options Exchanges will list options on SpaceX (symbol SPCX) once they are approved for trading. Below are updates to Cloud allocations for each exchange:MIAX Options Exchange: Market Data Feed content for SPCX will be disseminated across Cloud 22 (previously Cloud 20) multicast addresses for: Top of Market (ToM) Feed Complex Top of Market (cToM) Feed MIAX Order Feed (MOR) Administrative Information Subscriber (AIS) Feed MIAX Express Interface (MEI) customers will need to direct their interface activity for options on SPCX to their MEI sessions on Cloud 22 (previously Cloud 20) FIX Order Interface (FOI), Clearing Trade Drop (CTD) and FIX Drop Copy (FXD) customers are not impacted MIAX Pearl Options and MIAX Emerald Options:  Market Data Feed content for SPCX will be disseminated across Cloud 8 (previously Cloud 10) multicast addresses for: Top of Market (ToM) Feed Complex Top of Market (cToM) Feed MIAX Order Feed (MOR) Administrative Information Subscriber (AIS) Feed Pearl Liquidity Feed (PLF) MIAX Express Interface (MEI) and/or MIAX Express Order (MEO) customers will need to direct their interface activity for options on SPCX to their MEI/MEO sessions on Cloud 8 (previously Cloud 10) FIX Order Interface (FOI), Clearing Trade Drop (CTD) and FIX Drop Copy (FXD) customers are not impacted MIAX Sapphire Options: Market Data Feed content for SPCX will be disseminated across Cloud 7 (previously Cloud 2) multicast addresses for: Top of Market (ToM) Feed Complex Top of Market (cToM) Feed Sapphire Liquidity Feed (SLF) MIAX Express Order (MEO) customers will need to direct their interface activity for options on SPCX to their MEO sessions on Cloud 7 (previously Cloud 2) FIX Order Interface (FOI), Clearing Trade Drop (CTD) and FIX Drop Copy (FXD) customers are not impacted In addition to the allocation of symbol SPCX to Cloud 7, MIAX Sapphire Options will also move symbol range (YALA-ZWS)  from Cloud 7 to Cloud 6. Effective for trading on Monday, June 15, 2026: Cloud 6:  T-Z  (with the exception of symbol ZYME) Cloud 7: ZYME   (and symbol SPCX once options begin trading) For additional details, please visit MIAX Options Interface Specifications, MIAX Pearl Options Interface Specifications, MIAX Emerald Options Interface Specifications and MIAX Sapphire Options Interface Specifications.If you have any questions, please contact Trading Operations at TradingOperations@miaxglobal.com or (609) 897-7302.

First-time buyers, older borrowers and the self-employed could find it easier to get a mortgage, as the FCA sets out next steps to help reform the market. Its proposed mortgage rule changes would give lenders more flexibility to consider individual circumstances and develop products that better meet people's needs – while maintaining strong consumer protections. They include: Reducing barriers for lenders to offer flexible repayments for people with variable income, like the self-employed, and lend to those paid in foreign currency. Encouraging lenders to assess affordability based on a person’s full and current situation, rather than automatically excluding people because of minor or past credit history issues. Making it easier for older homeowners to unlock wealth built up in their property by updating affordability guidance for retirement interest-only mortgages. Updating rules on interest-only (or part interest-only) mortgages to give lenders more flexibility, while ensuring most borrowers have a clear plan to repay (unless they’re borrowing a smaller amount). David Geale, executive director for payments and digital finance, said:   ‘We’re living longer and how many people work has changed. Our mortgage rules need to keep pace so those who can afford to repay can borrow. Stronger protections mean we can now safely widen access to mortgage borrowing for those that may be underserved.’ The proposals are part of the FCA’s ongoing work to help consumers navigate their financial lives and support growth. In December 2025, it set out its plans to drive reforms to the mortgage market to better meet the needs of consumers today.  The FCA has raised standards across the mortgage market over time, including through the Consumer Duty. The proposals build on that foundation by rebalancing risk to help more people access mortgages while keeping appropriate safeguards in place, including supporting consumers in understanding their options. As part of gathering feedback on the proposals, the FCA is using an online tool to hear directly from consumers about their experiences of the mortgage market. Alongside feedback from firms and others, this will help make sure consumers’ voices help shape the FCA’s approach. The FCA is encouraging consumers, firms and all interested parties to respond to the consultation and share their views by 28 July 2026. Background Read the Consultation Paper, CP26/18: Mortgage Rule Review, Supporting first-time buyers and underserved consumers. The FCA’s 5-year strategy, published in 2025, aims to deepen trust, rebalance risk, support growth and improve lives. As part of this work, the FCA is reviewing mortgage rules to consider how to update its mortgage framework to support consumers in accessing the market. Despite the rise in interest rates and living costs, around 99% of mortgages taken out since 2014, when mortgage standards were tightened, are not in arrears. The FCA enables a fair and thriving financial services market for the good of consumers and the economy. Find out more about the FCA. 

The Global Legal Entity Identifier Foundation (GLEIF) and Global Energy Monitor (GEM) have completed the first certified mapping between GEM Entity ID and the Legal Entity Identifier (LEI), making it possible to trace the legal ownership of energy assets worldwide through standardized, openly accessible data. The first open mapping file will be published in June 2026, with integration into GLEIF’s API and LEI Search to follow. There are hundreds of thousands of energy assets globally – such as coal mines, combustion power plants, iron and steel plants, cement plants, oil extraction fields, and gas pipelines – which often have complex and opaque ownership arrangements. Consequently, it has proved difficult for organizations and regulators to fully assess exposure and risk. By increasing transparency of energy asset ownership, the mapping gives companies a direct way to meet climate-related reporting and due diligence requirements under frameworks such as the EU Corporate Sustainability Due Diligence Directive (CSDDD). It also supports investor portfolio screening against verified ownership data and helps regulators cross-check reported ownership structures against authoritative open-source data. It also meets growing regulatory and market demand for high-quality, interoperable, open data that can be used consistently across markets and jurisdictions. This highlights the growing applicability of the Global LEI System as an internationally recognized and standardized organizational identity management infrastructure and global Digital Public Infrastructure (DPI), which connects with other uthoritative data sources to extend access to trusted information globally. Alexandre Kech, GLEIF CEO, said: “Directly linking real-world assets to the legal entities that own them is the only way to really understand the world’s energy system. Our collaboration with GEM shows how trusted organizational identity data is delivering immediate value to streamline compliance with climate-related disclosure and due diligence obligations, while demonstrating how the broad public good provided by the Global LEI System is being extended to promote greater transparency, openness and accountability throughout the global economy.” Anna Mowat, GEM Ownership Project Manager, comments: "We are committed to making reliable, high-quality energy data freely available to the world. Mapping our open datasets to the LEI furthers this mission, marking an important step forward that will enhance visibility, usability, and impact to help enable a sustainable future." GEM is the first Global Open Data Integration Network (GODIN) member from the energy sector to complete a mapping certification. Launched in 2025, GODIN is a GLEIF-led initiative that aims to enhance global data interoperability and accessibility by aligning open data sources to recognized global frameworks. This transforms siloed data into interoperable, actionable information that can be used across markets and jurisdictions. GLEIF’s free LEI Mapping Certification service is key to enabling this interoperability. It overcomes the fragmentation risks posed by a single legal entity being associated with multiple identifiers by linking existing identifiers to the globally recognized LEI. In addition to GEM, GLEIF has also certified mapping relationships between S&P CIQ Company ID, SWIFT’s Market Identifier Code (MIC) and Business Identifier Code (BIC), the Association of National Numbering Agencies’ (ANNA) International Securities Identification Numbers (ISIN), and Qichacha’s QCC Code.

Nasdaq (Nasdaq: NDAQ) announces that trading in BAR DJUS A/S (ticker: BARDJU) will commence today on the Nasdaq First North Growth Market Denmark. BAR DJUS belongs to the Consumer Staples sector, and it is the 16th company to be admitted to trading on Nasdaq’s Nordic and Baltic markets* in 2026.  BAR DJUS is a Danish producer of premium juice ingredients for restaurants, hotels, cocktail bars, and foodservice operators across the Nordic region. Over the past decade, the company has established a strong market position as a supplier to some of the most quality-conscious gastronomic businesses in the Nordics and has been profitable in nine of its first ten years of operation. BAR DJUS is pursuing an ambition to increase revenue by up to 300% by 2028.  "The listing on Nasdaq First North Growth Market Denmark marks a major milestone in the history of BAR DJUS. We are both proud and humbled by the confidence investors have shown in us. The fact that more than 1,500 people have chosen to become shareholders in BAR DJUS is a strong endorsement of our strategy, our employees, and our ambitions for the future," says Daniel Pontoppidan Szylit, CEO and Founder of BAR DJUS.  “We are pleased to welcome BAR DJUS to the Nasdaq First North Growth Market Denmark. This listing marks an important step for the company and our growth market, and we look forward to following its journey as a listed company. With its focus on premium, organic solutions for the professional beverage and gastronomy industry, BAR DJUS brings a strong and innovative offering. As we celebrate 20 years of Nasdaq First North Growth Market this year, we are proud to welcome another company to our community,” says Carsten Borring, Head of Listings at Nasdaq Copenhagen.  *Main markets and Nasdaq First North at Nasdaq Copenhagen, Nasdaq Helsinki, Nasdaq Iceland and Nasdaq Stockholm as well as Nasdaq Baltic 

Nasdaq (Nasdaq: NDAQ) announces that trading in Paradox Interactive AB (publ) (ticker: PDX) will commence today on the Nasdaq Stockholm Main Market. Paradox Interactive is a Large Cap company within the Consumer Discretionary sector. It is the 15th company to be admitted to trading on Nasdaq’s Nordic and Baltic markets* in 2026 and the 150th company to transfer from Nasdaq First North Growth Market to Nasdaq Main Markets in the Nordics.  Paradox Interactive is one of the premier developers and publishers of strategy and management games on PC and consoles. The group today consists of publishing and five studios in five countries that develop gaming experiences for the company’s over five million monthly active users. The players are located all over the world, but some of the biggest markets are North America, Western Europe, and Asia.  “Having spent nearly ten years on First North, moving to Nasdaq Stockholm is a milestone for Paradox. It’s a validation of the company that so many talented people have helped build and marks an important next step in our journey. The move opens up new opportunities for us and adds further momentum to our ambition to become the leading developer and publisher of strategy and management games. We’re very proud to start this next exciting chapter,” says Fredrik Wester, CEO of Paradox.  “We are pleased to welcome Paradox Interactive to Nasdaq Stockholm’s Main Market. The transition reflects the company’s continued development and strong position within the global gaming industry. Reaching the milestone of 150 transfers from Nasdaq First North Growth Market to the Main Markets in the Nordics is a significant achievement and highlights the role First North has played in supporting companies over the past 20 years. As we celebrate two decades of First North, we remain proud to support companies like Paradox as they progress on their growth journey,” says Adam Kostyál, Head of European Listings at Nasdaq and President of Nasdaq Stockholm.  *Main markets and Nasdaq First North at Nasdaq Copenhagen, Nasdaq Helsinki, Nasdaq Iceland and Nasdaq Stockholm as well as Nasdaq Baltic 

KEY POINTS SET has launched "wiset," Thailand's first all-in-one investor app, under the concept "Making Your Investing Extraordinary," unifying investment data and services into a single, seamless application. "wiset" introduces a first-of-its-kind feature in Thailand, enabling investors to automatically view consolidated multi-asset holdings across equities, bonds, and tax-saving funds. The Stock Exchange of Thailand (SET) has launched “wiset,” a new digital platform designed to streamline the investment experience. Under the concept "Making Your Investing Extraordinary," the app consolidates vital investment data and services into a single application for Thai investors. SET President Asadej Kongsiri said: “While investors today have access to a wealth of information, much of it remains fragmented, making it difficult to capture a truly holistic view of their wealth. “wiset” was developed as a unified solution to bridge this gap, bringing together multi-asset portfolio data, shareholder services, and SET's insights. This empowers investors to make sharper, more timely decisions. The platform perfectly aligns with SET’s vision of becoming 'The Trusted Gateway to Inclusive Opportunities' by delivering seamless market infrastructure, a trusted marketplace, and empowering market participants.” Among the key features of “wiset” designed to elevate the investment experience is Thailand’s first 'One-Stop Portfolio Consolidation,' where investors can now automatically view consolidated holdings across equities, bonds, and tax-saving funds in a single dashboard. Integrated with TSD e-Service, the app allows shareholders to seamlessly check their shareholdings, request dividend tax credit certificates, and receive instant dividend notifications. In addition, users can stay ahead of the market with real-time news, statistics, and critical alerts. The app also delivers curated, personalized financial content, including livestreams, corporate earnings calls, videos, articles, and SET e-Learning courses tailored to individual interests. "wiset" is now available for download on both the App Store and Google Play. For more information, please visit www.set.or.th/wisetapp or contact the SET Contact Center at +66 (0) 2009 9999.

Recognition enables FINMA-supervised Swiss financial institutions to gain direct access to DFM, and allows trading of equity securities of Swiss-incorporated companies on the market  Hamed Ali: “A significant milestone in our strategy is to broaden international access to our market and implement Dubai's vision to develop its capital markets”  As part of its ongoing efforts to broaden market accessibility for international investors, Dubai Financial Market (DFM) today announced that it has been granted recognition by the Swiss Financial Market Supervisory Authority (FINMA) as a foreign trading venue.  The recognition spans two dimensions: it permits Swiss participants supervised by FINMA to gain direct access to DFM's trading venue, and it enables the trading of equity securities of companies incorporated in Switzerland on the market. Together, these establish a regulated channel between two of the world's leading financial centres, allowing Swiss financial institutions to connect directly to DFM and opening the door for Swiss-incorporated companies' shares to be traded in Dubai.  The recognition reflects the strength of DFM's regulatory framework, which operates under the supervision of the UAE Capital Market Authority (CMA), and the close cooperation between the UAE and Swiss regulators both signatories to the IOSCO Multilateral Memorandum of Understanding Concerning Consultation and Cooperation and the Exchange of Information.  DFM is home to a base of more than 1.2 million investors from 212 nationalities, with foreign investors representing approximately 85% of registered investors an international base the recognition is set to deepen by opening a direct, regulated route for Swiss institutions.  Commenting on the recognition, Hamed Ali, CEO of DFM and Nasdaq Dubai, said: “FINMA's recognition of DFM is a significant milestone in our strategy to broaden international access to our market and implement Dubai's vision to develop its capital markets. It opens a direct, regulated pathway for Swiss financial institutions to connect to our ecosystem and creates new opportunities around Swiss-incorporated securities, reinforcing Dubai's position as a globally connected capital-markets hub.”   H.E. Waleed Saeed Al Awadhi, CEO of the UAE Capital Market Authority (CMA), added: “This recognition reflects the close supervision cooperation between the CMA and FINMA and the strength of the UAE’s regulatory framework. It establishes a clear, well-regulated channel for cross-border participation that upholds market integrity and reinforces the UAE’s standing as a trusted global financial centre.”   The development advances DFM's strategy to deepen international investor participation and strengthen Dubai's standing as a gateway connecting regional and global capital markets, in line with the emirate's wider ambitions to grow its financial sector and attract cross-border capital flows. 

ASIC has updated its guidance on advertising financial products and services to help industry comply with legal obligations and avoid misleading consumers.The updates to Regulatory Guide 234 Advertising financial products and services (including credit) (RG 234) simplify and explain ASIC’s regulatory approach to advertising financial products and services. As part of this work ASIC has: added new guidance reflecting enforcement and regulatory action, relevant to advertising conduct, since RG234 was published in 2012  consolidated guidance from Regulatory Guide 53 The use of past performance in promotional material (RG 53) so that all advertising guidance is in one place simplified and streamlined existing content.  As a result, RG 53 has now been withdrawn. These updates follow consultation with stakeholders from 27 November 2025 through to 22 January 2026, with stakeholders broadly supportive of the proposed updates. Copies of non-confidential submissions made to ASIC and an outline of our response is available on the relevant consultation page. Background RG 234 provides guidance to help relevant entities comply with their legal obligations not to make false or misleading representations or engage in misleading or deceptive conduct.  Entities include promoters of financial products, financial services, credit products and credit services, and publishers of advertising. Download Regulatory Guide 234 Advertising financial products and services (including credit) More information ASIC proposes updates to guidance on advertising financial products and services - 27 November 2025 CS 37 Proposed update to ASIC’s guidance on advertising financial products and services Read the summary of feedback on the relevant consultation page.

CFTC's Weekly Swaps Report has been updated, and is now available: http://www.cftc.gov/MarketReports/SwapsReports/index.htm.Additional information on the Weekly Swaps Report. Archive Explanatory Notes Swaps Report Data Dictionary Release Schedule Released: Weekly on Mondays at 3:30 p.m.

S&P Global Market Intelligence’s Top 10 Most Shorted Stocks in the United States, calculated using our Securities Finance data set, follows. The metric used to calculate the short interest is the percentage of outstanding shares on loan. *Please note: This was produced by S&P Global Market Intelligence, not S&P Global Ratings, which is a separately managed division of S&P Global.

​The European Banking Authority (EBA) today published a Discussion Paper which proposes a simplified process for small and non-complex institutions (SNCIs) when implementing the Pillar 3 Data Hub (P3DH). The objective is to gather stakeholder feedback on a streamlined approach under which the EBA would collect and perform the calculation and publication of Pillar 3 disclosures for SNCIs, thereby reducing the burden for the latter. ​The Discussion Paper outlines the proposed approach for SNCIs, including the methodology for calculating Pillar 3 disclosures on behalf of the institutions. This process is designed to reduce the operational burden currently borne by institutions in managing their own disclosure processes. By providing a single access point to Pillar 3 information, the P3DH is expected to significantly improve transparency, comparability, and accessibility of data for all users, including institutions and supervisors. The Discussion Paper also provides detailed information on the next steps and the expected timeline for the first publication of Pillar 3 information to SNCIs.  ​The EBA also published a new P3DH FAQ and related IT solutions addressed to large and other institutions. This FAQ provides clarification on IT solutions related to the nomination of contacts persons within institutions who will receive automatic notifications upon the publication of Pillar 3 information. ​ Consultation process Responses to the consultation can be submitted using the dedicated survey (EU Survey). Unless requested otherwise, all contributions received will be published after the consultation closes. The deadline for submitting comments is 20 July 2026, cob.  The EBA will hold a public hearing on 1 July 2026, 15:00 to 16:30 CEST. Please register here by 26 June 2026, 16:00 CEST.  Legal basis, background and next steps The P3DH is a centralised platform on the EBA website that facilitates the access to Pillar 3 information by all users, covering the full set of requirements under the Pillar 3 disclosure framework. On 26 January 2026, the P3DH went live for large and other institutions. A dedicated page to the P3DH is available on the EBA website, where related FAQs are published on a regular basis.  The EBA is now extending the P3DH framework to Small and Non-Complex Institutions (SNCIs). Under Article 434(4) of the Capital Requirements Regulation (CRR), the EBA is mandated to prepare and publish the Pillar 3 disclosures for these institutions based on supervisory reporting data submitted to competent authorities.  The classification of institutions as large, other or SNCI follows the definitions under Article 4 of the CRR (large institution under paragraph 1(146); small and non-complex institution under paragraph 1(145); other institution classification corresponds to those institutions that do not fall in any of the other two categories). The feedback received from this consultation will be considered in finalising and implementing the SNCIs process and calculation methodology. This Discussion Paper shall be read in conjunction with the Consultation Paper on the revisions to the ITS on supervisory reporting – module “Alignment with P3 disclosures for SNCIs”.   Documents Discussion paper on Pillar 3 Data Hub process to SNCIs (605.25 KB - PDF) Related content Page Pillar 3 data hub Discussion20 JULY 2026 Discussion on Pillar 3 Data Hub process to SNCIs Topic Transparency and Pillar 3 Link Respond to this consultation Link Consultation module - Alignment with P3 disclosures for SNCIs Link P3DH ITS for large and other institutions under Article 434a of the CRR

LSEG announces it has purchased the following number of its ordinary shares of 679/86 pence each from Goldman Sachs International ("GSI") on the London Stock Exchange as part of its share buyback programme, as announced on 09 April 2026 Date of Purchase Number of ordinary shares purchased Highest price paid per share Lowest price paid per share Volume weighted price paid per share 2026-06-01 221,680 £91.8000 £89.8400 £90.6799 2026-06-02 217,723 £94.0200 £88.6200 £92.2258 2026-06-03 224,115 £90.1400 £87.1400 £89.0159 2026-06-04 229,832 £92.3600 £87.3400 £90.0986 2026-06-05 217,437 £94.4800 £91.6000 £93.7354   LSEG intends to cancel the purchased shares. Following the cancellation of the repurchased shares, LSEG has 488,695,660 ordinary shares of 679/86pence each in issue (excluding treasury shares) and holds 20,188,599 of its ordinary shares of 679/86pence each in treasury. Therefore, the total voting rights in the Company will be 488,695,660. This figure for the total number of voting rights may be used by shareholders (and others with notification obligations) as the denominator for the calculation by which they will determine if they are required to notify their interest in, or a change to their interest in, the Company under the FCA's Disclosure Guidance and Transparency Rules. In accordance with Article 5(1)(b) of Regulation (EU) No 596/2014 (the Market Abuse Regulation) (as such legislation forms part of retained EU law as defined in the European Union (Withdrawal) Act 2018, as implemented, retained, amended, extended, re-enacted or otherwise given effect in the United Kingdom from 1 January 2021 and as amended or supplemented in the United Kingdom thereafter), a full breakdown of the individual purchases by GSI on behalf of the Company as part of the buyback programme can be found at: http://www.rns-pdf.londonstockexchange.com/rns/4529H_1-2026-6-8.pdf This announcement does not constitute, or form part of, an offer or any solicitation of an offer for securities in any jurisdiction.

Intercontinental Exchange, Inc. (NYSE: ICE), one of the world's leading providers of financial market technology and data powering global capital markets, today released its June 2026 ICE Mortgage Monitor report, which found that homeowners tapped equity at the highest first-quarter levels since 2021. The increase was driven in part by second-lien lending, which reached its strongest first-quarter volume in nearly two decades as more borrowers chose to preserve their existing low-rate first mortgages. “The housing market continues to be defined by the lock-in effect,” said Andy Walden, Head of Mortgage and Housing Market Research at ICE. “Millions of homeowners are sitting on first mortgages with rates well below current market levels, making second liens and HELOCs an attractive way to access equity without giving up those loans. While higher mortgage rates have reduced refinance opportunities and softened affordability gains in recent months, home prices continue to firm across much of the country and affordability remains improved from year-ago levels.” Key findings from the June Mortgage Monitor include: Q1 equity withdrawals increased, and Q1 second-lien lending reached an 18-year highEquity withdrawals rose 2% year over year in Q1, reaching their highest first-quarter level since 2021. More than half (54%) of all equity extraction came through second liens as borrowers continued to preserve historically low first-mortgage rates. Cash-out refinance withdrawals reached their highest first-quarter level since 2022, while second-lien withdrawals posted their strongest first-quarter performance in nearly two decades. 3.9 million homeowners who took out primary loans from 2020 – 2022 now have a second lienNearly two-thirds of Q1 second-lien originations came from 2020–2022 vintage borrowers seeking to preserve their below market first-lien rates. Now 3.9 million people who took out a primary mortgage from 2020–2022 have added second liens. Cash-out refinances showed a broader vintage mix, with nearly half coming from 2023-or-later borrowers and a quarter from 2020–2022 vintage borrowers. Falling HELOC rates are helping fuel demand for home equity productsAverage second-lien HELOC rates fell to 6.6% in March, their most attractive level since late 2022. At those rates, a borrower can access $50,000 in equity with a monthly payment of roughly $275, down significantly from early 2024 levels. Average introductory HELOC rates also dipped slightly below the prime rate, highlighting increasingly aggressive lender competition for home equity business. Affordability remains better than a year ago despite recent rate increasesA roughly 50-basis-point increase in mortgage rates since February has reversed some of the affordability gains seen earlier this year. Even so, homebuyers still have roughly 3% more purchasing power than they did a year ago, and the monthly payment on the average-priced home remains $48 lower than last May. Purchasing the average-priced home now requires 29.8% of median household income, down from 31.6% a year ago. Home price growth has become more broad-based across the countryNearly 70% of major markets posted annual home price gains in May, the largest share since July 2025, while almost 90% recorded seasonally adjusted month-over-month appreciation, the strongest reading in two years. The spread between the nation’s strongest and weakest housing markets has narrowed to one of the smallest levels on record, suggesting increasingly synchronized home price performance. Northeastern markets continue to lead annual appreciation, while a handful of formerly high-growth Sun Belt markets remain under pressure. “As refinance opportunities become more limited, home equity products are playing a larger role in helping homeowners access liquidity and meet financial goals,” said Bob Hart, President of ICE Mortgage Technology. “Lenders that can effectively identify, engage and serve those borrowers across both mortgage and home equity channels will be best positioned to capitalize on evolving consumer demand.” Further detail on mortgage origination, performance, equity and home price trends — including charts — can be found in the full Mortgage Monitor report at https://mortgagetech.ice.com/resources/data-reports. About the ICE Mortgage Monitor ICE manages the nation’s leading repository of loan-level residential mortgage data and performance information covering the majority of the overall market. The ICE Home Price Index provides one of the most complete, accurate and timely measures of home prices available, covering 95% of U.S. residential properties down to the ZIP code level. In addition, the company maintains one of the most robust public property records databases available, covering 99.9% of the U.S. population and households from more than 3,100 counties. ICE’s research experts carefully analyze this data to produce a summary supplemented by dozens of charts and graphs that reflect trend and point-in-time observations for the monthly Mortgage Monitor report.

Intercontinental Exchange, Inc. (NYSE:ICE), one of the world’s leading providers of financial market technology and data powering global capital markets, today announced that the European Securities and Markets Authority (ESMA) has granted recognition to ICE Data Indices (IDI) as a third country benchmark administrator under Article 32 of the EU Benchmarks Regulation (EU BMR). This important recognition decision means that the 100 Climate Transition and Paris-Aligned Benchmarks currently offered by IDI remain available for use by ‘supervised entities’ in the European Union. The IDI Climate Transition and Paris-Aligned Benchmarks form part of the Climate Index series (“Climate Indices”) offered by IDI which is a range of fixed income indices that incorporate ESG screening criteria along with a carbon reduction methodology to meet our clients’ demand for indices that support the transition to net zero carbon emissions by 2050. The Climate Indices represent different currencies and emissions metrics, and include indices such as the: ICE Euro Corporate Climate Transition CTB Index (ER00CTB) ICE Sterling Corporate Climate Transition Absolute Emissions CTB Index (UR00CTBA) ICE Emerging Markets Corporate Plus Paris-Aligned Absolute Emissions PAB Index (EMCBPABA) ICE US High Yield Paris-Aligned PAB Index (H0A0PAB) ICE Global Corporate Paris-Aligned Absolute Emissions PAB Index (G0BCPABA) “With the ongoing demand for responsible and sustainable investing, the goal of carbon reduction has become even more important for investors,” said Preston Peacock, Head of ICE Data Indices. “Receiving this recognition from ESMA expands our reach and further supports our efforts to continue helping investors make more informed decisions to achieve their emission reduction goals.” IDI administers a number of other benchmarks which are not currently in scope of the EU Benchmarks Regulation. In addition to being recognized by ESMA, IDI is also recognized as a third country benchmark administrator by the U.K. Financial Conduct Authority. ICE is a leading provider of indices, with over $2 trillion total assets under management benchmarked to ICE Indices, and a deep expertise administering and publishing indices used throughout global markets. Its broad offering includes over 8,000 global equity, fixed income, commodity and foreign exchange indices to support benchmarking and performance measurement by investors, backed by a 50-year track record. For more information about ICE indices, visit https://www.ice.com/fixed-income-data-services/index-solutions/fixed-income-indices. For more information about ICE’s corporate climate indices, please visit: Sustainability Indices.

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The FCA has started civil proceedings against Mr Neil Woodford and W4.0.   The FCA alleges that Mr Woodford and W4.0 are providing regulated investment advice and making financial promotions through the subscription-based platform, www.w4pz.comLink is external , without authorisation.    In the FCA’s view, the activity breaches sections 19 and 21 of the Financial Services and Markets Act 2000 (FSMA).   The FCA is seeking an injunction against Mr Woodford and W4.0 to stop them carrying on the potentially unlawful activities.   W4.0 is the trading name of W Four Point Zero FZE LLC and is registered in the United Arab Emirates. 

Please be advised that the MIAX Options, MIAX Pearl Options, MIAX Emerald Options, MIAX Sapphire Options, and MIAX Pearl Equities Exchanges will be closed on Friday, June 19, 2026 in observance of Juneteenth.

The Commodity Futures Trading Commission established joint data standards under the Financial Data Transparency Act of 2022. The final rule establishes technical standards for data submitted to certain financial regulatory agencies. Eight additional agencies have established or are expected to act on establishing the joint standards: the Board of Governors of the Federal Reserve System, the Securities and Exchange Commission, the Consumer Financial Protection Bureau, the Department of the Treasury, the Federal Deposit Insurance Corporation, the Federal Housing Finance Agency, the National Credit Union Administration, and the Office of the Comptroller of the Currency. The joint standards are designed to promote interoperability of financial regulatory data across the agencies by establishing common identifiers for entities, geographic locations, dates, and certain products and currencies.   “As market participants operate in an increasingly convergent financial ecosystem, they must navigate the regulatory requirements of multiple federal agencies that often require them to report similar or identical data using different data standards,” Chairman Selig said. “These inconsistencies increase costs on firms without a commensurate benefit to regulators’ use of the collected data. This final rule is an important step towards reducing these unnecessary burdens.”  In addition, the standards include a principles-based joint standard with respect to data transmission and schema and taxonomy formats, which would allow financial institutions to submit high-quality, machine-readable data to the agencies. RELATED LINKS Financial Data Transparency Act Joint Data Standards