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Time of India
2 hours ago
- Health
- Time of India
Indian Association of Occupational Health (IAOH) Pune Branch organizes special program on Occupational Health Day
The Indian Association of Occupational Health (IAOH) Pune Branch, in collaboration with Noble Hospitals and Research Centre, observed Occupational Health Day with a program emphasizing resilient and healthy workplaces. PUNE: The Indian Association of Occupational Health (IAOH) Pune Branch in association with Noble Hospitals and Research Centre on Sunday celebrated Occupational Health Day (July 13) with a special program. Held at hotel Ramee Grand, the program saw large participation from professionals working in the health and other sectors This year's theme was Connected, Compassionate and Inclusive: A New Era of Resilient and Healthy Workplaces. Dr. Amit Kumar Kulkarni, President of IAOH Pune, welcomed the attendees and delivered the inaugural speech. The program started with traditional lamp lighting, Dr. Deepali Khode, Honorary Secretary of IAOH, introduced the special theme of this year's day to the participants. You Can Also Check: Pune AQI | Weather in Pune | Bank Holidays in Pune | Public Holidays in Pune Dr. Pankaj Raut, Dr. Rotithor, Dr. Suhas Kanitkar and Dr. Ajay Dhongde were present on the occasion. Dr. B.G. Sahastrabudhe was felicitated for his academic contribution in the field of Occupational Health, while the first Prof. Dr. B.G. Sahasrabudhe Academic Award 2025 was presented to Dr. S.P. Tembe for his professional excellence and contribution to this field. Dr. Tembe delivered the keynote address explaining the importance of empathy, inclusiveness and resilience in the modern workplace. by Taboola by Taboola Sponsored Links Sponsored Links Promoted Links Promoted Links You May Like 息を呑むようなファンタジーの世界に足を踏み入れ、かつてないほどゲームを制覇しましょう レイドシャドウレジェンド 今すぐインストール Undo This was followed by scientific presentations by experts . Dr. Govind Narke gave information about the TB-free workplace initiative in PCMC, while Dr. Pankaj Raut presented on the effectiveness of ergonomics programs implemented for shop floor employees in the automobile industry. The program was a perfect platform for knowledge sharing , acknowledgement for work being done and interaction among professionals working in the field of Occupational Health. The program concluded with a CME (Continuing Medical Education) session organized by Noble Hospital and Research Centre. The CME saw experts presenting on various crucial topics on advanced treatments and preventions for work related injuries and disease including repair and reconstruction in hand injuries, headache and neck pains of concern, oral health awareness etc. The presentations were made by Dr. S.K Raut, Dr. Ravi Swaminathan, Dr. Chandrasekhar Raman, Dr Bhupendra Gupta and Dr. Akshay Raut.
Yahoo
6 hours ago
- Business
- Yahoo
Hogs Closes Mixed on Tuesday
Lean hog futures were mixed on Tuesday, with contracts up 70 to down 50 cents in most nearbys. July expired today. USDA's national base hog price was reported at $112.60 on Tuesday afternoon, up $3.02 from the day prior. The CME Lean Hog Index was back up 15 cents at $107.25 on July 11. USDA's FOB plant pork cutout value from Tuesday morning was 17 cents higher at $114.02. The ham and belly primals were reported higher, with the other 4 reported lower. Tuesday's estimated hog slaughter was 474,000 head according to the USDA, taking the weekly total to 941,000. That was 6,000 head below last week and 13,913 head lower than the same week last year. Coffee Prices Surge on Dry Conditions in Brazil and Tariff Threats Coffee Prices Sharply Higher on Dry Weather in Brazil and Tariff Threats Cocoa Prices Settle Higher as Ivory Coast Cocoa Exports Slow Tired of missing midday reversals? The FREE Barchart Brief newsletter keeps you in the know. Sign up now! Jul 25 Hogs closed at $106.850, up $0.150, Aug 25 Hogs closed at $103.925, up $0.700 Oct 25 Hogs closed at $87.475, down $0.200, On the date of publication, Austin Schroeder did not have (either directly or indirectly) positions in any of the securities mentioned in this article. All information and data in this article is solely for informational purposes. This article was originally published on Error in retrieving data Sign in to access your portfolio Error in retrieving data Error in retrieving data Error in retrieving data Error in retrieving data
Yahoo
6 hours ago
- Business
- Yahoo
Cattle Rally Back Higher on Tuesday
Live cattle futures were back to rally mode on Tuesday, with gains of $2.10 to $3.05. Cash trade has yet to get kicked off this week, after strengthening to $228-$230 in the South and $240-241 in the North. Feeder cattle posted a Turnaround Tuesday bounce, with contracts up $2.70 to $2.90. The CME Feeder Cattle Index was back up $1.21 to $321.10 on July 14. The weekly OKC feeder cattle auction saw sales on 6,680 head with price action listed mostly $10-25 higher. USDA Wholesale Boxed Beef prices were mixed in the Tuesday PM report, with the Chc/Sel spread widening to $15.14. Choice boxes were up 65 cents to $377.72, while Select was quoted $2.00 lower at $362.58/cwt. USDA estimated cattle slaughter for Tuesday at 118,000 head, with the weekly total at 230,000. That was 2,000 head below last week and 10,090 head lower vs. the same week last year. Coffee Prices Surge on Dry Conditions in Brazil and Tariff Threats Coffee Prices Sharply Higher on Dry Weather in Brazil and Tariff Threats Cocoa Prices Settle Higher as Ivory Coast Cocoa Exports Slow Markets move fast. Keep up by reading our FREE midday Barchart Brief newsletter for exclusive charts, analysis, and headlines. Aug 25 Live Cattle closed at $222.400, up $3.050, Oct 25 Live Cattle closed at $219.275, up $2.500, Dec 25 Live Cattle closed at $219.600, up $2.150, Aug 25 Feeder Cattle closed at $322.275, up $2.800, Sep 25 Feeder Cattle closed at $322.375, up $2.800, Oct 25 Feeder Cattle closed at $320.475, up $2.775, On the date of publication, Austin Schroeder did not have (either directly or indirectly) positions in any of the securities mentioned in this article. All information and data in this article is solely for informational purposes. This article was originally published on
Yahoo
8 hours ago
- Business
- Yahoo
Unlocking 24/7 commodity markets with onchain efficiency
Unlocking 24/7 commodity markets with onchain efficiency originally appeared on TheStreet. Commodity derivatives are central to global markets, but the systems that support them are still built for yesterday's world. Exchanges like the Chicago Mercantile Exchange (CME) and Intercontinental Exchange (ICE) dominate a $20T global commodity derivatives market. Despite their scale, both continue to operate around fixed trading hours, rely on T+1 or T+2 settlement cycles, and silo margin across asset classes. These structural constraints slow down capital movement, limit responsiveness, and increase costs, particularly during periods of volatility. When the Keystone Pipeline in the US ruptured in April 2025, crude markets moved immediately. Most desks couldn't. Locked into legacy infrastructure, traders were forced to wait for markets to reopen, missing critical hedging windows. The problem isn't just timing, it's structural. High-frequency strategies face compounded drag: clearing fees as high as $24 per million notional, capital fragmented across asset classes, and multi-day clearing cycles that delay liquidity reuse. Traditional exchanges are still designed around intermediaries, rollovers, and batch processing, even with electronic access. Sphinx addresses this directly. It's a new infrastructure layer built for commodity traders who need continuous access, real-time clearing, unified margining, and lower execution costs, all within a regulated environment. The technology matters, but only because it enables something traders haven't had: a faster, cheaper, always-on venue. For firms trading across energy, metals, and agriculture, speed and capital efficiency matter more than protocol semantics. Sphinx is designed to deliver both. Built to support high-frequency execution and cross-asset risk management, the system offers the kind of infrastructure performance usually reserved for tier-one financial venues. Sphinx supports sub-100-ms latency and throughput exceeding 10,000 transactions per second. It integrates directly with FIX and OEMS pipelines, ensuring compatibility with existing trading infrastructure. No custom middleware. No fragmented interfaces. It also eliminates rollover costs by replacing expiring futures with perpetual swap instruments, contracts that mirror spot markets and adjust continuously via dynamic funding rates. This allows traders to maintain uninterrupted exposure without rebalancing every quarter. The architecture is modular and interoperable by design. It's built on the Cosmos SDK with IBC support to allow future cross-chain connectivity, but those are backend details. What matters is the outcome: trades clear faster, margin moves dynamically, and strategy deployment isn't bottlenecked by system constraints. Sphinx isn't the venue, it's the base layer. GCX, the first exchange built on Sphinx, runs as a regulated execution platform, inheriting the infrastructure benefits while operating under its compliance framework. Sphinx is optimized for how modern commodity markets move. Price dislocations don't wait for New York or London to open, and neither should the systems traders rely on to manage them. Sphinx introduces several key innovations that directly address capital velocity, execution latency, and collateral efficiency. Legacy exchanges operate on fixed schedules. Sphinx enables continuous access to global markets, with no session windows, no rollover gaps. Whether the move happens overnight or midweek in Asia, traders can execute and adjust exposure immediately. Traditional clearinghouses settle on T+1 or T+2 cycles, delaying liquidity reuse. Sphinx uses smart contracts to finalize trades in under 60 seconds, reducing counterparty risk and unlocking margin faster. For active desks, this shortens the capital cycle significantly. Most venues require separate collateral pools for each asset class. Sphinx introduces a single-margin framework across commodities. Positions in oil, metals, and grains are netted dynamically. Internal benchmarks show 30–50% less capital required to hold equivalent risk. Sphinx's matching engine supports institutional order flow, with latency under 100ms and throughput exceeding 10,000 TPS. Combined with FIX/OEMS integration, traders can route orders directly without custom adapters or bridges. Exchange, clearinghouse, and brokerage fees add up, especially at volume. Sphinx removes intermediaries by automating settlement at the protocol layer. The estimated total cost reduction for high-frequency or large-volume users ranges between 70–90%, depending on strategy and turnover. None of these are bolt-on upgrades. They're embedded in how the system is architected, removing the constraints of legacy infrastructure and replacing them with programmable, capital-efficient alternatives. Regulatory clarity isn't a value-add; it's a prerequisite for institutional participation. Sphinx is built with this in mind. Every layer of the system, from user onboarding to settlement, is designed to align with the standards expected by banks, asset managers, and corporates operating under strict internal controls. KYC and AML are not retrofitted at the exchange level; they're enforced directly at the protocol level. Every participant is verified. Every transaction is audit-ready. The system also supports data localization and jurisdiction-specific compliance logic, enabling venues to meet local regulatory obligations without compromising global interoperability. GCX, the first exchange running on Sphinx, operates under a license from the Bermuda Monetary Authority and is in the process of securing FCA registration in the UK. This provides the foundation required for institutions to route real capital through a new infrastructure layer with full regulatory accountability. Sphinx's distinction isn't that it integrates compliance. It's that compliance is part of the base design, structured, verifiable, and built to hold up under scrutiny. Derivatives markets continue to expand, but the systems supporting them haven't kept up. In the first half of 2024, BIS reported an 18% year-over-year increase in notional volumes for commodity-linked derivatives, driven largely by derivatives also rose, while interest rate contracts held steady. Yet, nearly all of this volume still clears through legacy platforms like the CME, ICE, and Eurex, venues designed decades ago around fixed trading windows, siloed margin systems, and batch-based settlement. CME and ICE together handle over 50% of global commodity derivatives volume. Yet despite their scale, these systems introduce friction at every layer: trades settle on T+1 or T+2 cycles, margin is siloed by asset class, and true 24/7 execution remains out of reach. These limitations weren't critical when volatility followed a regional clock. But that's no longer the case. Today's traders face overnight geopolitical shocks, unpredictable supply chain events, and macro shifts that happen across time zones. Waiting for New York or London to open isn't viable risk management. Nor is locking up excess capital across five separate clearing silos to hedge a cross-commodity portfolio. Cost pressures compound the issue. Exchange fees, brokerage spreads, and capital inefficiency add up, especially for desks executing at scale. A trading firm holding diversified commodity exposures on traditional venues can spend 3–4x more on margin and clearing than on a system that supports cross-asset netting and real-time settlement. Institutional behavior is already adjusting. Crypto-native trading firms and funds like Brevan Howard Digital, Jump, and GSR are exploring programmable infrastructure, not as a speculative bet, but as a way to trade faster, cheaper, and more globally. What they're pursuing isn't decentralization, it's an edge. Sphinx enters this moment with infrastructure that speaks directly to that need. Faster clearing. Unified margin. Execution that doesn't wait for a session to open. Greg Perrin, Co-Founder and CEO, is a distributed systems engineer with a background in energy, blockchain, and industrial IoT. Before Sphinx, he was CTO at TypeX, where he built flared-gas-powered mining infrastructure and led on-grid expansion to over 250MW. Shevaan Jayasinghe, Co-Founder and product lead, brings a decade of experience across institutional finance and digital asset infrastructure. At Goldman Sachs in London, he worked across analytics, equity financing, and business development. He later joined where he helped develop institutional-grade custody and prime brokerage tools for digital assets. Austin Durgee, Co-Founder and CMO, has led funding campaigns for crypto and startup projects, securing over $16M while building strong developer and investor relationships. He later joined TypeX, focusing on strategic marketing and sales in the Bitcoin mining and energy space. Now at Sphinx, Austin drives the go-to-market strategy and ecosystem growth, helping shape the next generation of decentralized infrastructure for energy and commodities trading. Most trading infrastructure wasn't built for the speed or complexity of today's commodity markets. Execution still follows outdated clearing windows, and capital is too often locked behind static margin requirements. Sphinx approaches this differently and you can review their infrastructure in detail here. Sphinx rethinks the mechanics of clearing, collateral, and access, not to make them digital, but to make them work in real-time. For desks managing cross-commodity exposure, the result is faster settlement, better capital deployment, and fewer operational bottlenecks, all within a regulatory framework that institutions can use. Unlocking 24/7 commodity markets with onchain efficiency first appeared on TheStreet on Jul 15, 2025 This story was originally reported by TheStreet on Jul 15, 2025, where it first appeared. Error in retrieving data Sign in to access your portfolio Error in retrieving data Error in retrieving data Error in retrieving data Error in retrieving data
Yahoo
12 hours ago
- Business
- Yahoo
Ether Sees Record Short Build up as Hedge Funds Pile on Basis Trade
Hedge funds have been aggressively shorting ether (ETH) during the recent uptick to $3,000 as they attempt to harvest a yield by carrying out a basis trade. Hedge funds are shorting ether to the tune of $1.73 billion on the CME, a venue favored by institutional traders, according to data from the Block, which cites the CFTC. CME data also shows that ether leveraged net totals have skewed heavily to the short side, according to X account zerohedge. A basis trade involves shorting an asset on one venue whilst simultaneously buying on another, remaining delta neutral in terms of price action. In this case, traders can secure around 9.5% per year by shorting ETH on the CME while buying spot ETFs, of which there is around $12 billion in assets under management. Data from Coinglass shows that on Thursday alone there was a record $421 million worth of inflows to ether ETFs, a trend that has been ongoing since early May. Those shorting ETH could secure an additional yield if they buy spot ETH and stake it for a further 3.5% per year. It's worth noting that this option isn't possible for spot ETF purchasers as custody is handled by the ETF provider. Bitcoin (BTC) was a popular asset for traders carrying out the basis trade in 2024 but that yield collapsed in March, which temporarily stalled inflows and muted price action.