NYMEX vs. ICE Through July 10, 2009
HIGHLIGHTS (as of July 10,2009):
- US Equity: Tape A tracking down -20% y/y, Tape B tracking up +6% y/y and Tape C tracking down -14% y/y.
- CME & CBOT volumes are tracking -26% y/y. Clearport volumes are tracking +14% y/y and Nymex Energy Futures volumes are tracking -10% y/y.
- Bovespa volumes are down -24% y/y. BM&F volumes are tracking down -30% y/y.
- ICE Futures are tracking +25% y/y, ICE OTC is down -7% y/y.
- DB1 Cash volumes are tracking -62% y/y. Derivatives volumes are tracking -35% y/y.
NYMEX "Energy" Futures through July 10,2009
MTD ADV: 939,480 (7 days)
Y/Y: –10.02%
QTD ADV: 939,480 (7 days)
Y/Y: –8.29% | ICE Futures through July 10,2009
MTD ADV: 944,236 (8 days)
Y/Y: 25.42%
QTD ADV: 944,236 (8 days)
Y/Y: 9.84% |
NYMEX Comex through July 10,2009
MTD ADV: 155,956 (7 days)
Y/Y: –39.34%
QTD ADV: 155,956 (7 days)
Y/Y: –37.48% | ICE OTC ($) through July 10,2009
*predicted from NG options lognormal variable
MTD ADV: 1,166,292 (7 days)
Y/Y: –6.86%
QTD ADV: 1,166,292 (7 days)
Y/Y: 4.79% |
NYMEX Clearport through July 10,2009
MTD ADV: 572,649 (7 days)
Y/Y: 13.93%
QTD ADV: 572,649 (7 days)
Y/Y: 16.29% | WTI NYMEX vs. ICE market share MTD
ICE: 23.00% ? steady*
NYMEX: 77.00% ? steady
*from prior month |