FMX | Connect – www.fmxconnect.com - (Reported 8/17/2010)
Exchange Weekly Volume Tracker as of 08/13
· ICE Futures volumes are up +24% y/y. OTC Energy volumes are up +21% y/y according to ERDesk LogN correlation model to Clearport products.
· CME Group volumes are up +6% y/y; with IR down -1%, Eq. Index down -3%, Energy up +17% and Others up +37%.
· ELX volumes are down -9% y/y; Treasuries market share is flat m/m at 1.6% and EuroD market share stands at 0.2%.
· US consolidated equity volumes are down -24% y/y; with Tape A down -31% y/y, Tape B -20% y/y and Tape C -9% y/y.
· European Cash volumes are mostly up during August: +7% y/y at DB1, +1% at Euronext, -15% at Borsa Italiana, +5% at BME and flat at LSE.
· European Derivatives volumes are down during August; with Eurex volumes down -7% y/y, Euronext -3% and BME -42%.
· Asian Cash volumes are down -12% y/y at HKEx and -12%SGX but up +13% y/y at SZSE. Derivatives volumes are mixed, up +9% y/y at HKEx and down -10% y/y at SGX.
· Bovespa Cash volumes are flat y/y. BM&F volumes are up +45% y/y.
CME Group IR through Aug 13
MTD ADV: 4,666,859 (10 days)
Y/Y: -1.49%
QTD ADV: 4,542,738 (31 days)
Y/Y: 2.73%
CME Group Equity Index through Aug 13
MTD ADV: 2,374,956 (10 days)
Y/Y: -3.13%
QTD ADV: 2,696,549 (31 days)
Y/Y: 1.53%
CME Group Energy through Aug 13
MTD ADV: 1,711,895 (10 days)
Y/Y: 16.54%
QTD ADV: 1,571,023 (31 days)
Y/Y: 5.90%
CME Group Others through Aug 13
MTD ADV: 2,095,136 (10 days)
Y/Y: 36.54%
QTD ADV: 2,025,042 (31 days)
Y/Y: 29.01%
ELX through Aug 13
MTD ADV: 31,648 (10 days)
Y/Y: n/a
QTD ADV: 32,723 (31 days)
Y/Y: n/a
ELX vs. CBOT (Treasuries) market share MTD
CBOT: 98.40% steady*
ELX: 1.60% steady
*from prior month
ELX vs. CME (EuroD) market share MTD
CME: 99.80% steady
ELX: 0.20% steady
*from prior month
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ICE Futures through Aug 13
MTD ADV: 1,247,468 (10 days)
Y/Y: 23.66%
QTD ADV: 1,143,561 (32 days)
Y/Y: 9.84%
ICE OTC ($) through Aug 13
MTD ADV: 1,449,995 (10 days)
Y/Y: 21.05%
QTD ADV: 1,416,127 (31 days)
Y/Y: 13.29%
WTI NYMEX vs. ICE market share MTD
ICE: 22.00% steady*
NYMEX: 78.00% steady
*from prior month
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Source: ERDESK
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