FMX | Connect – www.fmxconnect.com - (Reported 8/24/2010)
Exchange Weekly Volume Tracker as of 08/20
· CME Group volumes are up +5% y/y; with IR -4%, Eq. Index flat, Energy +15%, FX +29%, Comm & Alt Invst +39% and Metals +18% y/y.
· ICE Futures volumes are up +19% y/y. OTC Energy volumes are up +22% y/y (according to ERDesk OTC Energy model).
· US Cash volumes are down -25% y/y; with Tape A down -31% y/y, Tape B down -21% y/y and Tape C down -11% y/y.
· Bovespa Cash volumes are up +9% y/y. BM&F volumes are up +67% y/y.
· European Cash volumes are mixed, +3% y/y at DB1, -3% at LSE, -4% at Euronext, -19% at Borsa Italiana, and -5% at BME.
· European derivative volumes are down; with Eurex -2% y/y, LIFFE flat and BME -43% y/y.
· In Asia, Cash volumes are down -15% y/y at SGX and -14% y/y at HKEx, but up +18% y/y at SZSE. Derivatives volumes are down -11% at SGX and up +6% y/y at HKEx.
CME Group IR through Aug 20
MTD ADV: 4,555,099 (15 days)
Y/Y: -3.85%
QTD ADV: 4,513,411 (36 days)
Y/Y: 2.06%
CME Group Equity Index through Aug 20
MTD ADV: 2,445,831 (15 days)
Y/Y: -0.24%
QTD ADV: 2,681,415 (36 days)
Y/Y: 0.96%
CME Group Energy through Aug 20
MTD ADV: 1,690,756 (15 days)
Y/Y: 15.10%
QTD ADV: 1,581,781 (36 days)
Y/Y: 6.62%
CME Group Others through Aug 20
MTD ADV: 2,033,577 (15 days)
Y/Y: 32.53%
QTD ADV: 2,009,128 (36 days)
Y/Y: 27.99%
ELX through Aug 20
MTD ADV: 32,192 (15 days)
Y/Y: n/a
QTD ADV: 32,801 (36 days)
Y/Y: n/a
ELX vs. CBOT (Treasuries) market share MTD
CBOT: 98.40% steady*
ELX: 1.60% steady
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 20
MTD ADV: 1,203,354 (15 days)
Y/Y: 19.29%
QTD ADV: 1,139,718 (37 days)
Y/Y: 9.47%
ICE OTC ($) through Aug 20
MTD ADV: 1,462,767 (15 days)
Y/Y: 22.12%
QTD ADV: 1,426,153 (36 days)
Y/Y: 14.09%
WTI NYMEX vs. ICE market share MTD
ICE: 23.00% ↑ 100 bp*
NYMEX: 77.00% ↓ 100 bp
*from prior month
Source: ERDESK
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