FMX | Connect – www.fmxconnect.com - (Reported 8/31/2010)
Exchange Weekly Volume Tracker as of 08/27
· CME volumes are up +15% y/y; with IR up +13%, Equity Index up +5%, Energy up +17% and Others up +32% y/y.
· ICE Futures volumes are up +33% y/y. OTC volumes are up +25% y/y (according to ERDesk OTC Energy model).
· US Equity volumes are down -24% y/y; with Tape A -31%, Tape B -18% y/y and Tape C -10% y/y.
· DB1 Cash volumes are flat y/y. Eurex volumes are up +2% y/y.
· Bovespa Cash volumes are up +5% y/y, and BM&F volumes are up +71% y/y.
· HKEx Cash volumes are down -17% y/y, while Derivatives are up +10% y/y.
· SGX Cash volumes are down -21% y/y, while Derivatives are up +12% y/y.
CME Group IR through Aug 27
MTD ADV: 5,373,017 (20 days)
Y/Y: 13.41%
QTD ADV: 4,917,479 (41 days)
Y/Y: 11.20%
CME Group Equity Index through Aug 27
MTD ADV: 2,572,352 (20 days)
Y/Y: 4.92%
QTD ADV: 2,714,403 (41 days)
Y/Y: 2.20%
CME Group Energy through Aug 27
MTD ADV: 1,712,958 (20 days)
Y/Y: 16.61%
QTD ADV: 1,605,901 (41 days)
Y/Y: 8.25%
CME Group Others through Aug 27
MTD ADV: 2,024,625 (20 days)
Y/Y: 31.94%
QTD ADV: 2,007,742 (41 days)
Y/Y: 27.90%
ELX through Aug 27
MTD ADV: 31,423 (20 days)
Y/Y: n/a
QTD ADV: 32,352 (41 days)
Y/Y: n/a
ELX vs. CBOT (Treasuries) market share MTD
CBOT: 98.80% ↑ 40 bp*
ELX: 1.20% ↓ 40 bp
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 27
MTD ADV: 1,340,949 (20 days)
Y/Y: 32.93%
QTD ADV: 1,212,815 (42 days)
Y/Y: 16.49%
ICE OTC ($) through Aug 27
MTD ADV: 1,500,393 (20 days)
Y/Y: 25.26%
QTD ADV: 1,448,972 (41 days)
Y/Y: 15.92%
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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