iStock_000001244995XSmallFMX | Connect – www.fmxconnect.com - (Reported 8/31/2010)

Exchange Weekly Volume Tracker as of 09/10

 

 

 

 

 

 



· CME Group volumes are up +20% y/y; with IR +27%, Eq. Index flat y/y, Energy +12% and Others +42% y/y.

· ICE Futures volumes are up +25% y/y. Energy OTC volumes are down -7% y/y (according to ERDesk OTC Energy model).

· US Equity volumes are down -31% y/y; with Tape A down -35% y/y, Tape B down -27% y/y and Tape C down -25% y/y. US Options are down -14% y/y.

· European Cash volumes are tracking weak, with DB1 down -21% y/y, LSE -18%, Euronext -19% y/y, Borsa Italiana -34% y/y and BME -23% y/y.

· European Derivatives volumes are up +9% y/y at DB1 and +3% y/y at Euronext.

· Asian cash volumes are tracking mixed: up +18% y/y at HKEx and -23% y/y at SGX. Derivatives volumes are up +4% y/y at HKEx and +23% at SGX.

· Bovespa Cash volumes are down -3% y/y. BM&F volumes are up +37% y/y.

· CETIP registered volumes are tracking lower; -49% y/y for fixed income products, -25% y/y and -17% y/y for derivatives. ADV declined -7% y/y while assets under custody increased +11% y/y.

 

 

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CME Group IR through Sep 10

MTD ADV: 5,562,640 (7 days)
Y/Y: 27.22%

QTD ADV: 5,049,937 (50 days)
Y/Y: 14.20%

CME Group Equity Index through Sep 10

MTD ADV: 2,998,039 (7 days)
Y/Y: 0.26%

QTD ADV: 2,753,603 (50 days)
Y/Y: 3.67%

CME Group Energy through Sep 10

MTD ADV: 1,758,702 (7 days)
Y/Y: 12.45%

QTD ADV: 1,627,553 (50 days)
Y/Y: 9.71%

CME Group Others through Sep 10

MTD ADV: 2,303,623 (7 days)
Y/Y: 42.12%

QTD ADV: 2,042,106 (50 days)
Y/Y: 30.09%

ELX through Sep 10

MTD ADV: 32,201 (7 days)
Y/Y: n/a

QTD ADV: 31,858 (50 days)
Y/Y: n/a

ELX vs. CBOT (Treasuries) market share MTD

CBOT: 98.70% ↓ 20 bp*

ELX: 1.30% ↑ 20 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 Sep 10

MTD ADV: 1,417,034 (8 days)
Y/Y: 24.80%

QTD ADV: 1,187,926 (52 days)
Y/Y: 14.10%

ICE OTC ($) through Sep 10

MTD ADV: 1,344,716 (7 days)
Y/Y: -7.16%

QTD ADV: 1,426,740 (50 days)
Y/Y: 14.14%

WTI NYMEX vs. ICE market share MTD

ICE: 25.00% ↑ 200 bp*

NYMEX: 75.00% ↓ 200 bp

 

Source: ERDESK

 

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