FMX | Connect – www.fmxconnect.com - (Reported 8/31/2010)
Exchange Weekly Volume Tracker as of 09/17
· CME volumes are up +20% y/y; with IR +23%, Equity Index +7%, Energy up +18%%, FX up + 37%, Comm & Alt Invst up + 52% and Metals flat y/y.
· ICE Futures volumes are up +30% y/y. Energy OTC volumes are up +4% y/y (according to ERDesk OTC Energy model).
· US Equities volumes are down -28% y/y; with Tape A down -33%, Tape B -26% and Tape C -19% y/y.
· US Options volumes are down -2% y/y; PHLX’s market share is up +60bps m/m, CBOE down -30bps, NYSE down -20bps, NSDQ down -20bps BATS +10bps and AMEX, ISE and BOX flat m/m.
· EU Cash volumes are down -7% y/y at DB1, -12% at Euronext, -18% at LSE and -8% at BME. Derivatives volumes are up +17% y/y at Eurex, +11% at Euronext and +18% at BME.
· Asian Cash volumes are up +19% at HKEx +32% y/y but down -12% y/y at SGX. Derivatives volumes are up +3% y/y at HKEx and +15% y/y at SGX.
· Bovespa Cash volumes are up +3% y/y and BM&F volumes are up +27% y/y.
CME Group IR through Sep 17
MTD ADV: 5,365,496 (12 days)
Y/Y: 27.71%
QTD ADV: 5,053,533 (55 days)
Y/Y: 14.28%
CME Group Equity Index through Sep 17
MTD ADV: 3,204,499 (12 days)
Y/Y: 7.16%
QTD ADV: 2,820,871 (55 days)
Y/Y: 6.21%
CME Group Energy through Sep 17
MTD ADV: 1,840,473 (12 days)
Y/Y: 17.68%
QTD ADV: 1,657,317 (55 days)
Y/Y: 11.71%
CME Group Others through Sep 17
MTD ADV: 2,228,507 (12 days)
Y/Y: 37.49%
QTD ADV: 2,049,492 (55 days)
Y/Y: 30.56%
ELX through Sep 17
MTD ADV: 32,601 (12 days)
Y/Y: n/a
QTD ADV: 31,976 (55 days)
Y/Y: n/a
ELX vs. CBOT (Treasuries) market share MTD
CBOT: 98.60% ↓ 30 bp*
ELX: 1.40% ↑ 30 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 17
MTD ADV: 1,481,111 (13 days)
Y/Y: 46.82%
QTD ADV: 1,222,637 (57 days)
Y/Y: 17.43%
ICE OTC Energy ($) through Sep 17
MTD ADV: 1,511,528 (12 days)
Y/Y: 4.35%
QTD ADV: 1,455,678 (56 days)
Y/Y: 16.45%
WTI NYMEX vs. ICE market share MTD
ICE: 25.00% ↑ 200 bp*
NYMEX: 75.00% ↓ 200 bp
*from prior month
Source: ERDESK
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