imageFMX | Connect – www.fmxconnect.com - (Reported 9/38/2010)

Exchange Weekly Volume Tracker as of 09/24

 

 

 

 

 

 



· CME Derivatives volumes are tracking up +16% y/y; with IR up +19% y/y, Equity Index up +2% y/y, Energy up +13% y/y, FX up +28% y/y, Comm & Alt Invst up +55% y/y and Metals up +%3 y/y.

· ICE Futures volumes are up +28% y/y. OTC Energy commissions are up +6% y/y (according to ERDesk OTC Energy model). ICE CDS cleared average weekly volumes are $152bn, up +14% y/y; with US CDS up +29% y/y and Europe CDS up +6% y/y.

· US Cash Equity volumes are down -26% y/y; with Tape A down -30% y/y, Tape B down -22% y/y and Tape C down -18% y/y.

· DB1 Cash volumes are down -4% y/y. Eurex volumes are up +10% y/y.

· Bovespa Cash volumes are up +19% y/y. BM&F volumes are up +24% y/y.

· Asian Cash volumes are up +17% y/y at HKEx and +62% y/y at SZSE but down -6% y/y at SGX. Derivatives volumes are up +10% y/y at HKEx and +3% y/y at SGX.

 

 

image

 

 

CME Group IR through Sep 24

MTD ADV: 5,196,345 (17 days)
Y/Y: 18.84%

QTD ADV: 5,031,604 (60 days)
Y/Y: 13.78%

CME Group Equity Index through Sep 24

MTD ADV: 3,051,054 (17 days)
Y/Y: 2.03%

QTD ADV: 2,809,364 (60 days)
Y/Y: 5.77%

CME Group Energy through Sep 24

MTD ADV: 1,770,264 (17 days)
Y/Y: 13.19%

QTD ADV: 1,652,687 (60 days)
Y/Y: 11.40%

CME Group Others through Sep 24

MTD ADV: 2,191,425 (17 days)
Y/Y: 35.20%

QTD ADV: 2,053,903 (60 days)
Y/Y: 30.85%

ELX through Sep 24

MTD ADV: 31,159 (17 days)
Y/Y: n/a

QTD ADV: 31,620 (60 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

----------------------------------------------------------------------

ICE Futures through Sep 24

MTD ADV: 1,448,869 (18 days)
Y/Y: 27.60%

QTD ADV: 1,234,121 (62 days)
Y/Y: 18.53%

ICE OTC ($) through Sep 24

MTD ADV: 1,533,479 (17 days)
Y/Y: 5.87%

QTD ADV: 1,466,552 (60 days)
Y/Y: 17.32%

WTI NYMEX vs. ICE market share MTD

ICE: 24.00% ↑ 100 bp*

NYMEX: 76.00% ↓ 100 bp

*from prior month

 

Source: ERDESK

 

-----

About FMX: FMX Connect is an information, data, and analytics portal for Commodities. The portal provides an all-in-one package including essential market data, independent third party research, industry news, and commodity trading tools. FMX Connect provides efficient, effective, and thorough data that bridges all aspects of commodities onto one screen. The Result; A user friendly application for hedge fund traders, OTC brokers, individual investors, and industry participants
-----
Note: The information presented, while from sources generally believed to be reliable, is not guaranteed and may not be complete. FMX | Connect makes no representations or warranties regarding the correctness of any opinions or information. Past results are not necessarily indicative of future results. Nothing in this report should be construed as a representation to buy or sell shares, futures or options, which contain considerable risks. For internal client distribution only. Any reproduction, re-transmission, or distribution of this report without permission is prohibited. Media correspondents or reporters may not quote any one page or section in its entirety and must attribute all quotes, ideas or concepts herein. Copyright FMX | Connect, ©2009-2010. All rights reserved.