Exchange Weekly Volume Tracker as of 4/16/2010
· ICE Futures volumes are up +44% y/y at 1.4m contracts per day, its highest ever; with Energy up +66% y/y, Financial down -9% y/y and Agricultural up +23% y/y. OTC Energy volumes are up +13% y/y (according to ERDesk LogN correlation model to Clearport products).
· CME Group volumes are up +23% y/y; with IR up +57% y/y, Eq. Index down -28% y/y, Energy up +46% y/y and Others up +28% y/y.
· US Equity Cash volumes are down -27% y/y; with Tape A down -27% y/y, Tape B down -49% y/y and Tape C down -7% y/y.
· Bovespa Cash volumes are up +40% y/y at R$6.4b (highest volume ever). BM&F volumes are up +47% y/y.
· European Equity Cash volumes are mixed; with LSE -18% y/y, Euronext +5% y/y, Borsa Italiana -6% y/y, DB1 -1% y/y, BME +28% y/y, Hellenic +3% y/y and MICEX +23%.
· European derivative volumes are down; with Eurex down -1% y/y, LIFFE -68% y/y and BME -56% y/y.
· In Asia, SGX Cash volumes are up +28% y/y and +18% y/y at HKEx. Derivatives volumes are down -27% at SGX and -20% y/y at HKEx.
Source: ERDESK