FMX | Connect – www.fmxconnect.com - (Reported 8/11/2010)
Exchange Weekly Volume Tracker as of 08/06
New this week: we’re tracking derivatives volumes at JSE
- CME volumes are up +1% y/y; with IR down -7%, Equity Index down -9%, Energy up +6%, FX up +23%, Comm & Alt Invst up +56% and Metals up +16%.
- ICE Futures volumes are up +18% y/y. OTC Energy volumes are up +33% y/y (according to ERDesk LogN correlation model to Clearport products).
- US Cash Equity volumes are down, with Tape A down -29% y/y, Tape B down -22% y/y and Tape C -9% y/y.
- Bovespa Cash volumes are up +4% y/y. BM&F volumes are up +36% y/y.
- DB1 Cash volumes are up +13% y/y. Eurex volumes are down -5% y/y
- Asian Cash volumes are weak, down -9% y/y at HKEx and -12% y/y at SGX. Derivatives volumes are up +4% y/y at HKEx and down -16% y/y at SGX.
CME Group IR through Aug 06
MTD ADV: 4,391,322 (5 days)
Y/Y: -7.31%
QTD ADV: 4,591,524 (26 days)
Y/Y: 3.83%
CME Group Equity Index through Aug 06
MTD ADV: 2,224,667 (5 days)
Y/Y: -9.26%
QTD ADV: 2,783,387 (26 days)
Y/Y: 4.80%
CME Group Energy through Aug 06
MTD ADV: 1,556,887 (5 days)
Y/Y: 5.99%
QTD ADV: 1,575,922 (26 days)
Y/Y: 6.23%
CME Group Others through Aug 06
MTD ADV: 2,116,989 (5 days)
Y/Y: 37.96%
QTD ADV: 2,081,318 (26 days)
Y/Y: 32.59%
ELX through Aug 06
MTD ADV: 30,923 (5 days)
Y/Y: n/a
QTD ADV: 32,791 (26 days)
Y/Y: n/a
ELX vs. CBOT (Treasuries) market share MTD
CBOT: 98.40% steady*
ELX: 1.60% steady
*from prior month
ELX vs. CBOT (EuroD)market share MTD
CME: 99.80% steady*
ELX: 0.20% steady
*from prior month
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ICE Futures through Aug 06
MTD ADV: 1,189,287 (5 days)
Y/Y: 17.90%
QTD ADV: 1,113,545 (27 days)
Y/Y: 6.95%
ICE OTC ($) through Aug 06
MTD ADV: 1,596,000 (5 days)
Y/Y: 33.24%
QTD ADV: 1,435,000 (26 days)
Y/Y: 14.80%
WTI NYMEX vs. ICE market share MTD
ICE: 23.00% ↑ 100 bp*
NYMEX: 77.00% ↓ 100 bp
*from prior month
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Tape A through Aug 06
MTD ADV: 4,131,930,944 (5 days)
Y/Y: -37.25%
QTD ADV: 4,721,519,900 (26 days)
Y/Y: -23.11%
Tape A market share MTD
NYSE: 31.50% ↑ 70 bp*
NASDAQ: 14.60% ↑ 20 bp
ARCA: 12.30% steady
BATS: 8.20% ↑ 20 bp
Direct Edge: 8.10% ↑ 90 bp
AMEX: 0.00% steady
Other: 1.10% ↓ 20 bp
Blocks: 20.80% ↓ 110 bp
BEX: 3.40% ↓ 70 bp
*from prior month
Tape B through Aug 06
MTD ADV: 1,171,288,601 (5 days)
Y/Y: -30.39%
QTD ADV: 1,399,139,558 (26 days)
Y/Y: -18.79%
Tape B market share MTD
NYSE: 0.00% steady*
NASDAQ: 20.00% ↓ 140 bp
ARCA: 31.10% ↑ 230 bp
BATS: 16.50% ↓ 110 bp
Direct Edge: 7.30% ↑ 110 bp
AMEX: 0.90% ↑ 20 bp
Other: 1.90% ↓ 10 bp
Blocks: 19.40% ↓ 70 bp
BEX: 2.90% ↓ 30 bp
*from prior month
Tape C through Aug 06
MTD ADV: 1,948,072,476 (5 days)
Y/Y: -19.67%
QTD ADV: 2,132,177,652 (26 days)
Y/Y: -15.76%
Tape C market share MTD
NYSE: 0.00% steady*
NASDAQ: 37.40% ↑ 30 bp
ARCA: 13.20% ↓ 20 bp
BATS: 12.10% ↓ 10 bp
Direct Edge: 10.00% ↑ 150 bp
AMEX: 0.50% ↑ 30 bp
Other: 2.10% ↓ 40 bp
Blocks: 22.50% ↓ 80 bp
BEX: 2.20% ↓ 60 bp
*from prior month
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US Options market share MTD
*Includes single stock and index options
CBOE: 25.20% ↓ 410 bp*
AMEX: 10.90% ↓ 40 bp
PHLX: 27.50% ↑ 850 bp
NYSE: 11.90% ↓ 30 bp
NSDQ: 4.10% ↓ 90 bp
ISE: 17.30% ↓ 180 bp
BOX: 2.60% ↓ 40 bp
BATS: 0.50% ↓ 60 bp
*from prior month
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TMX Toronto (# shares) through Aug 06
MTD ADV: 366,774,095 (4 days)
Y/Y: -14.77%
QTD ADV: 324,000,823 (25 days)
Y/Y: -27.90%
TMX MXX through Aug 04
MTD ADV: 147,940 (2 days)
Y/Y: 9.72%
QTD ADV: 135,975 (23 days)
Y/Y: 3.09%
----------------------------------------------------------------------
PureTrading through Aug 06
MTD ADV: 12,734,850 (4 days)
Y/Y: 148.20%
QTD ADV: 17,230,200 (25 days)
Y/Y: 113.16%
----------------------------------------------------------------------
Canadian ATS market share MTD
TSX: 66.30% ↓ 560 bp*
Alpha: 17.20% ↓ 220 bp
Chi-X Canada: 13.90% ↑ 890 bp
PureTrading: 1.50% ↓ 120 bp
MatchNow: 1.10% ↑ 10 bp
*from prior month
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SZSE through Aug 06
MTD ADV: 101,402 (5 days)
Y/Y: 15.16%
QTD ADV: 74,879 (27 days)
Y/Y: -13.40%
----------------------------------------------------------------------
Deutsche Börse
Xetra + Frank cash market (€) through Aug 06
MTD ADV: 4,716,895,050 (5 days)
Y/Y: 13.23%
QTD ADV: 4,389,436,803 (27 days)
Y/Y: 1.55%
Xetra Cash market (€) through Aug 06
MTD ADV: 4,412,040,269 (5 days)
Y/Y: 14.24%
QTD ADV: 4,124,008,694 (27 days)
Y/Y: 2.51%
Frankfurt floor Cash market (€) through Aug 06
MTD ADV: 304,854,781 (5 days)
Y/Y: 0.40%
QTD ADV: 265,428,109 (27 days)
Y/Y: -11.31%
Derivatives market through Aug 06
MTD ADV: 5,112,478 (5 days)
Y/Y: -5.08%
QTD ADV: 5,517,133 (27 days)
Y/Y: -6.52%
----------------------------------------------------------------------
Euronext Cash market (€) through Aug 06
MTD ADV: 5,981,056,255 (5 days)
Y/Y: 7.96%
QTD ADV: 6,030,822,630 (27 days)
Y/Y: 5.06%
Euronext Cash market (trades double counted) through Aug 06
MTD ADV: 1,403,962 (5 days)
Y/Y: 7.83%
QTD ADV: 1,414,053 (27 days)
Y/Y: 7.32%
Euronext Derivatives through Aug 06
MTD ADV: 3,290,880 (5 days)
Y/Y: -6.01%
QTD ADV: 3,833,566 (27 days)
Y/Y: 0.81%
----------------------------------------------------------------------
LSE Cash market (£) through Aug 06
MTD ADV: 4,367,460,000 (5 days)
Y/Y: 5.98%
QTD ADV: 4,336,055,555 (27 days)
Y/Y: 2.07%
----------------------------------------------------------------------
Borsa Italiana Cash market (€) through Aug 06
MTD ADV: 2,481,479,545 (5 days)
Y/Y: -5.06%
QTD ADV: 2,408,942,845 (27 days)
Y/Y: -14.32%
----------------------------------------------------------------------
BME Cash market (€) through Aug 06
MTD ADV: 3,241,108,812 (5 days)
Y/Y: 24.12%
QTD ADV: 4,103,676,246 (27 days)
Y/Y: 31.44%
BME Derivatives through Aug 06
MTD ADV: 149,768 (5 days)
Y/Y: -42.30%
QTD ADV: 202,490 (27 days)
Y/Y: -43.40%
----------------------------------------------------------------------
Hellenic Cash market (€) through Aug 06
MTD ADV: 95,688,963 (5 days)
Y/Y: -51.78%
QTD ADV: 102,319,904 (27 days)
Y/Y: -50.53%
----------------------------------------------------------------------
Oslo Børs Cash market (NOK) through Aug 06
MTD ADV: 6,148,334,348 (5 days)
Y/Y: 16.07%
QTD ADV: 5,129,111,403 (27 days)
Y/Y: -1.24%
Oslo Børs Derivatives through Aug 04
MTD ADV: 18,520 (3 days)
Y/Y: -63.75%
QTD ADV: 44,044 (25 days)
Y/Y: -11.68%
----------------------------------------------------------------------
Chi-X Europe market share MTD
by market
LSE: 24.40%
Deutsche Börse: 20.40%
Euronext: 19.50%
OMX: 12.70%
Borsa Italiana: 9.30%
by index
AEX25: 21.90%
DAX30: 22.50%
FTSE100: 25.20%
CAC40: 20.70%
OMXS30: 16.80%
----------------------------------------------------------------------
BVMF3 Cash (R$) through Aug 06
MTD ADV: 5,234,243,048 (5 days)
Y/Y: 4.35%
QTD ADV: 5,068,592,300 (26 days)
Y/Y: 3.70%
BVMF3 Equity Der (R$) through Aug 06
MTD ADV: 405,792,006 (5 days)
Y/Y: 27.60%
QTD ADV: 363,490,627 (26 days)
Y/Y: 11.23%
BVMF3 BM&F Der through Aug 06
MTD ADV: 1,871,516 (5 days)
Y/Y: 35.98%
QTD ADV: 2,605,064 (26 days)
Y/Y: 83.51%
----------------------------------------------------------------------
BMV Cash market (MXN) through Aug 06
MTD ADV: 11,653,966,900 (5 days)
Y/Y: 48.74%
QTD ADV: 8,632,658,374 (27 days)
Y/Y: 23.96%
----------------------------------------------------------------------
MexDer through Aug 06
MTD ADV: 116,829 (5 days)
Y/Y: -43.04%
QTD ADV: 202,015 (27 days)
Y/Y: 19.76%
----------------------------------------------------------------------
BVL Cash Market (PEN) through Aug 06
MTD ADV: 276,591,894 (5 days)
Y/Y: 797.11%
QTD ADV: 73,775,057 (25 days)
Y/Y: 110.91%
----------------------------------------------------------------------
BVC Cash market (COP) through Aug 06
MTD ADV: 212,310,380,485 (5 days)
Y/Y: 35.72%
QTD ADV: 217,923,646,465 (25 days)
Y/Y: 31.15%
----------------------------------------------------------------------
Rofex Futures through Jul 30
MTD ADV: 196,081 (18 days)
Y/Y: -16.29%
QTD ADV: 196,081 (18 days)
Y/Y: -1.72%
----------------------------------------------------------------------
MATba Derivatives through Aug 04
MTD ADV: 903 (2 days)
Y/Y: 65.86%
QTD ADV: 870 (23 days)
Y/Y: 49.35%
----------------------------------------------------------------------
MAE Cash Market (USD) through Aug 06
MTD ADV: 10,235,918,227 (4 days)
Y/Y: -7.81%
QTD ADV: 9,758,576,740 (25 days)
Y/Y: -7.13%
----------------------------------------------------------------------
HKEx Cash market (HK$) through Aug 06
MTD ADV: 63,509,410,329 (5 days)
Y/Y: -9.14%
QTD ADV: 55,242,163,999 (26 days)
Y/Y: -16.73%
HKEx Derivatives market through Aug 06
MTD ADV: 393,269 (5 days)
Y/Y: 3.63%
QTD ADV: 380,499 (26 days)
Y/Y: 2.66%
----------------------------------------------------------------------
Singapore Exchange Cash market (SGD) through Aug 06
MTD ADV: 1,656,383,152 (5 days)
Y/Y: -12.23%
QTD ADV: 1,423,084,725 (27 days)
Y/Y: -19.50%
Singapore Exchange Derivatives market through Aug 06
MTD ADV: 177,076 (5 days)
Y/Y: -16.17%
QTD ADV: 207,879 (27 days)
Y/Y: 1.39%
----------------------------------------------------------------------
ASX Options through Aug 06
MTD ADV: 66,731 (5 days)
Y/Y: -18.80%
QTD ADV: 68,656 (27 days)
Y/Y: -9.70%
----------------------------------------------------------------------
Tokyo SE Cash market (¥) through Aug 06
MTD ADV: 1,199,014,400,000 (5 days)
Y/Y: n/a
QTD ADV: 1,171,497,923,077 (26 days)
Y/Y: n/a
----------------------------------------------------------------------
ASX Futures through Aug 06
MTD ADV: 4,053 (5 days)
Y/Y: 75.30%
QTD ADV: 2,270 (27 days)
Y/Y: 8.00%
----------------------------------------------------------------------
KRX Derivatives through Aug 06
MTD ADV: 461,900 (5 days)
Y/Y: 6.04%
QTD ADV: 516,025 (24 days)
Y/Y: 20.41%
----------------------------------------------------------------------
Bursa Malaysia Cash market (RM) through Aug 06
MTD ADV: 1,400,307,200 (5 days)
Y/Y: -3.98%
QTD ADV: 1,328,878,519 (27 days)
Y/Y: -3.42%
Bursa Malaysia Derivatives through Aug 06
MTD ADV: 20,484 (5 days)
Y/Y: -23.06%
QTD ADV: 23,915 (27 days)
Y/Y: -0.40%
----------------------------------------------------------------------
PSE Cash (Php) through Aug 06
MTD ADV: 3,258,354,046 (5 days)
Y/Y: -18.59%
QTD ADV: 3,163,703,620 (27 days)
Y/Y: -20.52%
----------------------------------------------------------------------
DFM Cash market (AED) through Aug 05
MTD ADV: 72,689,083 (5 days)
Y/Y: -86.92%
QTD ADV: 102,003,549 (26 days)
Y/Y: -83.78%
----------------------------------------------------------------------
MICEX Cash Market (RUB) through Aug 06
MTD ADV: 50,864,921,176 (5 days)
Y/Y: -21.83%
QTD ADV: 49,697,952,008 (27 days)
Y/Y: -25.33%
----------------------------------------------------------------------
JSE Cash Market (ZAR) through Aug 06
MTD ADV: 12,855,903,400 (5 days)
Y/Y: 2.84%
QTD ADV: 10,170,203,217 (28 days)
Y/Y: -12.09%
JSE Equity Derivatives through Aug 06
MTD ADV: 267,398 (5 days)
Y/Y: -50.14%
QTD ADV: 380,792 (27 days)
Y/Y: -35.98%
Source: ERDESK
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