FMX | Connect – www.fmxconnect.com - (Reported 10/20/2010)
Exchange Weekly Volume Tracker as of 10/15
• CME Group volumes are up +7% y/y; with IR +2%, Eq. Index -4%, Energy +6%, FX +18%, Comm & Alt Invst +51% and Metals +44%.
• ICE Futures volumes are up +32% y/y. OTC Energy commissions are down -3% y/y (according to ERDesk OTC model). CDS cleared volumes are up +32% y/y in US and +42% in Europe.
• US Cash volumes are down -15% y/y; with Tape A -15%, Tape B -20% and Tape C -13%.
• European Cash volumes are down -5% y/y at DB1, -14% at LSE, -17% at Euronext and -27% at Borsa Italiana; but up +23% at BME.
• European Derivative volumes are flat y/y at Eurex; and down -10% at Liffe and -3% at BME.
• Latin American Cash volumes are up +7% y/y at Bovespa and +30% at BMV. Derivatives are up +24% y/y at BM&F and +4% at MexDer.
• Asian Cash volumes are up +52% y/y at HKEx, +30% at SGX and +103% at SZSE. Derivatives volumes are up +77% y/y at HKEx and flat at SGX.
CME Group IR through Oct 15
MTD ADV: 4,576,412 (11 days)
Y/Y: 2.34%
QTD ADV: 4,576,412 (11 days)
Y/Y: 4.76%
CME Group Equity Index through Oct 15
MTD ADV: 2,700,441 (11 days)
Y/Y: -4.38%
QTD ADV: 2,700,441 (11 days)
Y/Y: 7.41%
CME Group Energy through Oct 15
MTD ADV: 1,831,690 (11 days)
Y/Y: 10.17%
QTD ADV: 1,831,690 (11 days)
Y/Y: 18.78%
CME Group Others through Oct 15
MTD ADV: 2,405,511 (11 days)
Y/Y: 36.18%
QTD ADV: 2,405,511 (11 days)
Y/Y: 34.04%
ELX through Oct 15
MTD ADV: 47,113 (11 days)
Y/Y: n/a
QTD ADV: 47,113 (11 days)
Y/Y: n/a
ELX vs. CBOT (Treasuries) market share MTD
CBOT: 97.70% ↓ 80 bp*
ELX: 2.30% ↑ 80 bp
ELX vs. CME (EuroD) market share MTD
CME: 99.30% ↓ 40 bp
ELX: 0.70% ↑ 40 bp
*from prior month
----------------------------------------------------------------------
ICE Futures through Oct 15
MTD ADV: 1,413,609 (11 days)
Y/Y: 31.51%
QTD ADV: 1,413,609 (11 days)
Y/Y: 37.09%
ICE OTC ($) through Oct 15
MTD ADV: 1,355,868 (11 days)
Y/Y: -3.15%
QTD ADV: 1,355,868 (11 days)
Y/Y: 1.60%
WTI NYMEX vs. ICE market share MTD
ICE: 22.00% ↓ 200 bp*
NYMEX: 78.00% ↑ 200 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.