Exchange Weekly Volume Tracker as of 09/30
• CME volumes were up +16% y/y (-18% m/m) in September; with IR +3%, Equity Index +46%, Energy -4%, FX +14%, Comm & Alt Invst +11% and Metals -6%.
• ICE Futures volumes were up +18% y/y (+7% m/m) in September. OTC Energy commissions were up +23% y/y (+1% m/m) according to ERDesk OTC model. CDS weekly cleared volumes were up +52% y/y (-14% m/m) in the US and +113% y/y (+18% m/m) in Europe.
• US Cash Equity volumes were up +17% y/y (-20% m/m) in September; with Tape A +15%, Tape B +47% and Tape C +3%. US Options volumes were up +30% y/y (-22% m/m).
• European Cash Equity volumes were up +28% y/y (-24% m/m) at DB1, +21% y/y (-13 m/m) at Euronext and +20% y/y (-22% m/m) at LSE. Derivatives volumes were up +24% y/y (+0% m/m) at Eurex and up +16% y/y (+9% m/m) at LIFFE.
• Asian Cash Equity volumes were down -3% y/y (-10% m/m) at HKEx,-23% y/y (-31% m/m) at SGX and -57% y/y (-37% m/m) at SZSE. Derivatives were up +40% y/y (-7% m/m) at HKEx and +32% y/y (-7% m/m) at SGX.
• Latin American Cash volumes were down -8% y/y (-22% m/m) at Bovespa and +10% y/y (-22% m/m) at BMV. Derivatives were up +44% y/y (-17% m/m) at BM&F and +1% y/y (+7% m/m) at MexDer.
CME Group IR through Sep 30
MTD ADV: 5,295,674 (21 days)
Y/Y: 3.23%
QTD ADV: 6,517,901 (64 days)
Y/Y: 29.84%
CME Group Equity Index through Sep 30
MTD ADV: 4,391,654 (21 days)
Y/Y: 46.21%
QTD ADV: 4,040,246 (64 days)
Y/Y: 43.84%
CME Group Energy through Sep 30
MTD ADV: 1,688,090 (21 days)
Y/Y: -4.13%
QTD ADV: 1,670,250 (64 days)
Y/Y: 0.81%
CME Group Others through Sep 30
MTD ADV: 2,642,605 (21 days)
Y/Y: 20.27%
QTD ADV: 2,473,685 (64 days)
Y/Y: 19.83%
ELX through Sep 30
MTD ADV: 41,636 (21 days)
Y/Y: n/a
QTD ADV: 59,618 (64 days)
Y/Y: n/a
ELX vs. CBOT vs Liffe US (Treasuries) market share MTD
CBOT: 97.40% ↓ 30 bp
ELX: 1.50% ↑ 10 bp
Liffe US: 1.10% ↑ 20 bp
ELX vs. CME vs Liffe US (EuroD) market share MTD
CME: 97.10% ↑ 50 bp
ELX: 0.40% ↓ 40 bp
Liffe US: 2.50% ↓ 10 bp
*from prior month
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ICE Futures through Sep 30
MTD ADV: 1,727,238 (21 days)
Y/Y: 44.39%
QTD ADV: 1,556,164 (64 days)
Y/Y: 24.31%
ICE OTC ($) through Sep 23
MTD ADV: 1,574,259 (17 days)
Y/Y: 22.59%
QTD ADV: 1,516,741 (60 days)
Y/Y: 11.53%
ICE OTC ($) through Sep 23
MTD ADV: 1,581,542 (20 days)
Y/Y: 23.16%
QTD ADV: 1,521,792 (63 days)
Y/Y: 11.90%
WTI NYMEX vs. ICE market share MTD
ICE: 22.00% ↑ 100 bp*
NYMEX: 78.00% ↓ 100 bp
*from prior month
Provided By: Equity Research Desk, www.erdesk.com
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