CME Group Leading Products Q2 2013
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CME Group Leading Products Q2 2013

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A quarterly listing of CME Group's leading futures and options contracts. Shows the top contracts in terms of average daily volume and open interest for Interest Rates, Equities, Energy, Foreign ...

A quarterly listing of CME Group's leading futures and options contracts. Shows the top contracts in terms of average daily volume and open interest for Interest Rates, Equities, Energy, Foreign Exchange (FX), Agricultural Commodities and Metals. This resource also includes information on recent product launches and global partnership data.

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CME Group Leading Products Q2 2013 Presentation Transcript

  • 1. INTEREST RATES CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest Eurodollar1 GE GE $1,000,000 Nearby: 0.0025 = $6.25 Others: 0.005 = $12.50 2,357,671 98% $2,357,671 8,740,170 606,586 11% $606,586 16,773,565 2-Year Treasury Note2 ZT OZT $200,000 1/4 of 1/32 = $15.625 260,701 90% $52,140 797,402 9,103 23% $1,821 281,319 5-Year Treasury Note2 ZF OZF $100,000 1/4 of 1/32 = $7.8125 812,673 93% $81,267 1,536,029 109,280 40% $10,928 1,443,419 10-Year Treasury Note2 ZN OZN $100,000 1/2 of 1/32 = $15.625 1,559,021 96% $155,902 2,137,985 400,150 55% $40,015 2,644,672 U.S. Treasury Bond2 ZB OZB $100,000 1/32 = $31.25 487,638 97% $48,764 540,576 105,238 61% $10,524 510,067 Ultra T-Bond2 UB OUB $100,000 1/32 = $31.25 91,617 93% $9,162 377,772 483 65% $48 3,100 30 Day Federal Funds2 ZQ OZQ $5,000,000 Nearby: 0.0025 = 10.4175 Others: 0.0050 = 20,835 19,501 100% $97,507 346,279 103 0% $516 6,326 Deliverable Swap Futures2 T1U, F1U, N1U, B1U – $100,000 2YR = 1/4 of 1/32 5Yr, 10YR, 30YR = 1/2 of 1/32 5,495 84% $550 51,141 EQUITY INDEX CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS3 Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest E-mini S&P 5001 ES ES $50 0.25 = $12.50 Spread 0.05 = $2.50 2,125,619 100% $170,708 2,679,094 343,490 100% $27,463 2,724,378 S&P 5001 SP CS/PS $250 0.10 = $25.00 Spread 0.05 = $12.50 17,660 9% $7,132 159,217 44,527 0% $27,463 360,295 E-mini NASDAQ 1001 NQ NQ $20 0.25 = $5.00 Spread 0.05 = $1.00 252,916 100% $14,693 305,780 3,242 100% $187 47,176 E-mini Dow $52 YM OYMC/OYMP $5 1.00 = $5.00 172,133 100% $12,835 94,843 973 100% $72 20,406 E-mini S&P MidCap 4001 EMD EMD $100 0.10 = $10.00 Spread 0.05 = $5.00 24,439 100% $2,830 101,181 3 100% $0 148 Nikkei 225 (YEN)1 NIY – ¥500 5.00 = ¥2500 62,518 99% $4,319 67,225 Nikkei 225 (USD)1 NKD KN/JN $5 5.00 = $25.00 26,691 100% $1,808 57,117 LEADING PRODUCTS Q2 2013 Built on the heritage of CME, CBOT, NYMEX, COMEX and KCBT, CME Group markets bring together commercial producers and manufacturers, institutional investors, hedge funds, proprietary trading firms and active individual traders from around the globe, trading the widest range of benchmark futures and options contracts listed on any exchange. It creates a deep, diverse pool of liquidity that let’s you manage risk, capitalize on every opportunity and realize the maximum possible return on every trade. Listed below you will find our leading futures and options contracts based on interest rates, equity indexes, energy, foreign exchange (FX), agricultural commodities, and metals. 1. These contracts are listed with, and subject to, the rules and regulations of CME. 2. These contracts are listed with, and subject to, the rules and regulations of CBOT. 3. American Style options represented only. *Tickers displayed are CME Globex product codes.  1. These contracts are listed with, and subject to, the rules and regulations of CME. 2. These contracts are listed with, and subject to, the rules and regulations of CBOT.
  • 2. ENERGY CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest Crude Oil (WTI) CL LO 1,000 U.S. barrels $0.01 per barrel 629,519 94% $58,887 1,817,684 160,850 40% $14,700 4,251,664 Crude Oil (Brent) BZ BE 1,000 U.S. barrels $0.01 per barrel 34,123 97% $3,499 61,787 7,413 0% $171 547,566 NY Harbor ULSD HO OH 42,000 U.S. gallons $0.0001 per gallon 132,038 91% $16,015 281,990 1,893 8% $230 62,529 Natural Gas NG ON, LN 10,000 million British thermal units $0.001 (0.1¢) per mmBtu 352,385 96% $14,459 1,393,134 108,812 11% $4,342 5,992,591 RBOB Gasoline RB OB 42,000 U.S. gallons $0.0001 per gallon 144,318 91% $16,913 262,562 2,027 10% 30,367 FX CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest EUR/USD 6E 6E 125,000 euros $0.0001 per euro increments ($12.50/contract) 273,545 98% $44,702 202,787 22,991 83% $3,720 232,476 JPY/USD 6J 6J 12,500,000 Japanese yen $0.000001 per Japanese yen increments ($12.50/contract) 223,907 98% $28,407 170,380 19,406 88% $2,435 175,481 AUD/USD 6A 6A 100,000 Australian dollars $0.0001 per Australian dollar increments ($10.00/contract) 136,883 95% $13,430 187,775 8,584 82% $838 101,591 GBP/USD 6B 6B 62,500 British pounds $0.0001 per British pound increments ($6.25/contract) 123,725 97% $11,889 126,067 5,052 87% $479 59,868 CAD/USD 6C 6C 100,000 Canadian dollars $0.0001 per Canadian dollar increments ($10.00/contract) 80,686 97% $7,867 122,539 4,019 84% $387 56,928 CHF/USD 6S 6S 125,000 Swiss francs $0.0001 per Swiss franc increments ($12.50/contract) 42,501 97% $5,631 30,414 801 96% $105 12,740 MXN/USD 6M 6M 500,000 Mexican pesos $0.000025 per Mexican peso increments ($12.50/contract) 47,087 94% $1,872 66,334 28 89% $1 885 These contracts are listed with, and subject to, the rules and regulations of CME. These contracts are listed with, and subject to, the rules and regulations of NYMEX.
  • 3. AGRICULTURE CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest Corn2 ZC OZC 5,000 bushels $0.0025 per bushel 278,924 93% $8,405 1,094,706 91,767 43% $2,532 1,579,283 Soybeans2 ZS OZS 5,000 bushels $0.0025 per bushel 182,555 94% $12,545 531,866 54,312 52% $3,391 706,797 Soybean Oil2 ZL OZL 60,000 lbs. $0.0001 per lb. 101,546 95% $2,961 338,361 6,145 25% $168 87,921 Soybean Meal2 ZM OZM 100 Short Tons 10 cents per short ton 84,115 93% $3,400 300,833 6,207 46% $229 99,991 Wheat2 ZW OZW 5,000 bushels $0.0025 per bushel 113,288 97% $3,989 387,073 18,040 48% $554 283,907 KCBT HRW Wheat3 KE OKE 5,000 bushels $0.0025 per bushel 25,144 94% $0 134,692 730 53% $0 18,926 Live Cattle1 LE LE 40,000 lbs. $0.00025 per lb. 46,859 88% $2,295 267,767 9,748 64% $472 214,471 Lean Hogs1 HE HE 40,000 lbs. $0.00025 per lb. 48,197 89% $1,747 291,200 6,046 72% $219 132,374  1. These contracts are listed with, and subject to, the rules and regulations of CME. 2. These contracts are listed with, and subject to, the rules and regulations of CBOT. 3. These contracts are listed with, and subject to, the rules and regulations of KCBT. *Tickers displayed are CME Globex product codes. METALS CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest Gold1 GC OG 100 troy ounces $0.10 per troy oz. 223,060 93% $31,317 409,081 51,641 53% $6,600 1,565,256 Silver1 SI SO 5,000 troy ounces $0.005 per troy oz. (outright transactions); $0.001 per troy oz. (spreads/settlement) 73,560 96% $8,440 138,472 9,391 65% $1,084 201,545 Copper1 HG HX 25,000 pounds $0.0005 per lb. 88,594 97% $7,186 175,024 273 97% $22 2,815 Platinum2 PL PO 50 troy ounces $0.10 per troy oz. 14,211 92% $1,030 61,431 675 0% 11,560 Palladium2 PA PAO 100 troy ounces $0.05 per troy oz. 6,204 88% $444 34,966 422 0% 18,675 Launched Products Product Name Asset Class Product Code(s) 1,000-o.z. Silver Futures MT SIL KCBT Wheat Calendar Swaps AG KWS KCBT Weekly Wheat Options AG CME Globex: 1-5; Open Outcry: OK1-5 KCBT-CBOT Wheat Spread Options AG KWC MGEX-KCBT Wheat Spread Options AG MKW 1. These contracts are listed with, and subject to, the rules and regulations of COMEX. 2. These contracts are listed with, and subject to, the rules and regulations of NYMEX.
  • 4. CME Group is a trademark of CME Group Inc. The Globe logo, CME, E-mini and Globex are trademarks of Chicago Mercantile Exchange Inc. CBOT is a trademark of the Board of Trade of the City of Chicago, Inc. NYMEX and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. S&P® 500 and S&P MidCap 400™ are trademarks of The McGraw-Hill Companies, Inc., and have been licensed for use by Chicago Mercantile Exchange Inc. NASDAQ-100 is a trademark of The Nasdaq Stock Market, used under license. Dow Jones is a trademark of Dow Jones & Company, Inc. and used here under license. Nikkei 225™ is a trademark of Nihon Keizai Shimbun Inc. and has been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners.   The information within this brochure has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. This communication does not constitute a Prospectus, nor is it a recommendation to buy, sell or retain any specific investment. This communication is for the exclusive use of Professional Clients only and must not be relied upon by Private Clients who should take independent financial advice. Circulation should be restricted accordingly. Issued by CME Marketing Europe Limited. CME Marketing Europe Limited is authorized and regulated by the Financial Services Authority.   Copyright © 2013 CME Group Inc. All rights reserved. CME GROUP HEADQUARTERS 20 South Wacker Drive Chicago, Illinois 60606 cmegroup.com CME GROUP REGIONAL OFFICES info@cmegroup.com +1 800 331 3332 +1 312 930 1000 Bolsa de Valores, Mercadorias e Futuros (BM&FBOVESPA) Product Name Symbol ADV (April & May 2013) Open Interest (May 2013) DI BR:DI1 2,388,375 19,355,849 Dollar BR:DOL 338,228 1,129,243 Mini Ibov BR:WIN 200,196 56,087 IBOV BR:IND 87,735 419,806 Mini Dollar BR:WDL 5,841 8,417 Bursa Malaysia Derivatives Berhad (BMD) Crude Palm Oil Futures FCPO 27,308 174,991 FTSE Kuala Lumper Index Futures FKLI 11,332 31,410 Dubai Mercantile Exchange (DME) DME Omani Crude Futures OQD 5,411 17,624 Korean Exchange (KRX) KOSPI 200 KS 16,154 Mercado Mexicano de Derivados (MexDer) 28-Day Interbank IR Futures M:TE28 25,963 5,203,591 Dollar-Peso Futures M:DA 38,534 896,140 10-Year Bond Futures M:M10 427 30,465 20-Year Bond Futures M:M20 6,097 71,944 IPC Index Futures M:IPC 1,987 52,869 Global Partnership Data As a global company, CME Group is aware of the importance of collaborating with other key exchanges and companies where we believe it will create significant value for all of our customers. Please find a sampling of core products within six of our global partner exchanges, all of which are available for trading via CME Globex. To learn about these products, visit cmegroup.com/leadingproducts New York +1 212 299 2000 Calgary +1 403 444 6876 São Paulo +55 11 2565 5999 Washington D.C. +1 202 638 3838 London +44 20 3379 3700 Hong Kong +852 3101 7696 Seoul +82 2 6336 6722 Singapore +65 6593 5555 Houston +1 713 658 9292 Tokyo +81 3242 6232 PM210/500/0713