CME Group Leading Products - Most Traded Futures and Options Contracts: Q4 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 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 - Most Traded Futures and Options Contracts: Q4 2013

  1. 1. LEADING PRODUCTS Q4 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. INTEREST RATES FUTURES TICKER* CONTRACT OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES Average Daily Volume (ADV) OPTIONS % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV 10,154,610 599,949 Eurodollar1 GE GE $1,000,000 Nearby: 0.0025 = $6.25 Others: 0.005 = $12.50 1,944,340 98% $1,944,082 10-Year Treasury Note2 ZN OZN $100,000 1/2 of 1/32 = $15.625 1,039,526 95% $103,921 2,211,389 5-Year Treasury Note2 ZF OZF $100,000 1/4 of 1/32 = $7.8125 580,302 91% $58,020 1,873,458 U.S. Treasury Bond2 ZB OZB $100,000 1/32 = $31.25 297,991 97% $29,793 2-Year Treasury Note ZT OZT $200,000 1/4 of 1/32 = $15.625 190,032 89% Ultra T-Bond2 UB OUB $100,000 1/32 = $31.25 84,800 90% 30 Day Federal Funds ZQ OZQ $5,000,000 Nearby: 0.0025 = 10.4175 Others: 0.0050 = 20,835 16,765 Deliverable Swap Futures2 T1U, F1U, N1U, B1U – $100,000 2YR = 1/4 of 1/32 5Yr, 10YR, 30YR = 1/2 of 1/32 7,113 2 2  1. These contracts are listed with, and subject to, the rules and regulations of CME. % Traded Electronically ADV Notional ($) (in Millions) Open Interest 11% $597,992 17,330,190 360,416 57% $36,042 1,654,367 86,243 49% $8,624 811,877 648,059 61,492 73% $6,149 354,267 $38,004 760,802 4,503 41% $901 22,981 $8,480 452,154 310 28% $31 5,928 99% $83,824 305,091 270 5% $1,348 9,268 82% $711 92,169 – – – – 2. These contracts are listed with, and subject to, the rules and regulations of CBOT. EQUITY INDEX CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES Average Daily Volume (ADV) OPTIONS 3 % Traded Electronically ADV Notional ($) (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 1,590,420 100% $139,689 2,789,364 372,260 100% $32,688 2,496,782 E-mini NASDAQ-1001 NQ NQ $20 0.25 = $5.00 Spread 0.05 = $1.00 240,442 100% $16,232 419,637 5,564 100% $378 40,140 E-mini Dow $52 YM OYMC/OYMP $5 1.00 = $5.00 132,367 100% $10,318 119,617 674 100% $19 16,137 Nikkei 225 (YEN) NIY – ¥500 5.00 = ¥2500 43,421 100% $3,238 106,288 – – – – E-mini S&P MidCap 4001 EMD EMD $100 0.10 = $10.00 Spread 0.05 = $5.00 22,149 100% $2,849 100,412 8 100% $1 202 Nikkei 225 (USD)1 NKD KN/JN $5 5.00 = $25.00 14,370 100% $1,083 75,705 – – – – S&P 5001 SP CS/PS $250 0.10 = $25.00 Spread 0.05 = $12.50 13,878 6% $6,143 142,559 31,071 0% $13,638 243,832 1 1. These contracts are listed with, and subject to, the rules and regulations of CME. 2. These contracts are listed with, and subject to, the rules and regulations of CBOT. 3. American Style options represented only. *Tickers displayed are CME Globex product codes.
  2. 2. ENERGY CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES Average Daily Volume (ADV) Crude Oil (WTI) CL LO 1,000 U.S. barrels Natural Gas NG ON, LN 10,000 million British thermal units NY Harbor ULSD HO OH 42,000 U.S. gallons RBOB Gasoline RB OB 42,000 U.S. gallons Crude Oil (Brent) BZ BE 1,000 U.S. barrels % Traded Electronically OPTIONS ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest $0.01 per barrel 530,416 96% $51,376 1,615,844 111,105 50% $10,186 3,072,907 $0.001 (0.1¢) per mmBtu 325,539 95% $12,803 1,291,380 120,041 13% $4,486 5,574,914 $0.0001 per gallon 123,446 91% $15,456 279,100 2,363 6% $295 54,351 $0.0001 per gallon 120,946 91% $13,576 239,225 1,914 16% $183 30,804 $0.01 per barrel 40,952 98% $4,427 57,592 2,013 0% $197 381,602 These contracts are listed with, and subject to, the rules and regulations of NYMEX. FX CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest $0.0001 per euro increments ($12.50/contract) 187,768 97% $31,940 242,071 $0.000001 per Japanese yen increments ($12.50/contract) 122,270 96% $15,237 $0.0001 per British pound increments ($6.25/contract) 95,506 96% ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest 27,510 89% $4,682 284,451 232,225 11,756 87% $1,464 155,041 $9,663 206,886 9,479 88% $958 100,962 EUR/USD 6E 6E 125,000 euros JPY/USD 6J 6J 12,500,000 Japanese yen GBP/USD 6B 6B 62,500 British pounds AUD/USD 6A 6A 100,000 Australian dollars $0.0001 per Australian dollar increments ($10.00/contract) 81,142 97% $7,498 120,071 6,957 92% $642 98,168 CAD/USD 6C 6C 100,000 Canadian dollars $0.0001 per Canadian dollar increments ($10.00/contract) 54,972 96% $5,222 149,037 4,875 91% $463 64,864 MXN/USD 6M 6M 500,000 Mexican pesos $0.000025 per Mexican peso increments ($12.50/contract) 33,965 94% $1,300 116,803 3 14% $0 – CHF/USD 6S 6S 125,000 Swiss francs $0.0001 per Swiss franc increments ($12.50/contract) 32,019 97% $4,434 51,139 756 97% $105 12,503 These contracts are listed with, and subject to, the rules and regulations of CME.
  3. 3. AGRICULTURE FUTURES TICKER* CONTRACT OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES Average Daily Volume (ADV) % Traded Electronically OPTIONS ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest Corn2 ZC OZC 5,000 bushels $0.0025 per bushel 244,589 93% $5,345 1,202,945 72,434 51% $12,619 944,512 Soybeans2 ZS OZS 5,000 bushels $0.0025 per bushel 199,137 92% $12,845 575,756 48,899 54% $23,824 479,009 Soybean Oil2 ZL OZL 60,000 lbs. $0.0001 per lb. 94,757 96% $2,317 339,784 4,347 20% $106 59,248 Chicago SRW Wheat2 ZW OZW 5,000 bushels $0.0025 per bushel 82,644 98% $2,739 411,316 16,855 47% $4,613 264,729 Soybean Meal2 ZM OZM 100 Short Tons 10 cents per short ton 80,433 94% $3,335 261,916 8,982 44% $3,054 112,455 Live Cattle1 LE LE 40,000 lbs. $0.00025 per lb. 43,490 87% $2,306 327,457 10,588 68% $562 201,447 Lean Hogs1 HE HE 40,000 lbs. $0.00025 per lb. 36,845 90% $1,327 263,582 6,969 73% $252 152,837 KE OKE 5,000 bushels $0.0025 per bushel 19,765 94% $704 153,891 882 45% $31 23,954 KC HRW Wheat 2  1. These contracts are listed with, and subject to, the rules and regulations of CME. *Tickers displayed are CME Globex product codes. 2. These contracts are listed with, and subject to, the rules and regulations of CBOT. METALS FUTURES TICKER* CONTRACT OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES Average Daily Volume (ADV) Gold1 Copper GC Palladium 2 HX 25,000 pounds SO 5,000 troy ounces PL Platinum2 100 troy ounces SI Silver1 OG HG 1 PO PA PAO $0.10 per troy oz. % Traded Electronically 153,327 93% OPTIONS ADV Notional ($) (in Millions) $19,521 Open Interest 379,550 ADV % Traded Electronically 32,043 54% ADV Notional ($) (in Millions) $3,993 Open Interest 1,452,102 $0.0005 per lb. 56,708 97% $4,620 167,024 89 87% $7 2,172 $0.005 per troy oz. (outright transactions); $0.001 per troy oz. (spreads/settlement) 48,069 96% $4,988 132,475 6,951 67% $728 174,424 50 troy ounces $0.10 per troy oz. 11,180 92% $777 62,037 406 2% $21 4,599 100 troy ounces $0.05 per troy oz. 5,499 90% $400 38,881 407 2% $23 11,256 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. Launched Products Product Name Asset Class Product Code(s) 2-Year Weekly Eurodollar Mid-Curve Options IR E21–E25 3-Year Weekly Eurodollar Mid-Curve Options IR E31–E35 4-Year Quarterly Eurodollar Options IR Open Outcry: ZE CME Globex: GE Canadian Light Sweet Oil Index Futures EN CIL
  4. 4. 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. Bolsa de Valores, Mercadorias e Futuros (BM&FBOVESPA) Product Name Symbol ADV (October and November 2013) Open Interest (November 2013) DI BR:DI1 1,113,742 13,750,201 Dollar BR:DOL 275,411 1,388,163 Mini Ibov BR:WIN 190,491 16,517 IBOV BR:IND 66,734 241,366 Mini Dollar BR:WDL 13,231 10,429 Bursa Malaysia Derivatives Berhad (BMD) Crude Palm Oil Futures FCPO 34,029 154,900 FTSE Kuala Lumper Index Futures FKLI 8,306 35,991 OQD 6,886 21,859 KS 11,743 Dubai Mercantile Exchange (DME) DME Omani Crude Futures Korean Exchange (KRX) KOSPI 200 Mercado Mexicano de Derivados (MexDer) 28-Day Interbank IR Futures M:TE28 57,660 4,175,379 Dollar-Peso Futures M:DA 29,097 826,818 10-Year Bond Futures M:M10 634 25,618 20-Year Bond Futures M:M20 1,997 37,044 IPC Index Futures M:IPC 1,902 52,698 To learn about these products, visit cmegroup.com/leadingproducts CME GROUP HEADQUARTERS CME GROUP GLOBAL OFFICES 20 South Wacker Drive Chicago, Illinois 60606 cmegroup.com Chicago New York London +1 312 930 1000 +1 212 299 2000 +44 20 3379 3700 Singapore Calgary Hong Kong +65 6593 5555 +1 403 444 6876 +852 3180 9387 Houston São Paulo Seoul +1 713 658 9292 +55 11 2565 5999 +82 2 6336 6722 Tokyo Washington D.C. +81 3242 6232 +1 202 638 3838 Copyright 2014 CME Group All Rights Reserved. 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 document has been compiled by CME Group for general purposes only and has not taken into account the specific situations of any recipients of the information. CME Group assumes no responsibility for any errors or omissions. The information in this brochure should not be considered investment advice. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, NYMEX and CBOT rules. Current CME/CBOT/NYMEX rules should be consulted in all cases before taking any action. Futures and options trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of a contract’s value is required to trade, it is possible to lose more than the amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade. All references to options refer to options on futures. PM210/500/0114

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