How the world advances INTEREST RATES

How the world advances
Q3/2014 ELECTRONIC OPTIONS SPOTLIGHT
INTEREST RATES
TICKER (CME Globex)
ADV
ADV NOTIONAL ($)
(IN MILLION)
OPEN INTEREST
% TRADED ELEC
ELEC YOY CHG%
#3%
Eurodollars/Mid Curves
GE, GEO, GE2, GE3, GE4
918,819
$915,157
28,589,358
14%
10-Year Treasury Note
OZN
389,061
$38,906
2,357,505
61%
#7%
5-Year Treasury Note
OZF
122,829
$12,283
853,270
56%
#14%
U.S. Treasury Bond
OZB
68,793
$6,879
395,243
76%
#15%
2-Year Treasury Note
OZT
8,545
$1,709
146,355
57%
#33%
1
These contracts are listed with, and subject to, the rules and regulations of CME. 2 These contracts are listed with, and subject to, the rules and regulations of CBOT.
EQUITY INDEX
TICKER (CME Globex)
ADV
ADV NOTIONAL ($)
(IN MILLION)
OPEN INTEREST
% TRADED ELEC
ELEC YOY CHG%
E-mini S&P 500
ES
439,253
$43,199
3,195,597
100%
0%
E-mini NASDAQ-100
NQ
9,513
$755
91,182
100%
0%
E-mini Dow $5
OYMC/OYMP
498
$0
21,037
100%
0%
1
These contracts are listed with, and subject to, the rules and regulations of CME. 2 These contracts are listed with, and subject to, the rules and regulations of CBOT.
ENERGY
TICKER (CME Globex)
WTI Crude Oil
LO
Natural Gas
ON, LNE
NY Harbor ULSD
RBOB Gasoline
ADV
ADV NOTIONAL ($)
(IN MILLION)
OPEN INTEREST
% TRADED ELEC
ELEC YOY CHG%
129,095
$11,142
3,318,219
61%
#21%
77,603
$3,045
4,012,637
9%
$-3%
OH
4,993
$595
170,583
4%
$-1%
OB
988
$111
17,941
31%
#20%
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
FX
TICKER (CME Globex)
ADV
ADV NOTIONAL ($)
(IN MILLION)
% TRADED ELEC
ELEC YOY CHG%
EUD/USD
6E
33,922
$5,575
OPEN INTEREST
406,094
92%
#10%
GBP/USD
6B
15,911
$1,650
180,268
92%
#8%
JPY/USD
6J
12,579
$1,510
175,548
90%
#5%
AUD/USD
6A
7,007
$641
107,580
94%
#5%
CAD/USD
6C
6,353
$582
82,629
92%
#8%
CHF/USD
6S
1,087
$148
22,720
98%
#3%
% TRADED ELEC
ELEC YOY CHG%
These contracts are listed with, and subject to, the rules and regulations of CME.
AGRICULTURE
TICKER (CME Globex)
ADV
ADV NOTIONAL ($)
(IN MILLION)
OPEN INTEREST
Corn
OZC
94,003
$1,725
1,540,334
58%
#12%
Soybeans
OZS
86,097
$4,475
1,073,844
60%
#8%
Wheat
OZW
22,357
$602
359,942
58%
#7%
Live Cattle
LE
20,522
$1,271
362,117
77%
#14%
Lean Hogs
HE
13,838
$577
279,738
80%
#3%
Soybean Meal
OZL
11,825
$408
225,094
46%
#3%
Soybean Oil
ZM
7,167
$150
148,992
25%
#5%
KCBT HRW Wheat
OKE
1,670
$52
48,090
38%
$-5%
1
These contracts are listed with, and subject to, the rules and regulations of CME. 2 These contracts are listed with, and subject to, the rules and regulations of CBOT.
METALS
TICKER (CME Globex)
ADV
ADV NOTIONAL ($)
(IN MILLION)
OPEN INTEREST
% TRADED ELEC
ELEC YOY CHG%
Gold
OG
28,404
$3,630
1,538,331
63%
#11%
Silver
SO
6,568
$636
248,188
75%
#8%
Palladium
PAO
648
$56
14,618
3%
#3%
Platinum
PO
503
$36
17,974
5%
#5%
These contracts are listed with, and subject to, the rules and regulations of COMEX.
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