CME Group (CME/CBOT/Nymex): Nachrichten und Informationen

A New Record Month for CME Group FX

(07.10.08) - In the month of September, CME Group FX set a new record for the highest volume ever - reaching a total notional value of $2.3 trillion. The total notional value was up 54.1 percent on September 2007. A record in volume was also achieved with a total of 17,530,941 contracts traded in the month - up 9.3 percent from the previous record set in June 2008. The average daily notional value was $110 billion with an average of 834,807 contracts per day.

CME Group FX options on futures also had a record month in volume with 29,788 contracts traded. Of these, an average of 66 percent were traded electronically. Additionally, on September 24th, Volatility-Based Quoting options peaked at 30 percent of our electronic trading volume with an average of 1,937 contracts traded.

The leading currency in September was the EUR/USD with a notional value of $1.1 trillion with 6,216,848 contracts traded - up 89.2 percent on September 2007. Additionally, the average daily volume (ADV) for the EUR/USD set a record at $52.9 billion, up 7.8 percent on the previous high set in June 2008. The EUR/USD was followed by the JPY/USD with a total notional value of $405 billion with 3,446,228 contracts traded, followed by the GBP/USD with a total notional value of $240 billion. The GBP/USD ADV reached a new record high of 102,464 contracts.

September also marked a record month for the RUB/USD with an average daily notional value of $283 million - up 148.7 percent on December 2007. Average daily volume reached a record of 2,917 contracts a day - up 160 percent from December 2007.

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To learn more about CME Group FX products visit http://www.cmegroup.com/fx

To view free real-time prices on CME Group FX futures and options, please visit http://www.cmegroup.com/equivalents

CME Group to List Hardwood Pulp Index Futures And Options

02/12/08 - CME Group, the world's largest and most diverse derivatives exchange, announced today that hardwood pulp index futures and options on futures will be listed exclusively on CME Globex(R), the exchange's electronic trading platform, scheduled to begin trading January 12, 2009. The hardwood pulp products will be a complement to the softwood pulp index futures contracts launched in September 2007.

The cash-settled hardwood pulp futures and options contracts will be based on the PIX BHKP Europe Index(TM) by FOEX Indexes Ltd. FOEX is a private Finland-based independent company that specializes in providing audited, trademarked registered pulp and paper price indexes.

"Customers requested this new contract to use as another tool to hedge risk. Since the new hardwood pulp contract will follow suit with the current softwood pulp contract and settle to a FOEX Index, the industry standard for the global forest products industry, market users will have additional opportunities and flexibility in their trading," said John Harangody, CME Group Director of Commodity Products.

The CME Group Hardwood Pulp futures contracts, to be listed under the ticker symbol HWP, are based on the prices for the bleached hardwood kraft pulp (BHKP) index. Like the northern bleached softwood kraft pulp, or NBSKP contract, the BHKP contract size is 20 (metric) tonnes with a tick size of $10 per contract ($0.50 per tonne). Trading hours will be from 5 p.m. Sunday Chicago time through 4:00 p.m. Friday with a daily one hour trading pause. The expiring contract closes at noon on the last trading day.

For more information on the CME Group BHKP and the NBSKP wood pulp contracts, please go to http://www.cmegroup.com/pulp or for more information on FOEX, please go to http://www.foex.fi/.

Modification of 5 Percent Overnight Price Limit Rules

Effective Sunday, January 11, 2009 for trade date of Monday, January 12, 2009

On Sunday, January 11, 2009, CME Group will modify the rules regarding the 5 percent overnight price limits for U.S. equity index futures traded on CME Globex during the ETH session. These modifications are designed to help preserve the market's ability to provide price discovery prior to the opening of the underlying cash market in all market conditions, without requiring a change in the overnight price limit.

Currently, if the 5 percent overnight limit is reached during the ETH session, and the market remains locked-limited until the opening of the Regular Trading Hours (RTH) session, the market's capability to provide price discovery before the opening of the underlying cash market is negated.

Starting Sunday, January 11, 2009, however, if the market is locked-limited as of 8:15 a.m. Chicago Time (15 minutes prior to the start of the RTH session) and still remains so at 8:25 a.m. (5 minutes prior to the start of the RTH session), the market will be halted and put into pre-open state. This will provide an Indicative Opening Price (IOP) in anticipation of a re-open on RTH, with the RTH limits in place - and effectively re-establish the market's price discovery capability.

Which Products Are Affected?

* This rule change applies to all legacy CME and CBOT equity index futures on U.S. stock indexes, including contracts based on:

o S&P 500
o S&P MidCap 400
o S&P SmallCap 600
o S&P 500/Citigroup Growth
o S&P 500/Citigroup Value
o SPCTRS
o NASDAQ-100
o NASDAQ Composite
o NASDAQ Biotechnology
o Dow Jones Industrial Average
o Dow Jones U.S. Real Estate

* Contracts on non-U.S. indexes are not affected by this change
* Contracts that do not trade on CME Globex during the Extended Trading Hours sessions will not be affected

CME Group to Launch Turkish Lira Futures Contracts

CME (23.01.09) - On Sunday, January 25, 2009, CME Group will launch Turkish lira futures contracts denominated in both U.S. dollars (USD/TRY) as well as euros (EUR/TRY). With the addition of these new products, we're able to expand our emerging market currency pair offering for market participants and offer increased access to the Eurasia region. CME Group FX will be a marketplace offering trading in 20 currencies, 43 currency pairs and 32 options pairs. The new contracts will trade exclusively on the CME Globex electronic trading platform.

CME Group Turkish Lira futures are designed to serve global customers by expanding liquidity in this growing currency. Benefits include:

– Guarantee of counterparty credit risk and central clearing by CME Clearing
– Access to $100 billion in overall CME Group FX futures and options liquidity each day
– Global access to CME Group's electronic FX markets virtually 24 hours a day
– Transparent market prices

CME Group To Launch 3-Year U.S. Treasury Note Futures - Exchange Responds To Customer Requests Following Reissuance Of 3-Year Treasury Notes

24/02/09 - CME Group, the world's largest and most diverse derivatives exchange, today announced plans to offer 3-Year U.S. Treasury Note futures beginning Monday, March 23, 2009. This contract is listed with, and subject to, the rules and regulations of the CBOT.

"This new futures contract is an extension of our benchmark U.S. Treasury complex and in response to strong customer demand following the recent reinstatement of 3-Year Treasury notes into the monthly auction cycle," said Robin Ross, CME Group Managing Director of Interest Rate Products. "The new contract will provide an additional tool for basis trading, duration management, and both yield curve and credit spread trading."

The 3-Year Treasury Note futures will be comparable to the existing CME Group Treasury futures with similar contract specifications. However, the 3-Year Note futures are expected to be more germane as a pricing benchmark for the three-year sector of the yield curve than either 2-Year Note or 5-Year Note futures. The remaining term to maturity between two-and-three-quarters and three years for issues to be eligible for delivery will distinguish the 3-Year Treasury Note futures from these other Treasury note futures.

The 3-Year Treasury Notes will trade via both CME Globex and open outcry. In addition, CME Group will offer pre-defined, implied inter-commodity spreads on CME Globex for 3-Year Treasury Note futures versus other existing Treasury futures contracts. Options on the futures will not be offered at this time.

For more information about the 3-Year Treasury Note futures contract and CME Group's other interest rate products, click here:

http://www.cmegroup.com/trading/interest-rates/index.html

CME Group Announces The Launch Of New E-mini Gold And Silver Futures Contracts

26/03/09 - CME Group Inc., the world's largest and most diverse derivatives exchange, today announced the E-mini(R) gold kilo and E-mini silver 1,000 ounce futures contracts, scheduled to begin trading on April 19 for trade date April 20. These contracts are listed with, and subject to, the rules and regulations of NYMEX. The products will be available only on the CME Globex(R) electronic trading platform.

"As CME Group continues to globalize its innovative product mix, the new E-mini gold and silver contracts will now allow a broader customer base, including institutional trading firms based in Asia, to hedge its risk in the precious metals markets," said Joe Raia, CME Group Managing Director of Energy and Metals Products and Services. "In addition, our customers continue to seek the security of CME Clearing and the capital efficiencies of cross-margining against our benchmark gold and silver futures contracts to manage their risk in these volatile economic times."

The E-mini gold kilo futures contract (commodity code 8Q) will be 33.2 troy ounces in size with a minimum price fluctuation of $0.10 per troy ounce. The E-mini silver 1,000 oz. futures contract (commodity code 6Q) will be 1,000 troy ounces with a minimum price fluctuation of $0.01 per troy ounce.

The first listed month will be May 2009 for both contracts. The E-mini gold kilo futures contract will trade the current calendar month, the next two calendar months, and every February, April, June, August, October, and December for a 23-month period from the current calendar month. The E-mini silver 1,000 oz. futures contract will trade the current calendar month, the next two calendar months, and every March, May, July, September, and December for a 23-month period from the current calendar month. The first month to be listed will be the May 2009 contract. The contracts will terminate on the third last business day of the contract month.

For more information, please visit http://www.nymex.com.

CME Group Announces Additional Agriculture, Ethanol Electronic Trading Hours

05/06/09 - CME Group, the world's largest and most diverse derivatives exchange, announced today that electronic trading hours for the CBOT grains, oilseeds and ethanol contracts will be expanded in the morning by one hour and fifteen minutes, until 7:15 a.m., beginning July 1.

The new electronic trading hours will run from 6:00 p.m. to 7:15 a.m. Chicago time Sunday through Friday for futures and options on futures for full and mini-size where offered corn, wheat, soybeans, soymeal, soyoil, rice, oats and ethanol contracts. Daytime electronic and open outcry hours will remain from 9:30 a.m. to 1:15 p.m. weekdays.

@ Richard Ebert [#8]

Interessant das "plötzlich" die CME reagiert. Ist den ein Ethanol Future für die ehemals RMX geplant?

Hätte ich mehr Zeit würde ich gerne das Market Making übernehmen ;O)

Grüße

@ pullPUSH [#9]

Ethanol wird an der CME/CBT bereit seit über 5 Jahren gehandelt. Nur die tägliche Handelszeit wurde angepasst.

Ist den ein Ethanol Future für die ehemals RMX geplant?

Derzeit nicht, es wurde aber bereits darüber diskutiert bevor der Vertrag mit der Eurex abgeschlossen wurde. Wichtiger ist zunächst ein Weizenkontrakt.

CME Group Announces The Launch Of Six Minute-Marker Energy Contracts

05/06/09 - CME Group, the world's largest and most diverse derivatives exchange, today announced the launch of six financially settled Minute-Marker Crude Oil, RBOB Gasoline and Heating Oil futures contracts for trading and clearing services available through CME ClearPort®, a set of flexible clearing services open to over the counter (OTC) market participants to substantially mitigate counterparty risk and provide capital efficiencies across asset classes, beginning June 14. These new futures contracts will be listed for trading on, and subject to, the rules and regulations of NYMEX.

In addition, the NYMEX Crude Oil, RBOB Gasoline and Heating Oil Minute-Marker futures contracts will also be listed for trading on the NYMEX trading floor beginning June 15.

The new Minute-Marker futures contracts will be available during normal operating hours through CME ClearPort, from 6:00 p.m. Sunday until 5:15 p.m. Friday New York time, and via open outcry trading from 9:00 a.m. until 2:30 p.m. Monday through Friday.

The first listed month for the six new 3:15 p.m. New York time Minute-Marker futures contracts will be the July 2009 contract. The three Minute-Marker futures contracts include NYMEX Crude Oil (6C), NYMEX RBOB Gasoline (6R) and NYMEX Heating Oil (6H), which will be listed for up to one month, and the second month will be listed ten business days prior to the expiration of the front month contract. The three Minute-Marker Calendar Month Swap futures contracts include NYMEX Crude Oil (4T), NYMEX RBOB Gasoline (5T) and NYMEX Heating Oil (7T), which will all be listed for up to 36 consecutive months.

For more information, please visit http://www.cmegroup.com/clearport.