Products | View All
It’s searchable, sortable, and provides the previous day’s volume and open interest data.
Latest Market Regulation Advisory Notices (MRANs) | View All
Subscription-Based Data
Distributors
Capture. Report. Store
Our Swap Data Repository captures, stores and reports data for cleared, non-cleared and bilateral swaps.
Reports
- Reports
- Settlements
- Volume
- Bulletin
- Registrar
- Weather
Intraday Data
- Intraday Data
- Delayed Quotes
- Block Trades
Featured Video | View All
Managing Risk at CME Group - How it All Works
A great and yet very simple introduction to the vital role CME Group plays in helping people manage their risk on a daily basis....
Latin America
Managed Futures Resource Center - CME Group
Many of our managed futures brochures are available in print and can be ordered online. If you have ideas for new materials, please contact us.
| UPDATED! Managed Futures: Portfolio Diversification Opportunities Managed futures have been used successfully by investment management professionals for more than 30 years. Institutional investors looking to maximize portfolio exposure continue to increase their use of managed futures as an integral component of a well diversified portfolio. |
| UPDATED! 10 Reasons to Invest in Managed Futures This is a quick reference guide explaining and comparing managed futures to your traditional investment asset classes, along with a discussion on why managed futures should be part of any investors portfolio. |
| Commodities as an Asset Class for Investors in Mexico The brochure highlights analysis by the CME Group Research and Product Development team that shows how investing in commodities may provide benefits to the risk/return profile of institutional investors in Mexico, especially in terms of risk reduction. |
| Issues and Insights for Starting a CTA Business Being a Commodity Trading Advisor (CTA) requires more than just a successful trading program. In light of this, CME Group has created this guidance document, isuses and insights for Starting a CTA Business, in order to help our clients grow and thrive. |
| Frequently Asked Questions About Managed Futures Individual and institutional investors are increasingly including Managed Futures as part of a diversified investment portfolio as they search for alternative or non-traditional investment opportunities. This piece outlines frequently asked questions about Managed Futures. |
| A collection of managed futures research is available from industry and academic sources. To access any of the research listed below, and many others, register here. Managed Futures Research Digest Compiled by CME Group, May 2013 A collection of research abstracts from managed futures industry and academic sources. Kathryn Kaminski on Managed Futures and Volatility Kathryn M. Kaminski, PhD., Alpha K Capital LLC, April 19, 2011 A closer look at what it means to be long or short volatility and Managed Futures performance across different regimes in volatility. Includes schematics. Lintner Revisited: A Quantitative Analysis of Managed Futures in an Institutional Portfolio John Lintner: Professor, Harvard University, April 2012 This paper revisits Dr. John Lintner's classic 1983 paper, "The Potential Role of Managed Commodity-Financial Futures Accounts (and/or Funds) in Portfolios of Stocks and Bonds," which explored the substantial diversification benefits that accrue when managed futures are added to institutional portfolios. The Backfill Effect Ryan Duncan: New Edge Prime Brokerage, January 24, 2011 When listing programs in a database, managers may choose to delay reporting the returns of a product until it would merit investor interest. This produces the problem of "backfill", which is the portion of the track record that occurred before the performance results were distributed to the industry. |
| Why Smart Money Invests in Managed Futures The managed futures marketplace has become one of the fastest growing areas of the financial industry proving that there are significant advantages to adding managed futures to your portfolio. Join Dave Lerman of CME Group as he outlines 10 Compelling Reasons to Trade Managed Futures including diversification benefits, lowering your overall risk and returns in general. |
| A Former Institutional Investor's Perspective on Managed Futures One of the first things investment professionals learn is the concepts of Modern Portfolio Theory developed by Harry Markowitz in 1952, which quantifies the benefits of diversification. |
-
- Idea Exchange is your direct link to the product managers, marketers, and the development teams who create cmegroup.com and will allow you to review functionality, participate in focus groups and provide feedback on upcoming Web initiatives
