Equity Index Resources and Trading Tools
AG Update
EQ Roll Analyzer
IR Options Report


CME Group Tools by Asset Class

Interactive Tools

QuikStrike Option Pricing & Analysis
QuikStrike Essentials is an interactive option pricing and analysis tool developed exclusively for CME Group, and is available across all asset classes. This resource provides a view into a large breadth of our options contracts, in addition to visibility into current and historical volatility (by strike), concise volume and open interest information, delta sheets, options pricing analysis, spread analysis & risk graphs.
Commitment of Traders Tool
This tools enables you to view an illustration of data found in the CFTC’s weekly Commitment of Traders reports. See the percentage of open interest held by asset managers, dealers, leveraged money and other reportable markets.
Options Open Interest Profile Tool
This tool provides options traders the opportunity to analyze open interest patterns of various Equity options. Developed specifically to profile open interest in the context of our financial options products, the tool provides the ability to monitor open interest trends and tendencies, and provides actionable information.
Equity Quarterly Roll Analyzer
Interactive set of tools designed to help institutional customers analyze (and adjust accordingly) their quarterly roll strategies to optimize execution and related costs. Customers can:
  • Track progress of open interest migration
  • See hourly time and sales data during the roll
  • Monitor the roll's richness or cheapness via implied financing costs
  • Customize dividend and LIBOR assumptions
  • Access past roll period data

Product Information

Monthly Stock Index Review (and archives)
Monthly summary highlighting trading opportunities across our benchmark suites of equity index futures and options, where you can compare latest volumes, open interest, historical volatility, index sector weighting, correlations and more. Includes archive of last 12 issues.
Equity Index Options
Overview of equity index options listed at CME and CBOT, including short-term weekly and end-of-month contracts.
E-mini S&P Select Sector Futures
Overview of sector-based futures contracts based on benchmark US. equity market sector indexes.
USD Denominated Ibovespa Futures
Overview of CME-listed contracts on the benchmark index of the Brazil stock market - part of the cross-listing agreement with BM&FBovespa
Equity Products Linked In Group
The latest events and news related to trading equity index products
Understanding the SOQ
Overview to help users understand the Special Opening Quotation process used for several of our key equity index contracts
FedWatch and Duration Tools