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

 

CME Group Tools by Asset Class

Interactive Tools

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.
Order Execution Dashboard
A suite of interactive resources offering in-depth analysis on various factors that may impact how you manage order placement, such as:
  • Order Quantity and Fill Distributions
  • Average Rate of Execution
  • Slippage vs. Top of Market and Mid-Market
  • Displayed Quality of Order Book
  • And more
Includes data for our most actively traded E-mini futures contracts, with weekly views ranging from the most recent full calendar week of data and going back several weeks
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
 
 
 
 
About Tools & Resources
A complete listing of interactive trading tools and resources to enhance your understanding of CME Group futures and options products across all asset classes - Agriculture, Energy, Equity, FX, Interest Rates and Metals. The tools are separated by asset class, and accompanied by a description.
FedWatch and Duration Tools
 
 
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