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Hedge Funds
 

 

Expand Your Interest Rate Opportunities
Whether you are a hedge fund managing risk from 30 days to 30 years, CME Group Interest Rate markets offer the most diverse suite of futures, options, and cleared OTC products offered on any exchange. With more than 40 million contracts outstanding in open interest, our Interest Rate products deliver greater capital efficiencies, plus the proven safety and security of CME Clearing. Please explore our interactive Interest Rate tools and free educational resources.

» View tools and educational resources

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CME Globex
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CME DataMine

 

Run your models using comprehensive historic market data – raw and straight from the source

Your fund is built on models. The more precise your data, the more impressive your results. CME DataMine offers the most comprehensive, authoritative price information available on CME, CBOT, NYMEX and COMEX products. Choose from a broad array of data types, including market depth and top-of-book. Daily or monthly subscriptions and adhoc requests are also available.

 

Choose from the following data types direct from CME Group:

Data now available for all CME, CBOT, NYMEX and COMEX products.

  • Market Depth Data – Provides all of the CME Group Market Data messages needed to recreate the book (five to 10 deep on futures, two to three deep on options) and trade data for any CME Globex traded product, time-stamped to the millisecond.
  • Top-of-Book (BBO) Data – Contains all top bid, bid size, top ask, ask size, last trade, trade volume and time-stamp data for CME Globex traded products.
  • Time and Sales Data – Contains the official record of trade times and prices. Electronic records also include trade sizes.
  • End-of-Day Data – Contains all of the official closing and volume information for CME Group contracts (open, high, low, close, open interest and implied volatilities).

 

No complicated license agreements

When you take delivery of CME Group historical market data from CME DataMine, you have unlimited usage rights within your firm for one flat fee.

 

Update your databases today

And keep them updated with a daily or monthly subscription. FTP delivery is now available.

 

 

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CME Group Hedge Fund Team

Tina Lemieux
Managing Director, Client Development & Sales - Hedge Funds
312 930 3151
tina.lemieux@cmegroup.com

Mark Thompson
Director, Client Development & Sales - Hedge Funds (U.S.)
212 299 2342
mark.h.thompson@cmegroup.com

Randy Warsager
Director, Client Development & Sales - Hedge Funds (U.S.)
212 299 2352
randy.warsager@cmegroup.com

Pierre Prunier
Director, Client Development & Sales - Hedge Funds (Asia)
+65 6593 5582
pierre.prunier@cmegroup.com