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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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Equities

 

LEADING PRODUCTS
    AVERAGE DAILY VOLUME OPEN INTEREST      
Product Name (Futures Ticker) Options Ticker* ADV Contracts Q1 2011 ADV Notional Q1 2011 (in millions) Open Interest Contracts Q1 2011 Open Interest Notional Q1 2011 (in millions) Index Close 31-Mar-'11 20101 YTD Price Return 20-Day Historical Volatility
E-mini S&P 500 Futures & Options (ES)¹ ES 2,329,091 $154,399 3,838,589 $254,466 1325.83 5.42% 14.78%
S&P 500 Futures & Options (SP)¹ CS/PS 83,470 $27,667 892,607 $295,861 1325.83 5.42% 415.14%
E-mini NASDAQ-100 Futures & Options (NQ)¹ NQ 292,534 $13,685 349,721 $16,360 2338.99 5.46% 16.60%
E-mini Dow $5 Futures & Options (YM)² OYMC /OYMP 118,003 $7,269 127,401 $7,848 12319.73 6.41% 14.18%
E-mini S&P MidCap 400 Futures & Options (EMD)¹ EMD 25,510 $2,551 109,550 $10,835 989.05 9.02% 15.19%
Nikkei 225 (Yen) Futures¹ NIY 29,332 ¥143,068  63,907 ¥ 311,710 9,755.10 -4.63% 46.26%
Nikkei 225 (USD) Futures & Options (NKD)¹ KN /JN 15,016 $732 56,225 $2,742 9755.10 -4.63% 46.26%

* Tickers displayed are CME Globex product codes.
1. These contracts are listed with, and subject to, the rules and regulations of CME.
2. These contracts are listed with, and subject to, the rules and regulations of CBOT.

 

Q1 Highlight: E-Mini S&P Select Sector Index Futures

Launched in March 2011, E-mini S&P Select Sector Index futures now offer hedge funds an expanded suite of efficient tools for hedging sector exposure and executing sector-relate strategies. These contracts:

  • Are based on the S&P Select Sectors indices, widely followed by the industry as leading indicators of sector performance
  • Include contracts on Consumer Discretionary, Consumer Staples, Energy, Financials, Health Care, Industrial, Materials, Technology and Utilities sectors
  • Are block-trade eligible
  • Offer potential cross margining benefits

Learn more at cmegroup.com/sectors.

 

Growing Options Liquidity Provides Opportunity

Take advantage of actionable liquidity in our equity index options on futures markets — both on CME Globex and on the floor — to get gamma exposure, trade volatility and gain directional futures exposure.

And the opportunities are growing: Q1 2011 ADV for our equity index options complex was up 52 percent vs. Q1 2010.

Select from contracts on leading index benchmarks, including S&P 500/400/600, NASDAQ-100, Dow Jones Industrial Average and a range of durations, including end-of-month options on S&P 500 futures and weekly options on both S&P 500 and NASDAQ-100 futures (standard and E-mini sizes).

 

 

Fore more information on our Equity Index products, visit cmegroup.com/equities.

 

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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