CME announces volumes and new S&P contract

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CME announces volumes and new S&P contract

The CME’s FX volumes held up remarkably well in August, especially given the fact that generally the markets were nowhere near as volatile as a year earlier.

Overall, the exchange says that August 2008 volume was down 32%. However, the total number of contracts traded on average each day in its FX line of products contracts volume rose 3% to 659,000 contracts. Expressed in nominal terms, average daily turnover rose 14% to $90 billion.

Meanwhile, the exchange has announced that it will launch a euro-denominated version of its popular E-mini S&P 500 futures on October 27. “The denomination of the contract multiplier in euros increases the relevance of our US equity index products to our European customer base,” says Bob Ray, the exchange’s managing director of group international sales, equity and commodity products.

“Customers throughout Europe want efficient exposure to US equity markets and this product facilitates that as well as allows for new spreading opportunities between CME Group products and the listed derivatives traded in other markets,” he adds.

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