Leading Products Q1 2012 Built on the heritage of CME, CBOT, NYMEX and COMEX, CME Group markets bring together commercial producers and manufacturers, institutional investors, hedge funds, proprietary trading firms and active individual traders from around the globe, trading the widest range of benchmark futures and options contracts listed on any exchange. It creates a deep, diverse pool of liquidity that let’s you manage risk, capitalize on every opportunity and realize the maximum possible return on every trade. Listed below you will find our leading futures and options contracts based on interest rates, equity indexes, energy, foreign exchange (FX), agricultural commodities, metals and weather. Interest Rates CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest Eurodollar 1 GE GE $1,000,000 Nearby: 0.0025 = $6.25 Others: 0.005 = $12.50 2,036,476 97.94% $2,036,475 8,318,770 811,300 8.31% $811,300 17,606,533 2-Year Treasury Note 2 ZT OZT $200,000 1/4 of 1/32 = $15.625 227,484 93.28% $45,496 817,342 8,790 18.14% $1,758 233,875 5-Year Treasury Note 2 ZF OZF $100,000 1/4 of 1/32 = $7.8125 581,532 93.33% $58,153 1,307,499 45,442 30.61% $4,544 568,769 10-Year Treasury Note 2 ZN OZN $100,000 1/2 of 1/32 = $15.625 1,130,183 96.80% $113,018 1,731,523 235,067 46.05% $23,506 1,709,690 U.S. Treasury Bond 2 ZB OZB $100,000 1/32 = $31.25 356,475 97.32% $35,647 566,588 70,532 48.21% $7,053 439,754 Ultra T-Bond 2 UB OUB $100,000 1/32 = $31.25 66,998 86.90% $6,699 345,656 363 27.94% $36 1,534 Equity CONTRACT FUTURES TICKER* OPTIONS TICKER* CONTRACT SIZE MINIMUM TICK SIZE FUTURES OPTIONS 3 Average Daily Volume (ADV) % Traded Electronically ADV Notional ($) (in Millions) Open Interest ADV % Traded Electronically ADV Notional ($) (in Millions) Open Interest E-mini S&P 500 1 ES ES $50 0.25 = $12.50 CAL Spread 0.05 = $2.50 1,796,538 99.82% $120,955 2,724,429 146,585 99.45% $8,063 1,637,531 S&P 500 1 SP CS/PS $250 0.10 = $25.00 CAL Spread 0.05 = $12.50 20,381 8.36% $6,921 223,307 32,744 0.02% $10,473 416,295 E-mini NASDAQ-100 1 NQ NQ $20 0.25 = $5.00 CAL Spread 0.05 = $1.00 225,266 99.61% $11,617 448,568 3,356 100.00% $165 47,433 E-mini Dow $5 2 YM OYMC/OYMP $5 1.00 = $5.00 105,054 99.95% $6,733 105,764 213 100.00% $13 10,263 E-mini S&P MidCap 400 1 EMD EMD $100 0.10 = $10.00 CAL Spread 0.05 = $5.00 25,439 99.54% $47 1,081 4 100.00% – – Nikkei 225 (Yen) 1 NIY — ¥500 5.00 = ¥2500 23,289 99.91% $1,367 47,336 – – – – Nikkei 225 (USD) 1 NKD KN/JN $5 5.00 = $25.00 7,345 100.00% $346 48,660 – – – – 1. These contracts are listed with, and subject to, the rules and regulations of CME. 2. These contracts are listed with, and subject to, the rules and regulations of CBOT. 1. These contracts are listed with, and subject to, the rules and regulations of CME. 2. These contracts are listed with, and subject to, the rules and regulations of CBOT. 3. American Style options represented only. *Tickers displayed are CME Globex product codes.
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Leading products Q1 2012
Built on the heritage of CME, CBOT, NYMEX and COMEX, CME Group markets bring together commercial producers and manufacturers,
institutional investors, hedge funds, proprietary trading fi rms and active individual traders from around the globe, trading the widest range
of benchmark futures and options contracts listed on any exchange. It creates a deep, diverse pool of liquidity that let’s you manage risk,
capitalize on every opportunity and realize the maximum possible return on every trade.
Listed below you will fi nd our leading futures and options contracts based on interest rates, equity indexes, energy, foreign exchange (FX),
agricultural commodities, metals and weather.
Interest rates
CoNtraCtfuturEs tICKEr*
optIoNs tICKEr*
CoNtraCt sIzE MINIMuM tICK sIzE futurEs optIoNs
average daily Volume
(adV)
% traded Electronically
adV Notional ($) (in
Millions)
open Interest
adV % traded Electronically
adV Notional ($) (in
Millions)
open Interest
Eurodollar1 GE GE $1,000,000 Nearby: 0.0025 = $6.25Others: 0.005 = $12.50
2,036,476 97.94% $2,036,475 8,318,770 811,300 8.31%$811,300
17,606,533
2-Year Treasury Note2 ZT OZT $200,000 1/4 of 1/32 = $15.625 227,484 93.28% $45,496 817,342 8,790 18.14% $1,758 233,875
5-Year Treasury Note2 ZF OZF $100,000 1/4 of 1/32 = $7.8125 581,532 93.33% $58,153 1,307,499 45,442 30.61% $4,544 568,769
10-Year Treasury Note2 ZN OZN $100,000 1/2 of 1/32 = $15.625 1,130,183 96.80% $113,018 1,731,523 235,067 46.05% $23,506 1,709,690
U.S. Treasury Bond2 ZB OZB $100,000 1/32 = $31.25 356,475 97.32% $35,647 566,588 70,532 48.21% $7,053 439,754
Ultra T-Bond2 UB OUB $100,000 1/32 = $31.25 66,998 86.90% $6,699 345,656 363 27.94% $36 1,534
Equity
CoNtraCtfuturEs tICKEr*
optIoNs tICKEr*
CoNtraCt sIzE
MINIMuM tICK sIzE futurEs optIoNs3
average daily Volume
(adV)
% traded Electronically
adV Notional ($) (in
Millions)
open Interest
adV % traded Electronically
adV Notional ($) (in
Millions)
open Interest
E-mini S&P 5001 ES ES $50 0.25 = $12.50 CAL Spread 0.05 = $2.50
1,796,538 99.82% $120,955 2,724,429 146,585 99.45% $8,063 1,637,531
S&P 5001 SP CS/PS $250 0.10 = $25.00 CAL Spread 0.05 = $12.50
20,381 8.36% $6,921 223,307 32,744 0.02% $10,473 416,295
E-mini NASDAQ-1001 NQ NQ $20 0.25 = $5.00 CAL Spread 0.05 = $1.00
225,266 99.61% $11,617 448,568 3,356 100.00% $165 47,433
E-mini Dow $52 YM OYMC/OYMP $5 1.00 = $5.00 105,054 99.95% $6,733 105,764 213 100.00% $13 10,263
E-mini S&P MidCap 4001 EMD EMD $100 0.10 = $10.00 CAL Spread 0.05 = $5.00
25,439 99.54% $47 1,081 4 100.00% – –
Nikkei 225 (Yen)1 NIY — ¥500 5.00 = ¥2500 23,289 99.91% $1,367 47,336 – – – –
Nikkei 225 (USD)1 NKD KN/JN $5 5.00 = $25.00 7,345 100.00% $346 48,660 – – – –
1. These contracts are listed with, and subject to, the rules and regulations of CME.
2. These contracts are listed with, and subject to, the rules and regulations of CBOT.
1. These contracts are listed with, and subject to, the rules and regulations of CME.
2. These contracts are listed with, and subject to, the rules and regulations of CBOT.
3. American Style options represented only.
*Tickers displayed are CME Globex product codes.
Energy
CoNtraCtfuturEs tICKEr*
optIoNs tICKEr*
CoNtraCt sIzEMINIMuM tICK
sIzEfuturEs optIoNs
average daily Volume
(adV)
% traded Electronically
adV Notional ($) (in
Millions)
open Interest
adV % traded Electronically
adV Notional ($) (in
Millions)
open Interest
Crude Oil CL LO 1,000 U.S. barrels $0.01 per barrel 653,881 93.94% $67,468 1,550,934 126,866 29.39% $13,123 3,423,540
Heating Oil HO OH 42,000 U.S. gallons $0.0001 per gallon 150,100 90.23% $19,843 282,076 3,924 2.92% $520 83,672
Natural Gas NG ON10,000 million British thermal units
$0.001 (0.1¢) per mmBtu
400,806 94.74% $10,942 1,232,989 12,387 74.96% $332 195,536
PJM Electricity JM PML 2.5 megawatt hours (Mwh) $0.05 per MWh 863 0.00% $32 73,644 75 0.00% – 11,973
RBOB Gasoline RB OB 42,000 U.S. gallons $0.0001 per gallon 148,763 90.28% $19,260 348,318 1,663 6.61% – 52,272
fX
CoNtraCtfuturEs tICKEr*
optIoNs tICKEr*
CoNtraCt sIzE MINIMuM tICK sIzE futurEs optIoNs
average daily Volume
(adV)
% traded Electronically
adV Notional ($) (in Millions)
open Interest
adV % traded Electronically
adV Notional ($) (in
Millions)
open Interest
EUR/USD 6E 6E 125,000 euros $0.0001 per euro increments ($12.50/contract)
284,687 98.19% $46,686 234,844 22,354 70.87% $3,667 269,180
JPY/USD 6J 6J 12,500,000 Japanese yen $0.000001 per Japanese yen increments ($12.50/contract)
93,994 93.98% $14,699 149,587 6,466 77.10% $1,012 77,107
GBP/USD 6B 6B 62,500 British pounds $0.0001 per British pound increments ($6.25/contract)
99,098 96.07% $9,737 140,546 1,897 79.79% $185 27,980
CHF/USD 6S 6S 125,000 Swiss francs $0.0001 per Swiss franc increments ($12.50/contract)
38,082 96.40% $5,185 43,893 395 76.43% $53 3,476
CAD/USD 6C 6C 100,000 Canadian dollars $0.0001 per Canadian dollar increments ($10.00/contract)
87,660 96.14% $8,760 118,493 2,159 86.34% $215 36,304
AUD/USD 6A 6A 100,000 Australian dollars $0.0001 per Australian dollar increments ($10.00/contract)
129,202 95.64% $13,571 150,466 3,899 82.16% $408 57,116
MXN/USD 6M 6M 500,000 Mexican pesos $0.000025 per Mexican peso increments ($12.50/contract)
43,156 86.03% $1,668 177,927 12 0.00% $2 –
agriculture
CoNtraCtfuturEs tICKEr*
optIoNs tICKEr*
CoNtraCt sIzE MINIMuM tICK sIzE futurEs optIoNs
average daily Volume
(adV)
% traded Electronically
adV Notional ($) (in Millions)
open Interest
adV % traded Electronically
adV Notional ($) (in
Millions)
open Interest
Corn2 ZC OZC 5,000 bushels $0.0025 per bushel 324,548 90.80% $10,216 1,337,987 92,122 29.85% $2,548 1,558,717
Soybeans2 ZS OZS 5,000 bushels $0.0025 per bushel 195,182 90.63% $12,466 720,724 56,377 24.51% $3,151 804,154
Soybeans Oil2 ZL OZL 60,000 lbs. $0.0001 per lb. 95,348 90.04% $3,054 363,447 7,612 4.53% $237 168,825
Wheat2 ZW OZW 5,000 bushels $0.0025 per bushel 105,421 96.49% $3,443 459,849 18,511 29.33% $562 328,919
Live Cattle1 LE LE 40,000 lbs. $0.00025 per lb. 60,885 80.45% $3,075 360,269 14,376 47.51% $719 327,721
Lean Hogs1 HE HE 40,000 lbs. $0.00025 per lb. 43,825 79.52% $1,586 264,264 4,908 62.27% $175 189,910
These contracts are listed with, and subject to, the rules and regulations of NYMEX.
These contracts are listed with, and subject to, the rules and regulations of CME.
1. These contracts are listed with, and subject to, the rules and regulations of CME.
2. These contracts are listed with, and subject to, the rules and regulations of CBOT.
*Tickers displayed are CME Globex product codes.
Metals
CoNtraCtfuturEs tICKEr*
optIoNs tICKEr*
CoNtraCt sIzE MINIMuM tICK sIzE futurEs optIoNs
average daily Volume (adV)
% traded Electronically
adV Notional ($) (in
Millions)
open Interest
adV % traded Electronically
adV Notional ($) (in
Millions)
open Interest
Gold1 GC OG 5,000 troy ounces $0.10 per troy oz. 201,834 92.17% $34,177 404,680 40,715 41.92% $6,746 1,158,066
Silver1
SI SO 25,000 troy ounces
$0.005 per troy oz. (outright transactions);
$0.001 per troy oz.(spreads/settlement)
55,253 96.02% $9,165 109,693 7,071 46.15% $1,170 205,357
Copper1 HG HX 100 troy ounces $0.0005 per lb. 63,338 96.09% $6,023 146,636 22 70.32% $2 601
Platinum2 PL PO 50 troy ounces $0.10 per troy oz. 9,281 91.74% $754 40,889 296 0.00% – 10,260
Palladium2 PA PAO 100 troy ounces $0.05 per troy oz. 4,461 87.80% $307 20,458 143 0.00% – 7,658
1. These contracts are listed with, and subject to, the rules and regulations of COMEX. 2. These contracts are listed with, and subject to, the rules and regulations of NYMEX.
Weather
CoNtraCtfuturEs tICKEr*
optIoNs tICKEr*
CoNtraCt sIzEMINIMuM tICK
sIzEfuturEs optIoNs
average daily Volume (adV)
% traded Electronically
adV Notional ($) (in
Millions)
open Interest
adV % traded Electronically
adV Notional ($) (in
Millions)
open Interest
U.S., Canada, Europe, Australia and Asia Weather Heating and Cooling Degree Day Monthly & Seasonal Strip Futures & Options
H1-HVV3-VUK1-KVA3-AUH1VX-H1HJK1JK-K1UVH11-VU5V2-V9V2JK-V2UVA2-A9P2-P9A2VX-A2HJP2JK-P2UVD0-D7G0-B7D0VX-DOHJG0JK-G0UV2F-4F6T-8T2FJK-2FUV6TVX-6THJ
H1-HVV3-VUK1-KVA3-AUH1VX-H1HJK1JK-K1UVH11-VU5V2-V9V2JK-V2UVA2-A9P2-P9A2VX-A2HJP2JK-P2UVD0-D7G0-B7D0VX-DOHJG0JK-G0UV2F-4F6T-8T2FJK-2FUV6TVX-6THJ
$20 times the respective CME Seasonal StripDegree Days (CDD) Index £20 times the respective CME European SeasonalStrip CAT Index ¥2,500 times the respective CME PacificSeasonal Rim Index AUS $20 times the respective CME Australian Degree Days Index
1 index point(= $20 per contract)
138 18.20% $2 4,632 553 0.00% $5 83,365
Launched products Q1 2012 Highlights
These contracts are listed with, and subject to, the rules and regulations of CME.
product Name asset Class product Code(s)
MGEX-CBOT Wheat Spread Options AG MCG, MCW
NY Ultra Low Sulfur Diesel Financial Futures (American-Style and European-Style Options) EN ULS, ULO, ULE
Brent 25 Day ICS EN NBZ, CL
NY ULSD Financial Futures EN ULS, ULO, ULE
PJM ATSI Zone 5 MW Peak Calendar-Month Day-Ahead Swap Futures EN MPD, MPR, MOD, MOR, DPD, DPR, DOD, DOR
PJM Northern Illinois Hub Peak 50 MW Calendar-Month LMP Swap Option EN PJD, PJN, PJP
Midwest ISO Michigan Hub 5 MW Peak Calendar-Month Day-Ahead Swap Futures (Off Peak) EN HMO, HMW
1% Fuel Oil (Platts) Cargoes FOB MED BALMO Swap Futures (CIF MED) EN FOB, FOM
Brent CFD (Platts) vs Brent Third Month (Platts) Weekly Swap (Front Month, Second Month) EN EBDC, EBDE, EBDA
25-Day Brent Crude Oil (NYMEX) Calendar Swap (European Option, Average Price Option) EN ECFA, ECFB, ECFC
For Additional information on Weather Futures and Options codes, please visit cmegroup.com/weathercodes.*Tickers displayed are CME Globex product codes.
CME Group is a trademark of CME Group Inc. The Globe logo, CME, E-mini and Globex are trademarks of Chicago Mercantile Exchange Inc. CBOT is a trademark of the Board of Trade of the City of Chicago, Inc. NYMEX and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. S&P® 500 and S&P MidCap 400™ are trademarks of The McGraw-Hill Companies, Inc., and have been licensed for use by Chicago Mercantile Exchange Inc. NASDAQ-100 is a trademark of The Nasdaq Stock Market, used under license. Dow Jones is a trademark of Dow Jones & Company, Inc. and used here under license. Nikkei 225™ is a trademark of Nihon Keizai Shimbun Inc. and has been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners. The information within this brochure has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions.
This communication does not constitute a Prospectus, nor is it a recommendation to buy, sell or retain any specific investment. This communication is for the exclusive use of Professional Clients only and must not be relied upon by Private Clients who should take independent financial advice. Circulation should be restricted accordingly. Issued by CME Marketing Europe Limited. CME Marketing Europe Limited is authorized and regulated by the Financial Services Authority. Copyright © 2012 CME Group Inc. All rights reserved.
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Bolsa de Valores, Mercadorias e futuros (BM&fBoVEspa)
product Name symbol adV (Jan & feb 2012) open Interest (End feb 2012)
DI BR:DI1 1,117,226 11,476,757
Dollar BR:DOL 376,290 1,095,093
Mini Ibovespa BR:WIN 120,734 15,195
Ibovespa BR:IND 79,806 271,499
Mini Dollar BR:WDL 9,233 8,899
Bursa Malaysia derivatives Berhad (BMD)
Crude Palm Oil Futures FCPO 4,3610 23,5842
FTSE Kuala Lumper Index Futures FKLI 1,7619 52,363
dubai Mercantile Exchange (DME)
DME Omani Crude Futures OQD 7,009 22,247
Korean Exchange (KRX)
KOSPI 200 Futures KS 46,939 N/A
Mercado Mexicano de derivados (MexDer)
28-Day Interbank IR Futures M:TE28 127,815 20,273,555
Dollar-Peso Futures M:DA 43,271 584,812
10-Year Bond Futures M:M10 7,946 134,827
20-Year Bond Futures M:M20 8,150 85,704
IPC Index Futures M:IPC 4,647 98,839
partner ExchangesAs a global company, CME Group is aware of the importance of collaborating with other key exchanges and companies where we believe it will create significant value for all of our
customers. Please find a sampling of core products within six of our global partner exchanges, all of which are available for trading via CME Globex.
To learn about these products, visit cmegroup.com/leadingproducts
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