CME DataMine Product Guide

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1 CME DataMine Product Guide When precision matters. CME DataMine offers comprehensive CME, CBOT and NYMEX historic market data raw and straight from the source. This product guide explains each data type and its associated pricing. Pricing applies to ad-hoc requests of historical data or subscription-based updates. All accredited educational institutions are entitled to an additional 50 percent price break, including price caps. Choose from the following data types direct from CME Group: End-of-Day Data Time and Sales Data Best-Bid-Best-Offer Data (BBO) Market Depth (Top Five) Data NYMEX Best Bid Offer Data NYMEX Market Depth Data CMA Historical CDS Data View record layouts and sample data at

2 End-of-Day Data Dates Available: CME 1982 present (or product start date if later than 1982); CBOT 1972 present (or product start date if later than 1982). End-of-day data, sometimes referred to as settlement data, contains all of the official closing information (open, high, low, close, volume, open interest and implied volatilities) for select CME Group contracts. Both puts and calls are included with each options product. Individual Products Price Cap Per Product $100/month $25 $210 $1,000 Discounted Packages Price Cap Combination Package: Any 5 products $150/month $75 $630 $3,500 Bulk Packages Daily Updates Non-redistributors Redistributors All CME Globex Data (includes futures and options) $500/month $15,000 Complete Database $30,000 Complete Database All CME Pit Data (includes futures and options) $500/month $15,000 Complete Database $30,000 Complete Database All CME Data (includes futures and options) $1,000/month $30,000 Complete Database $60,000 Complete Database All CBOT Globex Data (includes futures and options) $500/month $15,000 Complete Database $30,000 Complete Database All CBOT Pit Data (includes futures and options) $500/month $15,000 Complete Database $30,000 Complete Database All CBOT Data (includes futures and options) $1,000/month $30,000 Complete Database $60,000 Complete Database All CME/CBOT Data (includes futures and options) $1,500/month $45,000 Complete Database $90,000 Complete Database 1

3 Time and Sales Data Dates Available: CME 1982 present (or product start date if later than 1982); CBOT 1995 (Pit) present and 2000 (Electronic) present (or product start date if later than 1995 for pit or 2000 for electronic). Time and Sales contains the official record of trade times, prices and quantities (quantity only available on electronic trades) for CME Group products. Both puts and calls are included with each options product. Records are time-stamped to the second. Individual Products Price Cap E-mini S&P 500 or E-mini NASDAQ-100 $150/month $75 $630 $4,500 Eurodollars $150/month $75 $630 $6,000 CBOT Treasuries (2Yr, 5Yr, 10Yr or 30Yr) $150/month $75 $630 $4,500 Other Products $100/month $50 $420 $2,500 Discounted Packages Price Cap E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400 and S&P SmallCap 600 $300/month $150 $1,260 $8,000 Foreign Exchange Package: Any 5 FX products $300/month $150 $1,260 $7,000 CME Commodities Package: Any 5 Commodity products $300/month $150 $1,260 $7,000 CBOT Treasury Package (2Yr, 5Yr, 10Yr and 30Yr) $300/month $150 $1,260 $7,000 CBOT Commodities Package: Any 5 Commodity products $300/month $150 $1,260 $7,000 Bulk Packages Non-redistributors Redistributors All CME Data (includes futures and options, electronic and pit) $30,000 $60,000 All CBOT Data (includes futures and options, electronic and pit) $30,000 $60,000 All CME/CBOT Data $60,000 $120,000 2

4 Best-Bid-Best-Offer Data (BBO) Dates Available: CME Nov 2004 present (or product start date if later than 2004); CBOT Jan 2008 present (or product start date if later than Jan 2008). CME Group BBO data is similar to Time and Sales, but contains all of the top-of-book data for CME Globex products. This includes top bid, bid size, top ask, ask size, last trade, trade volume and timestamp (to the second). Individual Products (For internal use only no external redistribution.) E-mini S&P 500 or E-mini NASDAQ-100 $300/month $150 $1,620 Eurodollars $400/month $200 $2,160 CBOT Treasuries (5Yr, 10Yr or 30Yr) $300/month $150 $1,620 Other Products $200/month $100 $1,080 Discounted Packages E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400 and S&P SmallCap 600 $600/month $300 $3,240 Foreign Exchange Package: Any 5 FX products $600/month $300 $3,240 CME Commodities Package: Any 5 Commodity products $400/month $200 $2,160 CBOT Treasury Package (2Yr, 5Yr, 10Yr and 30Yr) $600/month $300 $3,240 CBOT Commodities Package: Any 5 CBOT Commodities products $600/month $300 $3,240 All CME Globex Data $2,500/month $1,250 $13,500 All CBOT Globex Data $2,500/month $1,250 $13,500 All CME/CBOT Data $3,500/month $1,750 $18,900 3

5 Market Depth (Top five) Data Dates Available: Jan 2005 present (trade data included from 2/10/06 onward); CBOT Jan 2008 present (includes trade data). CME Group Market Depth data provides all of the CME Group market data messages (MA messages) needed to recreate the top five book for CME Group products traded on the CME Globex electronic trading platform. Included are all changes to the book including bids, asks, bid volumes and ask volumes five levels deep time-stamped to the centisecond. Individual Products (For internal use only no external redistribution.) Eurodollars $400/month $250 $2,700 E-mini S&P 500 or E-mini NASDAQ-100 $400/month $200 $2,160 CBOT Treasuries (2Yr, 5Yr, 10Yr or 30Yr) $400/month $200 $2,160 Other Products $260/month $130 $1,404 Discounted Packages E-mini Package: S&P 500, NASDAQ-100, S&P MidCap 400 and S&P SmallCap 600 $800/month $400 $4,320 Foreign Exchange Package: Any 5 FX products $800/month $400 $4,320 CME Commodities Package: Any 5 Commodity products $520/month $260 $2,808 CBOT Treasury Package (2Yr, 5Yr, 10Yr and 30Yr) $800/month $400 $4,320 CBOT Commodities Package: Any 5 CBOT Commodities products $800/month $400 $4,320 All CME Globex Data $3,000/month $1,500 $16,200 All CBOT Globex Data $3,000/month $1,500 $16,200 All CME/CBOT Data $4,000/month $2,000 $21,600 4

6 NYMEX BEST-BID-OFFER (BBO) DATA BBO Dates Available: April 2007 present. NYMEX BBO data contains all of the top-of-the-book data for NYMEX products. This includes top bid, bid size, top ask, ask size, last trade, trade volume and time-stamp (to the second). Individual NYMEX Product Prices Crude Oil $400/month $200 $2,160 Any One NYMEX Product BBO $200/month $100 $1,080 Discounted NYMEX Energy Package NYMEX Energy Package (any 4 Energy products) BBO $600/month $300 $3,240 Individual COMEX Product Prices Gold or Silver $300/month $150 $1,620 Other Products $200/month $100 $1,080 Discounted COMEX Metals Package COMEX Metals Package (any 4 Metals products) BBO $500/month $250 $2,700 Individual NYMEX Softs Prices Any One NYMEX Softs Product BBO $200/month $100 $1,080 Discounted NYMEX Softs Package NYMEX Softs Package (any 4 Softs products) BBO $400/month $200 $2,160 5

7 NYMEX Market Depth Data Market Depth Dates Available: April 2007 present. NYMEX Market Depth data provides all of the NYMEX market data messages (MA messages) needed to recreate the top five book for NYMEX products traded on the CME Globex electronic trading platform. Included are all changes to the book including bids, asks, bid volumes and ask volumes five levels deep and time-stamped to the centisecond. Individual NYMEX Product Prices Crude Oil $600/month $300 $3,240 Other Products $260/month $130 $1,404 Discounted NYMEX Energy Package NYMEX Energy Package (any 4 Energy products) MD $1,000/month $500 $5,400 Individual COMEX Product Prices Gold or Silver $400/month $200 $2,160 Other Products $260/month $130 $1,404 Discounted COMEX Metals Package COMEX Metals Package (any 4 Metals products) MD $800/month $400 $4,320 Individual NYMEX Softs Prices Any One NYMEX Softs Product MD $260/month $130 $1,404 Discounted NYMEX Softs Package NYMEX Softs Package (any 4 Softs products) MD $520/month $260 $2,808 6

8 CMA Historical CDS Data CMA, a CME Group company, offers DataVision, which provides a unique set of credit market time series data, unmatched in accuracy, depth and breadth. DataVision enables you to have a true market view and more accurately evaluate your end-of-day positions. It provides high-quality, same-day, consensus-based pricing for CDS, Indices and Tranches. DataVision uses a new methodology for price verification, based on observed real-time indicative prices sourced from CMA s Buy-Side Data Consortium 30 leading buy-side firms including hedge funds, asset managers and the buy-side desks of leading global investment banks. With historical data from DataVision, you can: Produce accurate Flash P&L, research and analytics Obtain a clean time series to feed financial models Perform historical Value at Risk (VaR) and correlation calculations Analyze historical CDS price data from 1/1/04 Present View coverage of over 1,000 of the most actively traded CDS names See full terms structures available for tenors 1-10 Gain access to over 10 million data points Volume Splits Full 4 years Quantity 1,100 Names (Full) 500 Names 300 Names 100 Names Cost 000 s Cost $000 s Time Splits for the full series of 1,100 names Time Split Full 4 Years 3 Years 2 years 1 Year Cost 000 s Cost $000 s Customized data cuts available upon request. You can get the benefits of DataVision immediately, via your Bloomberg PROFESSIONAL service terminal (CMA <GO>), or download it via FTP. For more information, please sales@cmavision.com or info@cmavision.com. For more information in EMEA, please contact Konrad von Habsburg at For more information in the U.S., please contact Peter Vitale at The Globe logo, CME, CME Group, Globex and CME DataMine, are trademarks of Chicago Mercantile Exchange Inc. CBOT is a trademark of Board of Trade of the City of Chicago, Inc. NYMEX is a trademark of New York Mercantile Exchange, Inc. The CMA logo, DataVision and QuoteVision are trademarks of Credit Market Analysis Ltd CME Group Inc. All rights reserved 7

9 CME Group headquarters CME Group global offices 20 South Wacker Drive Chicago, Illinois cmegroup.com Chicago Washington D.C. New York Hong Kong Houston London Singapore Sydney Tokyo IP117/0/1008

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