CME DataMine Product Guide

When precision matters.

CME DataMine offers comprehensive CME, CBOT, NYMEX and COMEX 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 subscriptionbased 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 (BBO) Data Market Depth Data Liquidity Data Bank (LDB) CMA Historical CDS Data View record layouts and sample data at www.cmegroup.com/datamine.

TABLE Of COnTEnTS
DATES AvAiLABLE EnD-Of-DAy DATA TiME AnD SALES DATA BEST-BiD-BEST-OffEr (BBO) DATA MArkET DEpTH DATA LiquiDiTy DATA BAnk (LDB) CMA HiSTOriCAL CDS DATA 1 2 3 4 5 6 7

DATES AvAiLABLE
EnD-of-Day Data* MarkEt DEPth (rlC)*

CME (pit): January 4, 1982 present CME (Electronic): January 4, 1993 present

CME (Electronic) quotes only no trades: January 1, 2005 february 11, 2006 CME (Electronic): february 10, 2006 present

CBOT (pit): January 3, 1972 present CBOT (Electronic): August 28, 2000 present

CBOT (Electronic): January 11, 2008 present nyMEX (Electronic): March 9, 2007 present

nyMEX (pit): July 1, 1986 present COMEX (Electronic): March 7, 2007 present nyMEX (Electronic): June 25, 1993 present COMEX (pit): January 2, 1975 present COMEX (Electronic): July 2, 1993 present

tiME anD SalES Data*

MarkEt DEPth (fix)*

CME (pit): January 4, 1982 present CME (Electronic): June 26, 1992 present CBOT (pit): January 2, 1995 present CBOT (Electronic): november 24, 2003 present nyMEX: (pit/Electronic) December 1, 1999 present COMEX: (pit/Electronic) December 1, 1999 present

CME (Electronic): December 23, 2008 present CBOT (Electronic): December 23, 2008 present nyMEX (Electronic): January 11, 2009 present COMEX (Electronic): January 11, 2009 present

BESt-BiD-BESt-offEr (BBo) Data*

liquiDity Data Bank (lDB)

CME (Electronic): november 1, 2004 present CBOT (Electronic): January 14, 2008 present nyMEX (Electronic): December 1, 1999 present COMEX (Electronic): December 1, 1999 present

CBOT (Electronic): January 27, 2009 present

* Or product start date if later than initial year listed. 1

CME DataMine product Guide

EnD-Of-DAy DATA
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. Includes both pit and electronic.
inDiViDual ProDuCtS Daily updates per product $100/month Monthly $25 Annual $210 price Cap $1,000

DiSCountED PaCkaGES Daily updates Combination package: Any 5 products $150/month Monthly $75 Annual $630 price Cap $3,500

Bulk PaCkaGES Daily updates All CME Data (includes futures and options) All CBOT Data (includes futures and options) All nyMEX/COMEX Data (includes futures, options and CME Clearport) All CME Group Data (CME, CBOT, nyMEX, COMEX) $1,000/month $1,000/month $1,000/month Monthly $500 $500 $500 Annual $4,200 $4,200 $4,200 non-redistributors Complete Database $20,000 $20,000 $20,000 redistributors Complete Database $40,000 $40,000 $40,000

$1,500/month

$750

$6,300

$40,000

$90,000

for more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine. for discounted or bulk packages, please contact tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
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TiME AnD SALES DATA

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. Floor and CME Globex are treated as separate products.
inDiViDual ProDuCtS Daily updates CME E-mini S&p 500 or E-mini nASDAq-100 CME Eurodollars CBOT Treasuries (2yr, 5yr, 10yr or 30yr) nyMEX Crude Oil Other products DiSCountED PaCkaGES Daily updates CME E-mini package: E-mini Dow ($5), nASDAq-100, S&p 500, S&p MidCap 400 and S&p SmallCap 600 CME foreign Exchange package: Any 5 fX products CME Commodities package: Any 5 Commodity products CBOT Treasury package (2yr, 3yr, 5yr, 10yr, 30yr and ultra Bond) CBOT Commodities package: Any 5 Commodity products nyMEX Energy package: Crude, natural Gas, rBOB Gasoline, Heating Oil COMEX Metals package: Gold, Silver, platinum, palladium Bulk PaCkaGES Daily updates All CME Data (includes futures and options, electronic and pit) All CBOT Data (includes futures and options, electronic and pit) All nyMEX Data All COMEX Data All CME Group Data (CME, CBOT, nyMEX, COMEX) $1,500 $1,500 $1,500 $1,000 $3,000 Monthly $750 $750 $750 $500 $1,500 Annual $6,300 $6,300 $6,300 $4,200 $12,600 non-redistributors $30,000 $30,000 $30,000 $20,000 $80,000 redistributors $60,000 $60,000 $60,000 $40,000 $160,000 $300/month $300/month $300/month $300/month $300/month $300/month $200/month Monthly $150 $150 $150 $150 $150 $150 $100 Annual $1,260 $1,260 $1,260 $1,260 $1,260 $1,260 $1,080 price Cap $8,000 $8,000 $8,000 $8,000 $8,000 $8,000 $6,850 $150/month $150/month $150/month $150/month $100/month Monthly $75 $75 $75 $75 $50 Annual $630 $630 $630 $630 $420 price Cap $5,000 $6,000 $5,000 $5,000 $3,000

Block trades filed are available for all CME Group block eligible products and contain the official record of those privately negotiated trades. The records, time stamped to the second, provide times of trades submitted to CME for clearing, prices and quantities.

for more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine. for discounted or bulk packages, please contact tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
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CME DataMine product Guide

BEST-BiD-BEST-OffEr (BBO) DATA

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 time-stamp (to the second).
inDiViDual ProDuCtS (fOr inTErnAL uSE OnLy nO EXTErnAL rEDiSTriBuTiOn.) Daily updates CME E-mini S&p 500 or E-mini nASDAq-100 CME Eurodollars CBOT Treasuries (5yr, 10yr or 30yr) nyMEX Crude Oil Other products DiSCountED PaCkaGES Daily updates CME E-mini package: E-mini Dow ($5), S&p 500, nASDAq-100, S&p MidCap 400 and S&p SmallCap 600 CME foreign Exchange package: Any 5 fX products CME Commodities package: Any 5 Commodity products CBOT Treasury package (2yr, 5yr, 10yr, 30yr and ultra Bond) CBOT Commodities package: Any 5 CBOT Commodities products nyMEX Energy package: Any 4 nyMEX products COMEX Metals package: Any 4 COMEX products All CME Globex Data All CBOT Globex Data All CME/CBOT Data All nyMEX/COMEX Data All CME Group Data (CBOT, CME, nyMEX, COMEX) $600/month $600/month $400/month $600/month $600/month $600/month $500/month $2,500/month $2,500/month $3,500/month $2,500/month $4,000/month Monthly $300 $300 $200 $300 $300 $300 $250 $1,250 $1,250 $1,750 $1,250 $2,000 Annual $3,240 $3,240 $2,160 $3,240 $3,240 $3,240 $2,700 $13,500 $13,500 $18,900 $13,500 $21,600 $300/month $400/month $300/month $300/month $200/month Monthly $150 $200 $150 $150 $100 Annual $1,620 $2,160 $1,620 $1,620 $1,080

for more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine. for discounted or bulk packages, please contact tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
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MArkET DEpTH DATA

CME Group Market Depth data provides all of the CME Group market data 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. Prior to 4/9/2009, bids and asks were 5 deep for futures and 1 deep for options. Beginning in 4/9/2009 some futures products began to include 10 deep while some options products began to include 3 deep bids and asks.

inDiViDual ProDuCtS (fOr inTErnAL uSE OnLy nO EXTErnAL rEDiSTriBuTiOn.) Daily updates CME E-mini S&p 500 or E-mini nASDAq-100 CME Eurodollars CBOT Treasuries (2yr, 5yr, 10yr or 30yr) nyMEX Crude Oil Other products DiSCountED PaCkaGES Daily updates CME E-mini package: E-mini Dow ($5), S&p 500, nASDAq-100, S&p MidCap 400 and S&p SmallCap 600 CME foreign Exchange package: Any 5 fX products CME Commodities package: Any 5 Commodity products CBOT Treasury package (2yr, 5yr, 10yr, 30yr and ultra Bond) CBOT Commodities package: Any 5 CBOT Commodities products nyMEX Energy package: Any 4 nyMEX products COMEX Metals package: Any 4 COMEX products All CME Globex Data All CBOT Globex Data All CME Group Data (CME, CBOT, nyMEX, COMEX) $800/month Monthly $400 Annual $4,320 $500/month $500/month $400/month $500/month $260/month Monthly $250 $250 $200 $250 $130 Annual $2,700 $2,700 $2,160 $2,700 $1,404

$800/month $520/month $800/month $800/month $800/month $520/month $3,000/month $3,000/month $5,000/month

$400 $260 $400 $400 $400 $260 $1,500 $1,500 $2,500

$4,320 $2,808 $4,320 $4,320 $4,320 $2,808 $16,200 $16,200 $27,000

for more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine. for discounted or bulk packages, please contact tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
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CME DataMine product Guide

LiquiDiTy DATA BAnk (LDB)

CME Group now offers traders a powerful tool for analyzing volume. This in-depth data source reveals a more precise image of market activity. LDB is an application that summarizes and reports trade data by the Customer Trade Indicator (CTI) code* and is used by trading companies to analyze trading patterns. The CTI specifies whether a trade has been executed by a member trading for their own account, a Clearing Firm trading for its proprietary account, a member trading for another member, or any form of non-member customer transactions. This data, currently for CBOT products only, is produced every 30 minutes during regular trading hours and every 15 minutes during electronic trading hours. With LDB, you can: Understand which traders are driving the volume and at what prices (includes futures and options) Find out what type of customers (CTI 1, 2, 3 and 4) are buying or selling over different time frames Discover who is providing liquidity and what prices are trading the highest volume Access intraday updates
inDiViDual ProDuCtS intraday updates All CBOT Data $500/month Historical $100/month

for more information about ordering CME DataMine historical data, please visit www.cmegroup.com/datamine. for discounted or bulk packages, please contact tim St. George at 312 466 4357 or timothy.st.george@cmegroup.com.
* Cti code definitions: Cti 1 individual Member proprietary Trading (Locals) Transaction: initiated and executed by an individual member for his own account, for an account he controls, or for an account in which he has ownership or financial interest. Cti 2 Clearing or non-Clearing Member firm proprietary Trading Transactions: executed for the proprietary account. Cti 3 individual Member for Another individual Member Transactions: where an individual member or authorized trader executes for the personal account of another individual member, for an account the other individual member controls or for an account in which the other individual member has ownership or financial interest. Cti 4 non-Member Customer Transactions: any transaction not meeting the definition of CTi 1, 2 or 3. (These should be non-member customer transactions).

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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 highquality, 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 CMAs 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 Jan 2004 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 Cost 000s Cost $000s 1,100 names (full) 500 names 14 28 10 20 300 names 7 14 100 names 4 8

tiME SPlitS for thE full SEriES of 1,100 naMES Time Split Cost 000s Cost $000s full 4 years 14 28 3 years 12 24 2 years 10 20 1 year 7.5 15

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 e-mail sales@cmavision.com or info@cmavision.com. for more information in EMEa, please contact konrad von habsburg at +44 207 925 8400. for more information in the u.S., please contact Peter Vitale at +646 351 8787.

CME Group is a trademark of CME Group inc. The Globe logo, CME, Chicago Mercantile Exchange, Globex and CME DataMine are trademarks of Chicago Mercantile Exchange inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. nyMEX, new york Mercantile Exchange and Clearport are trademarks of new york Mercantile Exchange inc. COMEX is a trademark of Commodity Exchange inc. All other trademarks are the property of their respective owners. further information about CME Group and its products can be found at www.cmegroup.com. The CMA logo, Datavision and quotevision are trademarks of Credit Market Analysis Ltd. Copyright 2010 CME Group. All rights reserved.

CME Group hEadquartErs

CME Group rEGIoNaL offICEs

20 South Wacker Drive Chicago, illinois 60606 cmegroup.com

info@cmegroup.com 800 331 3332 312 930 1000

New York

houston

Washington d.C.

212 299 2000

London

713 658 9292

singapore

202 638 3838

tokyo

+44 20 7796 7100

so paulo

+65 6593 5555

+81 3 5403 4828

+55 11 2565 5999

ip121/0/0210