Monthly Metals Review

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Amberly Craig
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1 METALS October 214 Monthly Metals Review A Global Trading Summary of Metals Markets Highlights Futures Options How the world advances

2 Monthly Metals Review METALS TRADING HIGHLIGHTS October 214 Highlights: Average daily volume for October 214 COMEX metal (Gold, Silver and Copper) futures was 26,279 contracts, compared with 246,68 contracts during October 213, an increase of 5.54 percent. Average daily volume for October 214 COMEX metal (Gold, Silver and Copper) options was 49,424 contracts, compared with 37,453 contracts during October 213, an increase of percent. Average daily volume for October 214 Gold futures was 161,31 contracts, compared with 15,355 contracts during October 213, an increase of 7.1 percent. Average daily volume for October 214 Gold options was 41,492 contracts, compared with 3,7 contracts during October 213, an increase of percent. Average daily volume for October 214 Silver futures was 44,76 contracts, compared with 41,236 contracts during October 213, an increase of 6.89 percent. Average daily volume for October 214 Silver options was 7,858 contracts, compared with 7,3 contracts during October 213, an increase of 7.64 percent. Average daily volume for October 214 Copper futures was 55,173 contracts, compared with 55,17 contracts during October 213, an increase of.28 percent. Average daily volume for October 214 Platinum futures was 11,823 contracts, compared with 9,66 contracts during October 213, an increase of percent. Average daily volume for October 214 Palladium futures was 5,31 contracts, compared with 4,345 contracts during October 213, an increase of percent. 1

Average daily volume for October 214 COMEX metal (Gold, Silver and Copper) options was 49,424 contracts, compared with 37,453 contracts during October 213, an increase of 31.96 percent.

3 Scorecard - Average Daily Volume and Open Interest Statistics October 214 Average Daily Volume Open Interest U.S. and Metric Spot Price & Conversion Electronic /Pit Ticker Symbols $ Notional ($ Millions) $ Notional ($ Millions) US$ Spot Month Close Except Copper=Ave Month Close 31-Oct-'14 US$/Gram Except Copper=US$/MT Steel=US$/MT 31-Oct-'14 2-Day Historical Volatility Gold Futures GC 161,31 $18, ,97 $49,438 1,171.6 $ % CME ClearPort 3,29 Options OG 41,492 1,672,665 CME ClearPort 6,547 E-micro Gold Futures MGC 1,49 $12 2,383 $28 1,171.6 $ % Silver Futures SI 44,76 $3, ,95 $14, $ % CME ClearPort 686 Options SO 7, ,262 CME ClearPort 1,162 Copper Futures HG 55,173 $4,23 163,394 $12, $6, % CME ClearPort 7 Options HX 73 3,151 Platinum Futures PL 11,823 $73 6,741 $3,749 1,234.3 $ % CME ClearPort 261 Options PO ,379 Palladium Futures PA 5,31 $398 33,77 $2, $ % CME ClearPort 39 Options PAO ,197 HRC Steel Futures HR 251 $3.2 15,78 $ $ % CME ClearPort 216 Note: CME ClearPort volumes are already included in futures or options volumes. 2

4 Monthly Metals Review Cutures - Average 5aily Volume Palladium Futures Platinum Futures Copper Futures Silver Futures Gold Futures 5, 45, 4, 35, 3, 25, 2, 15, 1, 5, COaEX aetal Cutures - Average 5aily Volume and Year-To-5ate Average 5aily Volume Copper Futures Silver Futures Gold Futures Gold Futures YTD ADV Silver Futures YTD ADV Copper Futures YTD ADV 5, 25, 45, 4, 2, ADV - 35, 3, 25, 2, 15, 15, 1, YTD ADV - 1, 5, 5, 3

and Year-To-5ate Average 5aily Volume Copper Futures Silver Futures Gold Futures Gold Futures YTD ADV

5 NYaEX aetal Cutures - Average 5aily Volume and Year-To-5ate Average 5aily Volume Palladium Futures Platinum Futures YTD ADV Platinum Futures Palladium Futures YTD ADV 3, 14, 25, 12, ADV - 2, 15, 1, 1, 8, 6, 4, YTD ADV - 5, 2, Options - Average 5aily Volume Platinum Options Palladium Options Copper Options Silver Options Gold Options 9, 8, 7, 6, 5, 4, 3, 2, 1, 4

Palladium Futures Platinum Futures YTD ADV Platinum Futures Palladium Futures YTD ADV 3, 14, 25,

6 Monthly Metals Review Dold Silver Options - Average 5aily Volume and Year-To-5ate Average 5aily Volume 9, Silver Options Gold Options YTD ADV Gold Options Silver Options YTD ADV 5, 8, 45, 7, 4, ADV - 6, 5, 4, 3, 35, 3, 25, 2, 15, YTD ADV - 2, 1, 1, 5, Cutures Open Interest - aonth-end Palladium Futures Platinum Futures Copper Futures Silver Futures Gold Futures 1,2, 1,, 8, 6, 4, 2, 5

4, ADV - 6, 5, 4, 3, 35, 3, 25, 2, 15, YTD ADV - 2, 1, 1, 5, Cutures Open Interest - aonth-end

7 Options Open Interest - aonth-end Platinum Options Palladium Options Copper Options Silver Options Gold Options 2,5, 2,, 1,5, 1,, 5, Gold Cutures - 9lectronic Average 5aily Volume Total AGV Electronic AGV % Electronic AGV 3, 1% 25, 9% 8% 2, 15, 1, 7% 6% 5% 4% 3% 5, 2% 1% % 6

8 Monthly Metals Review Silver Futures - Electronic Average Daily Volume Total ADV Electronic ADV % Electronic ADV 16, 14, 12, 1, 8, 6, 4, 2, 1% 9% 8% 7% 6% 5% 4% 3% 2% 1% % Copper Futures - Electronic Average Daily Volume Total ADV Electronic ADV % Electronic ADV 12, 1% 1, 9% 8% 8, 6, 4, 7% 6% 5% 4% 3% 2, 2% 1% % 7

5% 4% 3% 2% 1% % Copper Futures - Electronic Average Daily Volume Total ADV

9 tlatinum Cutures - 9lectronic Average 5aily Volume Total ADV Electronic ADV % Electronic ADV 25, 1% 9% 2, 8% 7% 15, 1, 6% 5% 4% 3% 5, 2% 1% % Palladium Futures - Electronic Average Daily Volume Total ADV Electronic ADV % Electronic ADV 12, 1% 1, 9% 8% 8, 6, 4, 7% 6% 5% 4% 3% 2, 2% 1% % 8

10 Monthly Metals Review Gold Options - Electronic Average 5aily Volume Total AGV Electronic AGV % Electronic AGV 8, 7% 7, 6% 6, 5, 4, 3, 2, 5% 4% 3% 2% 1, 1% % Silver Options - Electronic Average Daily Volume Total ADV Electronic ADV % Electronic ADV 16, 14, 12, 1, 8, 6, 4, 2, 1% 9% 8% 7% 6% 5% 4% 3% 2% 1% % 9

1% % Silver Options - Electronic Average Daily Volume Total ADV Electronic

11 Gold Futures - Spot Month - 2-Day Historical Volatility 6% Gold Futures 5% 4% 3% 2% 1% % Silver Futures - Spot Month - 2-Day Historical Volatility 1% Silver Futures 9% 8% 7% 6% 5% 4% 3% 2% 1% % 1

12 Monthly Metals Review Copper Futures - Spot Month - 2-Day Historical Volatility 12% Copper Futures 1% 8% 6% 4% 2% % Platinum Futures - Spot Month - 2-Day Historical Volatility Platinum Futures 14% 12% 1% 8% 6% 4% 2% % 11

13 Palladium Futures - Spot Month - 2-Day Historical Volatility Palladium Futures 1% 9% 8% 7% 6% 5% 4% 3% 2% 1% % Average Hourly Total Volume - All Hours - October , 4, 35, 3, Copper Futures Silver Options Silver Futures Gold Options Gold Futures 25, 2, 15, 1, 5, New York Time 12

14 Monthly Metals Review Average Hourly Total Volume - Extended Trading Hours - October , Copper Futures Silver Options Silver Futures Gold Options Gold Futures 12, 1, 8, 6, 4, 2, New York Time Average Hourly Total Volume - All Hours - October 214 2,5 Palladium Futures Platinum Futures 2, 1,5 1, 5 New York Time 13

Futures 12, 1, 8, 6, 4, 2, New York Time Average Hourly Total Volume - All

15 Average Hourly Total Volume - Extended Trading Hours - October 214 1, 9 Palladium Futures Platinum Futures New York Time 35, CFTC COT Report - Gold Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 5% Open Interest - 3, 25, 2, 15, 1, 5, 45% 4% 35% 3% 25% 2% 15% 1% 5% % Source: CFTC 14

Futures Platinum Futures 8 7 6 5 4 3 2 1 New York Time 35, CFTC COT Report - Gold Futures Open

16 Monthly Metals Review 1, CFTC COT Report - Silver Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 4% Open Interest - 9, 8, 7, 6, 5, 4, 3, 2, 1, 35% 3% 25% 2% 15% 1% 5% % Source: CFTC 14, CFTC COT Report - Copper Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 6% 12, 5% Open Interest - 1, 8, 6, 4, 4% 3% 2% 2, 1% % Source: CFTC 15

5% % Source: CFTC 14, CFTC COT Report - Copper Futures Open Positions - Long Swap Dealers Long Managed Money

Monthly Metals Review

METALS June 214 Monthly Metals Review A Global Trading Summary of Metals Markets» Highlights» Futures» Options How the world advances Monthly Metals Review METALS TRADING HIGHLIGHTS June 214 Highlights: