Indices DJIA S&P 500 DAX 30 Nasdaq 100 Nasdaq Comp Nikkei 225 FTSE 100 SMI DJ Stoxx 50 CAC 40 Hang Seng Kospi Nyse Comp AMEX   -     -     -     -     -     -     -     -     -     -     -     -     -     -   10911 1137.4 5732.4 2127.7 2438.1 8981.9 5072.1 4984.1 2161.9 5732.4 19614.7 1817.4 7017.6 2174.7 Commodites Light Crude Oil Brent Crude Copper Gold Pallad Platinum Silver Dow Diamonds QQQQ   -     -     -     -     -     -     -     -     -   83.08 106.28 1.17 1758.7 730.5 1782 38.21 109.16 55.42 Last update: 11-08-2011 14:29:00 (GMT - Live)

CME Credit Index Event contracts What are Commodities? Commodity futures contract Commodity categories Henry Hub Natural Gas Heating Oil Uranium COMEX Gold COMEX Silver NYMEX Cocoa Futures NYMEX Coffee Futures NYMEX No. 11 Sugar Futures CME Snowfall Futures CME Hurricane Futures Traging The Weather CME Swap Rate futures CME$INDEX Futures CME Credit Index Event contracts CME Swaps on Swapstream In response to the rapidly growing credit derivatives market, CME will begin trading CME Credit Index Event contracts on June 17, 2007. CME Credit Index Event contracts will merge the benefits of over-the-counter (OTC) credit default swaps with the advantages of exchange-traded derivatives. These new CME contracts are an exchange-traded, centrally cleared and guaranteed product available to the credit derivatives market. CME Credit Index Event contracts are expected to provide a transparent and liquid means of writing protection on and acquiring protection against a number of defined corporate credit events, such as bankruptcy and failure to pay. They will trade exclusively on the CME Globex electronic trading platform. The addition of CME Credit Event contracts: * Will increase opportunities for traders, allowing them to hedge credit risk using a basket of high volatility investment grade corporate names. * Provide a tool for traders who want to profit from a near-term outlook on investment grade credit, just as one might with TED spread constructed with U.S. Treasury and CME Eurodollar futures *While OTC credit default swaps (CDSs) have been available only since the mid- to late-1990s, the outstanding notional value of this marketplace has already grown to approximately $26 trillion Introduced in the mid 1990s, credit derivatives are the fastest growing segment of the over-the-counter (OTC) derivatives market with an outstanding notional value of ~ $26 trillion. Credit indexes, marketed under brand names CDX or iTraxx represent the fastest growing segment of this market. These products are not "indexes" in the traditional sense - but rather, they are derivatives tied to a bundle of corporate credits. source: