CME Group Reached Average Daily Volume of 14 Million Contracts in July 2017
Agricultural volume averaged 1.6 million contracts per day in
- Grew Corn futures and options ADV 34 percent to 582,000 contracts
- Increased Agricultural options ADV 12 percent to 357,000 contracts
- Grew Soybean Oil, Soybean Meal and Wheat futures and options ADV 11 percent, 17 percent and 41 percent, respectively
- Achieved 51 percent growth in Hard Red Winter Wheat futures and options ADV
Foreign Exchange volume averaged 863,000 contracts per day in
- Reached Euro FX futures and options ADV of 222,000 contracts, up 38 percent
- Grew Australian Dollar futures and options ADV 6 percent to 98,000 contracts
- Increased ADV of Emerging Market currency pairs futures and options, with South African Rand up 417 percent, Indian Rupee up 137 percent, Brazilian Real up 37 percent and Russian Ruble up 18 percent
Energy volume averaged 2.6 million contracts per day in
- Grew WTI Crude Oil futures and options ADV 38 percent to 1.6 million contracts, including WTI Crude Oil futures growth of 46 percent to 1.4 million contracts
- Increased electronic Natural Gas futures and options ADV 12 percent to 430,000 contracts
- Grew Refined Products futures and options ADV 16 percent to 401,000 contracts
- Reached Gasoline futures ADV of 207,000 contracts, up 19 percent
- Achieved Heating Oil futures and options ADV of 182,000 contracts, up 17 percent
Metals volume averaged 550,000 contracts per day in
- Grew Gold futures and options ADV 5 percent to 342,000 contracts, including Gold options ADV of 40,000 contracts, up 35 percent
- Increased Silver futures and options ADV 22 percent to 98,000 contracts
- Achieved 15 percent growth for base metals, including Copper futures and options, which averaged more than 87,000 contracts per day, up 15 percent
- Hit record open interest in Copper futures of 319,000 contracts at end of the month
Interest rate volume averaged 6.3 million contracts per day in
- Increased
Treasury futures and options ADV 15 percent to 3.3 million contracts, including 49 percent growth inTreasury options ADV, with a record 81 percent traded electronically - Achieved 52 percent growth in Weekly Treasury options ADV
- Grew electronic Eurodollar options ADV 18 percent to 343,000 contracts, with 41 percent of overall Eurodollar options volume executed electronically, a monthly record
- Achieved 27 percent growth in Fed Funds futures ADV
- Increased Ultra 10-Year Treasury Note futures and options 53 percent to 95,000 contracts and reached open interest of 410,000 contracts on
July 28, 2017
Equity Index volume averaged 2.1 million contracts per day in
- Increased Equity Index options ADV 7 percent through July year to date, to 664,000 contracts
- Grew E-mini Nasdaq 100 futures and options ADV 45 percent to 290,000 contracts
- Traded an average of 78,000 Monday and Wednesday Weekly S&P 500 options (E-mini and Standard) year to date through July, which accounted for 12 percent of total Equity Index options ADV during the same timeframe
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||
Total Exchange ADV | |||
|
|
||
Trading Days |
20 |
20 |
|
PRODUCT LINE |
|
|
Percent Change |
Interest Rates |
6,279 |
6,789 |
-8% |
Equity Indexes |
2,092 |
2,569 |
-19% |
Foreign Exchange (FX) |
863 |
724 |
19% |
Energy |
2,610 |
2,207 |
18% |
|
1,642 |
1,342 |
22% |
Metals |
550 |
503 |
9% |
Total |
14,036 |
14,133 |
-1% |
VENUE |
|
|
Percent Change |
Open outcry |
743 |
1,234 |
-40% |
CME Globex |
12,787 |
12,163 |
5% |
Privately negotiated |
505 |
737 |
-31% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
July-17 |
Jun-17 |
May-17 |
Apr-17 |
Interest Rates |
7,590 |
8,210 |
8,645 |
9,142 |
Equity Indexes |
2,548 |
2,707 |
2,724 |
2,802 |
Foreign Exchange (FX) |
901 |
879 |
868 |
852 |
Energy |
2,653 |
2,632 |
2,557 |
2,496 |
|
1,517 |
1,491 |
1,272 |
1,387 |
Metals |
533 |
533 |
525 |
519 |
Total |
15,742 |
16,453 |
16,591 |
17,198 |
VENUE |
Jul-17 |
Jun-17 |
May-17 |
Apr-17 |
Open outcry |
923 |
1,115 |
1,261 |
1,398 |
Electronic |
14,149 |
14,582 |
14,572 |
15,023 |
Privately negotiated |
671 |
756 |
758 |
777 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jun-17 |
May-17 |
Apr-17 |
Mar-17 |
Interest Rates |
0.491 |
0.492 |
0.494 |
0.492 |
Equity Indexes |
0.731 |
0.727 |
0.722 |
0.718 |
Foreign Exchange (FX) |
0.807 |
0.808 |
0.826 |
0.823 |
Energy |
1.096 |
1.113 |
1.125 |
1.130 |
|
1.300 |
1.281 |
1.323 |
1.334 |
Metals |
1.449 |
1.459 |
1.485 |
1.496 |
Total |
0.749 |
0.734 |
0.736 |
0.731 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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