CME Group Reaches Highest-Ever Monthly Average Daily Volume of 27.3 Million Contracts for February 2018
Equity Index volume averaged 4.9 million contracts per day in
- Record Equity Index options ADV, up 98 percent to 1.5 million contracts, including 74 percent growth in E-mini S&P 500 Weekly options and 161 percent growth in E-mini S&P 500 End-of-Month (EOM) options
- Record E-mini Dow futures ADV, up 181 percent to 348,000 contracts
- E-mini S&P 500 futures and options ADV grew 74 percent to 3.6 million contracts
- E-mini Nasdaq 100 futures and options ADV rose 192 percent to 547,000 contracts
-
E-mini Russell 2000 futures and options averaged 162,000 contracts per day, up from an average 110,000 contracts during
January 2018 -
Monday and Wednesday Weekly S&P 500 options (E-mini and Standard) traded an average 144,000 contracts per day, up from an average 91,000 contracts per day in
January 2018
Options volume averaged 6.1 million contracts per day in
-
Second consecutive monthly ADV record of 6.1 million contracts, surpassing previous record of 4.5 million contracts in
January 2018 - Record electronic options ADV of 3.8 million contracts, up 76 percent
Interest Rate volume averaged a record 15.8 million contracts per day in
- Record Eurodollar futures ADV, up 59 percent to 4.8 million contracts
- Record Interest Rate options ADV, up 58 percent to 3.9 million contracts
-
Record daily open interest for Eurodollar futures of more than 17 million on
February 28 -
Record 10-Year
U.S. Treasury Note futures ADV, up 33 percent to 2.7 million contracts -
Treasury futures and options ADV rose 48 percent to 8.2 million contracts-
Record monthly ADV across 10-Year, 5-Year and 2-Year
U.S. Treasury Note futures, as well as Ultra 10-Year Treasury Note futures and Ultra 30-Year Treasury Bond futures -
Record monthly ADV across the 5-Year, 10-Year and 30-Year
U.S. Treasury Note options
-
Record monthly ADV across 10-Year, 5-Year and 2-Year
- Eurodollar options ADV increased 47 percent to 2.5 million contracts
- Electronic Eurodollar options ADV grew 55 percent to 735,000 contracts
-
Fed Fund futures ADV rose 11 percent to 371,000 contracts
Foreign Exchange volume averaged 1.1 million contracts per day in
- Euro FX futures and options ADV grew 41 percent to 307,000 contracts
- Japanese yen futures and options ADV rose 23 percent to 198,000 contracts
- British pound futures and options ADV increased 39 percent to 158,000 contracts
- Australian dollar futures and options ADV grew 68 percent to 142,000 contracts
Metals volume averaged 690,000 contracts per day in
- Gold futures and options ADV grew 38 percent to 380,000 contracts
- Copper futures and options ADV increased 28 percent to 159,000 contracts
- Silver futures and options ADV rose 21 percent to 121,000 contracts
- Record Copper options ADV, up more than 400 percent to 1,100 contracts
Agricultural volume averaged a record 2 million contracts per day in
- Record Soft Red Winter Wheat futures ADV, up 17 percent to 196,000 contracts
- Record Hard Red Winter Wheat futures ADV, up 77 percent to 99,000 contracts
-
Fifteen record daily open interest days for Hard Red Winter Wheat options, surpassing 95,000 contracts open interest on
February 22 - Record Corn futures ADV, up 29 percent to 569,000 contracts
- Grain and Oilseed futures and options ADV increased 30 percent to 1.8 million contracts
- Electronic Agricultural options ADV increased 22 percent to 205,000 contracts
Energy volume averaged 2.8 million contracts per day in
- WTI Crude Oil futures and options ADV grew 33 percent to 1.7 million contracts, including 31 percent growth for WTI futures ADV of 1.4 million contracts, representing the second-highest monthly ADV ever
- Energy options ADV grew 18 percent to 352,000 contracts
- Heating Oil futures and options ADV rose 15 percent to 205,000 contracts
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) |
|||
Total Exchange ADV |
|||
|
|
||
Trading Days |
19 |
19 |
|
PRODUCT LINE |
|
|
Percent Change |
Interest Rates |
15,816 |
10,553 |
50% |
Equity Indexes |
4,905 |
2,538 |
93% |
Foreign Exchange (FX) |
1,087 |
760 |
42% |
Energy |
2,808 |
2,489 |
13% |
|
1,988 |
1,542 |
29% |
Metals |
690 |
523 |
32% |
Total |
27,294 |
18,410 |
48% |
VENUE |
|
|
P Percent Change |
Open outcry |
1,971 |
1,442 |
37% |
CME Globex |
24,313 |
16,184 |
50% |
Privately negotiated |
1,010 |
778 |
30% |
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending |
||||
PRODUCT LINE |
Feb-18 |
Jan-18 |
Dec-17 |
Nov-17 |
Interest Rates |
10,699 |
8,673 |
7,970 |
8,379 |
Equity Indexes |
3,608 |
2,911 |
2,632 |
2,667 |
Foreign Exchange (FX) |
1,069 |
1,011 |
941 |
1,014 |
Energy |
2,771 |
2,732 |
2,489 |
2,579 |
|
1,446 |
1,315 |
1,278 |
1,284 |
Metals |
662 |
684 |
616 |
657 |
Total |
20,254 |
17,326 |
15,925 |
16,580 |
VENUE |
Feb-18 |
Jan-18 |
Dec-17 |
Nov-17 |
Open outcry |
1,412 |
1,127 |
1,066 |
1,106 |
Electronic |
18,032 |
15,509 |
14,265 |
14,872 |
Privately negotiated |
810 |
690 |
594 |
604 |
Average Rate Per Contract (In dollars)
3-Month Period Ending |
||||
PRODUCT LINE |
Jan-18 |
Dec-17 |
Nov-17 |
Oct-17 |
Interest Rates |
0.471 |
0.467 |
0.464 |
0.471 |
Equity Indexes |
0.785 |
0.768 |
0.736 |
0.732 |
Foreign Exchange (FX) |
0.789 |
0.785 |
0.784 |
0.783 |
Energy |
1.120 |
1.133 |
1.114 |
1.077 |
|
1.255 |
1.251 |
1.254 |
1.257 |
Metals |
1.333 |
1.315 |
1.299 |
1.319 |
Total |
0.738 |
0.736 |
0.723 |
0.726 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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