CME Group Reached Average Daily Volume of 20.1 Million Contracts in May 2018, Up 22 Percent from May 2017
May volume was buoyed by an all-time daily volume record of 51.9 million contracts traded on
Foreign Exchange volume averaged 1.1 million contracts per day in
- Euro FX futures and options ADV grew 68 percent to 378,000 contracts
- British pound futures and options ADV increased 20 percent to 140,000 contracts
- Australian dollar futures and options ADV grew 28 percent to 123,000 contracts
- Canadian dollar futures and options ADV rose 25 percent to 97,000 contracts
Interest Rate volume averaged 11.6 million contracts per day in
- Record daily volume for Interest Rate futures and options of 39.6 million contracts on
May 29 , including records acrossTreasury futures,Fed Fund futures and Ultra 10-Year Treasury futures - Record daily open interest for Ultra Treasury Bond futures of 1.1 million contracts on
May 24 Treasury futures and options ADV increased 42 percent to 6.9 million contracts, including 39 percent growth inTreasury futures to 5.9 million contracts and 56 percent growth inTreasury options to 1 million contracts- Eurodollar futures and options ADV rose 15 percent to 4.4 million contracts
Fed Fund futures ADV grew 36 percent to 332,000 contracts- Ultra 10-Year
U.S. Treasury Note futures and options ADV rose 105 percent to 258,000 contracts - Ultra
U.S. Treasury Bond futures and options ADV increased 48 percent to 268,000 contracts
Metals volume averaged 674,000 contracts per day in
- Gold futures and options ADV grew 34 percent to 447,000 contracts
- Copper futures and options ADV increased 38 percent to 117,000 contracts
Agricultural volume averaged 1.4 million contracts per day in
- Record daily open interest for Corn futures of 1.97 million contracts on
May 30 - Grain and Oilseed futures and options ADV increased 28 percent to 1.3 million contracts
- Corn futures and options ADV increased 32 percent to 484,000 contracts
- Soybean futures and options ADV grew 27 percent to 295,000 contracts
- Hard Red Winter Wheat futures and options ADV rose 20 percent to 58,000 contracts
Equity Index volume averaged 2.6 million contracts per day in
- E-mini NASDAQ 100 futures and options ADV grew 47 percent to 358,000 contracts
- E-mini Dow futures and options averaged 201,000 contracts per day, up 72 percent
Options volume averaged 3.6 million contracts per day in
- Interest Rate options ADV increased 12 percent to 2.3 million contracts
- Weekly
Treasury options ADV rose 27 percent to 142,000 contracts - Agricultural options ADV grew 27 percent to 303,000 contracts, including a 28 percent increase in electronic options to 229,000 contracts
- FX options ADV rose 12 percent to 83,000 contracts
- Metals options ADV grew 12 percent to 54,000 contracts
Energy volume averaged 2.7 million contracts per day in
- Record daily open interest for RBOB physical gasoline futures of 501,000 contracts on
May 22 - Record daily open interest for Brent futures of 229,000 contracts on
May 25 - Crude Oil futures and options ADV increased 7 percent to 1.8 million contracts
- WTI Crude Oil futures ADV grew 13 percent to 1.4 million contracts
- Refined products futures and options ADV rose 8 percent to 424,000 contracts
- Heating Oil futures and options ADV increased 11 percent to 199,000 contracts
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV (in thousands) | |||||
|
|
||||
Trading Days |
22 |
22 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
11,604 |
8,916 |
30% | ||
Equity Indexes |
2,622 |
2,347 |
12% | ||
Foreign Exchange (FX) |
1,102 |
823 |
34% | ||
Energy |
2,701 |
2,669 |
1% | ||
|
1,442 |
1,185 |
22% | ||
Metals |
674 |
540 |
25% | ||
Total |
20,146 |
16,480 |
22% | ||
VENUE |
|
|
Percent Change |
Open outcry |
1,092 |
1,038 |
0% |
CME Globex |
18,358 |
14,719 |
25% |
Privately negotiated |
696 |
733 |
-4% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
May-18 |
Apr-18 |
Mar-18 |
Feb-18 |
Interest Rates |
10,019 |
11,253 |
11,948 |
10,699 |
Equity Indexes |
3,475 |
4,228 |
4,096 |
3,608 |
Foreign Exchange (FX) |
1,019 |
1,010 |
1,100 |
1,069 |
Energy |
2,557 |
2,583 |
2,754 |
2,771 |
|
1,587 |
1,764 |
1,593 |
1,446 |
Metals |
680 |
685 |
713 |
662 |
Total |
19,337 |
21,523 |
22,204 |
20,254 |
VENUE |
May-18 |
Apr-18 |
Mar-18 |
Feb-18 |
Open outcry |
1,184 |
1,462 |
1,556 |
1,412 |
Electronic |
17,482 |
19,293 |
19,796 |
18,032 |
Privately negotiated |
671 |
768 |
851 |
810 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Apr-18 |
Mar-18 |
Feb-18 |
Jan-18 |
Interest Rates |
0.472 |
0.464 |
0.476 |
0.471 |
Equity Indexes |
0.776 |
0.781 |
0.796 |
0.785 |
Foreign Exchange (FX) |
0.755 |
0.762 |
0.766 |
0.789 |
Energy |
1.159 |
1.140 |
1.137 |
1.120 |
|
1.259 |
1.246 |
1.246 |
1.255 |
Metals |
1.397 |
1.367 |
1.362 |
1.333 |
Total |
0.721 |
0.706 |
0.723 |
0.738 |
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CME-G
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