CME Group Averaged 13.5 Million Contracts Per Day in July 2018
Metals volume averaged 642,000 contracts per day in
- Gold futures and options ADV grew 16 percent to 397,000 contracts
- Copper futures and options ADV increased 56 percent to 137,000 contracts
Equity Index volume averaged 2.4 million contracts per day in
- E-mini NASDAQ 100 futures and options ADV grew 23 percent to 358,000 contracts
- E-mini Dow futures and options ADV increased 48 percent to 158,000 contracts
- E-mini S&P 500
Wednesday Weekly futures and options ADV increased 15 percent to 38,000 contracts. Monday Weekly futures and options ADV rose 71 percent to 31,000 contracts
Interest Rate volume averaged 6.2 million contracts per day in
Treasury futures ADV grew 4 percent to 2.6 million contracts- Eurodollar options ADV increased 9 percent to 918,000 contracts
- Ultra 10-Year
U.S. Treasury Note futures and options ADV rose 27 percent to 121,000 contracts - Ultra
U.S. Treasury Bond futures and options ADV increased 20 percent to 107,000 contracts
Foreign Exchange volume averaged 840,000 contracts per day in
- British pound futures and options ADV increased 18 percent to 130,000 contracts
- Mexican peso futures and options ADV grew 69 percent to 60,000 contracts
- Brazilian real futures and options ADV rose 31 percent to 5,700 contracts
Options volume averaged 2.8 million contracts per day in
- Equities options ADV grew 8 percent to 564,000 contracts
- Metals options ADV rose 17 percent to 56,000 contracts
Energy volume averaged 2.2 million contracts per day in
- Brent Crude Oil futures and options ADV increased 23 percent to 94,000 contracts
- Natural Gas Liquids and Plastics futures and options ADV grew 29 percent to 9,000 contracts
- Fuel Oil futures and options ADV grew 21 percent to 4,100 contracts
Agricultural volume averaged 1.3 million contracts per day in
- Electronic Livestock futures ADV grew 6 percent to 146,000 contracts
- Lean Hog futures and options ADV rose 27 percent to 74,000 contracts
- Hard Red Winter Wheat futures and options ADV rose 3 percent to 55,000 contracts
- Soft Red Winter Wheat options increased 3 percent to 43,000 contracts
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||
Total Exchange ADV (in thousands) | |||
|
|
||
Trading Days |
21 |
20 |
|
PRODUCT LINE |
|
|
Percent Change |
Interest Rates |
6,151 |
6,279 |
-2% |
Equity Indexes |
2,361 |
2,092 |
13% |
Foreign Exchange (FX) |
840 |
863 |
-3% |
Energy |
2,188 |
2,610 |
-16% |
|
1,348 |
1,642 |
-18% |
Metals |
642 |
550 |
17% |
Total |
13,530 |
14,036 |
-4% |
VENUE |
|
|
Percent Change |
Open outcry |
845 |
743 |
14% |
CME Globex |
12,198 |
12,787 |
-5% |
Privately negotiated |
487 |
505 |
-4% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jul-18 |
Jun-18 |
May-18 |
Apr-18 |
Interest Rates |
8,703 |
9,200 |
10,019 |
11,253 |
Equity Indexes |
2,735 |
3,086 |
3,475 |
4,228 |
Foreign Exchange (FX) |
1,037 |
1,035 |
1,019 |
1,010 |
Energy |
2,492 |
2,630 |
2,557 |
2,583 |
|
1,592 |
1,734 |
1,587 |
1,764 |
Metals |
661 |
674 |
680 |
685 |
Total |
17,220 |
18,359 |
19,337 |
21,523 |
VENUE |
Jul-18 |
Jun-18 |
May-18 |
Apr-18 |
Open outcry |
992 |
1,066 |
1,184 |
1,462 |
Electronic |
15,615 |
16,644 |
17,482 |
19,293 |
Privately negotiated |
613 |
649 |
671 |
768 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jun-18 |
May-18 |
Apr-18 |
Mar-18 |
Interest Rates |
0.491 |
0.478 |
0.472 |
0.464 |
Equity Indexes |
0.797 |
0.785 |
0.776 |
0.781 |
Foreign Exchange (FX) |
0.741 |
0.759 |
0.755 |
0.762 |
Energy |
1.142 |
1.148 |
1.159 |
1.140 |
|
1.274 |
1.267 |
1.259 |
1.246 |
Metals |
1.403 |
1.395 |
1.397 |
1.367 |
Total |
0.757 |
0.733 |
0.721 |
0.706 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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