CME Group Averaged 15.9 Million Contracts Per Day in August 2018, Up 18% from July 2018
Interest Rate volume averaged 8.6 million contracts per day in
U.S. Treasury futures and options ADV grew 18 percent to 5.6 million contracts- Eurodollar options ADV increased 4 percent to 1 million contracts
- Ultra
U.S. Treasury Bond futures and options ADV rose 31 percent to 248,000 contracts - Ultra 10-Year
U.S. Treasury Note futures and options ADV increased 44 percent to 209,000 contracts Fed Fund futures ADV rose 18 percent to 159,000 contracts
Foreign Exchange volume averaged 883,000 contracts per day in
- British pound futures and options ADV increased 11 percent to 114,000 contracts
- Australian dollar futures and options ADV grew 17 percent to 112,000 contracts
- Mexican peso futures and options ADV increased 65 percent to 58,000 contracts
- Brazilian real futures and options ADV increased 78 percent to 7,800 contracts
Agricultural volume averaged 1.4 million contracts per day in
- Wheat futures and options ADV rose 28 percent to 227,000 contracts
- Livestock futures ADV grew 15 percent to 125,000 contracts
- Hard Red Winter Wheat futures and options ADV grew 21 percent to 79,000 contracts
- Lean Hog futures and options ADV increased 31 percent to 74,000 contracts
Metals volume averaged 626,000 contracts per day in
- Copper futures and options ADV increased 16 percent to 149,000 contracts
- Gold options ADV grew 29 percent to 57,000 contracts
Options volume averaged 3.2 million contracts per day in
- Interest Rate options ADV increased 6 percent to 1.9 million contracts
- Agricultural options ADV grew 6 percent to 270,000 contracts
- Metals options ADV rose 27 percent to 68,000 contracts
Equity Index volume averaged 2.4 million contracts per day in
- E-mini NASDAQ 100 futures ADV grew 1 percent to 330,000 contracts
- E-mini Dow futures and options ADV increased 5 percent to 130,000 contracts
- E-mini S&P 500
Wednesday Weekly futures and options ADV increased 7 percent to 41,000 contracts andMonday Weekly futures and options ADV rose 11 percent to 38,000 contracts
Energy volume averaged 1.9 million contracts per day in
Electronic Natural Gas futures and options ADV grew 5 percent to 419,000 contractsHenry Hub Natural Gas futures ADV increased 2 percent to 395,000 contractsHenry Hub Natural Gas futures open interest reached a record 1.62 million contracts onAugust 31 . Nine of the top ten record open interest days in Natural Gas futures occurred during the month of August
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV (in thousands) | |||||
|
|
||||
Trading Days |
23 |
23 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
8,641 |
7,753 |
11% | ||
Equity Indexes |
2,373 |
2,687 |
-12% | ||
Foreign Exchange (FX) |
883 |
817 |
8% | ||
Energy |
1,949 |
2,790 |
-30% | ||
|
1,426 |
1,378 |
3% | ||
Metals |
626 |
622 |
1% | ||
Total |
15,899 |
16,048 |
-1% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
931 |
851 |
9% | ||
CME Globex |
14,440 |
14,667 |
-2% | ||
Privately negotiated |
527 |
529 |
0% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Aug-18 |
Jul-18 |
Jun-18 |
May-18 |
Interest Rates |
7,700 |
8,703 |
9,200 |
10,019 |
Equity Indexes |
2,645 |
2,735 |
3,086 |
3,475 |
Foreign Exchange (FX) |
961 |
1,037 |
1,035 |
1,019 |
Energy |
2,229 |
2,492 |
2,630 |
2,557 |
|
1,584 |
1,592 |
1,734 |
1,587 |
Metals |
644 |
661 |
674 |
680 |
Total |
15,762 |
17,220 |
18,359 |
19,337 |
VENUE |
Aug-18 |
Jul-18 |
Jun-18 |
May-18 |
Open outcry |
937 |
992 |
1,066 |
1,184 |
Electronic |
14,270 |
15,615 |
16,644 |
17,482 |
Privately negotiated |
555 |
613 |
649 |
671 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jul-18 |
Jun-18 |
May-18 |
Apr-18 |
Interest Rates |
0.487 |
0.491 |
0.478 |
0.472 |
Equity Indexes |
0.799 |
0.797 |
0.785 |
0.776 |
Foreign Exchange (FX) |
0.733 |
0.741 |
0.759 |
0.755 |
Energy |
1.161 |
1.142 |
1.148 |
1.159 |
|
1.268 |
1.274 |
1.267 |
1.259 |
Metals |
1.392 |
1.403 |
1.395 |
1.397 |
Total |
0.756 |
0.757 |
0.733 |
0.721 |
As the world's leading and most diverse derivatives marketplace,
CME-G
View original content:http://www.prnewswire.com/news-releases/cme-group-averaged-15-9-million-contracts-per-day-in-august-2018--up-18-from-july-2018--300706832.html
SOURCE
News Provided by Acquire Media