CME Group Averaged 19 Million Contracts Per Day in February 2019
Agricultural volume averaged 1.7 million contracts per day in
- Livestock electronic futures ADV increased 4 percent to 125,000 contracts
- Corn options ADV grew 32 percent to 100,000 contracts
- Lean Hog futures and options ADV rose 8 percent to 64,000 contracts
- Live Cattle futures ADV grew 6 percent to 60,000 contracts
- Wheat options ADV rose 23 percent to 45,000 contracts
Energy volume averaged 2.3 million contracts per day in
- Record WTI Houston Crude Oil futures OI of 5,900 contracts on
February 19 and record daily volume of 4,800 contracts onFebruary 20
Metals volume averaged 525,000 contracts per day in
- Record Copper options OI of 57,000 contracts on
February 22 and record daily volume of 12,500 contracts onFebruary 20 - Platinum futures and options ADV increased 11 percent to 20,500 contracts
- Copper options ADV more than tripled to 3,700 contracts
Foreign Exchange volume averaged 762,000 contracts per day in
- Record Offshore Chinese renminbi futures daily volume of 5,800 contracts on
February 11
Interest Rate volume averaged 11 million contracts per day in
- Record SOFR futures OI of 125,000 contracts and record daily volume of 61,200 contracts on
February 28 - 2-Year U.S. Treasury Note futures ADV increased 6 percent to a record 1.1 million contracts, following the tick size reduction in January
- SOFR futures ADV increased 70 percent to a record 31,200 contracts, compared to last month
- SONIA futures ADV rose 40 percent to 8,600 contracts, compared to
January 2019 - 5-
Year U.S. Treasury Note Wednesday Weekly options ADV grew 16 percent to 6,000 contracts
Options volume averaged 3.5 million contracts per day in
Equity Index volume averaged 2.7 million contracts per day in
S&P 500 Total Return Index futures and options ADV grew 83 percent year-over-year to 2,200 contracts
BrokerTec European Repo average daily notional value increased 1 percent to €270.5 billion.
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) |
|||||
Total Exchange ADV (in thousands) |
|||||
Feb 2019 |
Feb 2018 |
||||
Trading Days |
19 |
19 |
|||
PRODUCT LINE |
Feb 2019 |
Feb 2018 |
Percent Change |
||
Interest Rates |
11,020 |
15,816 |
-30% |
||
Equity Indexes |
2,679 |
4,905 |
-45% |
||
Foreign Exchange (FX) |
762 |
1,087 |
-30% |
||
Energy |
2,328 |
2,808 |
-17% |
||
Agricultural Commodities |
1,731 |
1,988 |
-13% |
||
Metals |
525 |
690 |
-24% |
||
Total |
19,044 |
27,294 |
-30% |
||
VENUE |
Feb 2019 |
Feb 2018 |
P Percent Change |
||
Open outcry |
1,192 |
1,971 |
-40% |
||
CME Globex |
17,059 |
24,313 |
-30% |
||
Privately negotiated |
794 |
1,010 |
-21% |
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Feb-19 |
Jan-19 |
Dec-18 |
Nov-18 |
Interest Rates |
10,256 |
10,375 |
10,919 |
10,436 |
Equity Indexes |
3,699 |
4,004 |
4,511 |
3,973 |
Foreign Exchange (FX) |
877 |
921 |
942 |
972 |
Energy |
2,389 |
2,658 |
2,665 |
2,723 |
Agricultural Commodities |
1,280 |
1,203 |
1,248 |
1,314 |
Metals |
510 |
544 |
547 |
597 |
Total |
19,010 |
19,905 |
20,831 |
20,014 |
VENUE |
Feb-19 |
Jan-19 |
Dec-18 |
Nov-18 |
Open outcry |
1,224 |
1,178 |
1,128 |
1,096 |
Electronic |
17,030 |
17,996 |
19,024 |
18,240 |
Privately negotiated |
756 |
731 |
680 |
678 |
Average Rate Per Contract (In dollars) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Jan-19 |
Dec-18 |
Nov-18 |
Oct-18 |
Interest Rates |
0.479 |
0.475 |
0.476 |
0.480 |
Equity Indexes |
0.731 |
0.715 |
0.723 |
0.731 |
Foreign Exchange (FX) |
0.745 |
0.720 |
0.711 |
0.719 |
Energy |
1.160 |
1.150 |
1.143 |
1.157 |
Agricultural Commodities |
1.277 |
1.261 |
1.248 |
1.244 |
Metals |
1.465 |
1.428 |
1.394 |
1.374 |
Total |
0.708 |
0.697 |
0.705 |
0.714 |
BrokerTec Fixed Income and EBS Foreign Exchange Average Daily Notional Value (in billion USD unless otherwise stated, single count) |
||||||||
PRODUCT LINE |
Feb 2018 |
Feb 2019 |
YoY % Change |
Jan 2019 |
MoM % Change |
|||
U.S. Treasury1 |
238.7 |
155.6 |
-35% |
183.5 |
-15% |
|||
U.S. Repo |
271.4 |
246.3 |
-9% |
261.3 |
-6% |
|||
European Repo (in EUR billions) |
269.0 |
270.5 |
1% |
257.6 |
5% |
|||
Spot FX |
108.3 |
73.9 |
-32% |
87.1 |
-15% |
|||
12 Month ended February 28 |
||||||||
PRODUCT LINE |
2018 |
2019 |
% Change |
|||||
U.S. Treasury |
166.3 |
166.4 |
0% |
|||||
U.S. Repo |
237.4 |
237.1 |
0% |
|||||
European Repo (in EUR billions) |
233.0 |
261.2 |
12% |
|||||
Spot FX |
85.8 |
86.3 |
1% |
|||||
[1] Volume information includes UST Benchmarks and Agencies. Off-the-Run securities, including T-Bills, are provided pursuant to an agreement with ICAP Securities USA LLC. |
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SOURCE
Alex Rapoport, 312.930.3193, Laurie Bischel, 312.648.8698, news@cmegroup.com, www.cmegroup.com/media-room.html; or Investors Contact, John Peschier, 312.930.8491