CME Group Reached Average Daily Volume of 17 Million Contracts in April 2018, Up 4 Percent from April 2017
Equity Index volume averaged 3.4 million contracts per day in
- E-mini S&P 500 futures and options ADV grew 17 percent to 2.4 million contracts
- E-mini NASDAQ 100 futures and options ADV grew 107 percent to 490,000 contracts
- E-mini Dow futures and options averaged 261,000 contracts per day, up 82 percent
- Monday and Wednesday Weekly S&P 500 options traded an average of 106,000 contracts per day in
April 2018 , up 22 percent, and represented 13 percent of all equity options ADV
Metals volume averaged 682,000 contracts per day in
- Record daily open interest for Copper options of 26,000 contracts on
April 24 - Gold futures and options ADV grew 28 percent to 371,000 contracts
- Silver futures and options ADV rose 14 percent to 134,000 contracts
- Copper futures and options ADV increased 24 percent to 148,000 contracts
Agricultural volume averaged 1.8 million contracts per day in
- Eighteen record daily open interest days for Soybean futures, surpassing 975,000 contracts open interest on
April 16 - Grain and Oilseed futures and options ADV increased 15 percent to 1.6 million contracts
- Corn futures and options ADV increased 7 percent to 589,000 contracts
- Soybean futures and options ADV grew 38 percent to 408,000 contracts
- Hard Red Winter Wheat futures and options ADV rose 17 percent to 74,000 contracts
- Electronic Agricultural options ADV increased 32 percent to 224,000 contracts
Foreign Exchange volume averaged 832,000 contracts per day in
- Euro FX futures and options ADV grew 10 percent to 238,000 contracts
- British pound futures and options ADV increased 3 percent to 117,000 contracts
- Australian dollar futures and options ADV grew 14 percent to 98,000 contracts
- Canadian dollar futures and options ADV rose 12 percent to 81,000 contracts
Energy volume averaged 2.6 million contracts per day in
- Record daily open interest for Brent futures of 218,000 contracts on
April 30 - Crude Oil futures and options ADV increased 15 percent to 1.7 million contracts
- WTI Crude Oil futures ADV grew 20 percent to 1.4 million contracts
- Refined products futures and options ADV rose 7 percent to 406,000 contracts
- Heating Oil futures and options ADV increased 18 percent to 195,000 contracts
Interest Rate volume averaged 7.7 million contracts per day in
- Record daily open interest for
Fed Fund futures of 2.5 million contracts onApril 30 Treasury futures and options ADV increased 2 percent to 3.6 million contracts, including 7 percent growth inTreasury futures to 2.9 million contractsFed Fund futures ADV grew 8 percent to 218,000 contracts- Ultra 10-Year
U.S. Treasury Note futures and options ADV rose 58 percent to 124,000 contracts - Ultra
U.S. Treasury Bond futures and options ADV increased 32 percent to 113,000 contracts
Options volume averaged 3.4 million contracts per day in
- Agricultural options ADV grew 24 percent to 288,000 contracts
- Equity Index options ADV rose 15 percent to 797,000 contracts
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV (in thousands) | |||||
|
|
||||
Trading Days |
21 |
19 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
7,665 |
8,264 |
-7% | ||
Equity Indexes |
3,432 |
2,597 |
32% | ||
Foreign Exchange (FX) |
832 |
788 |
6% | ||
Energy |
2,611 |
2,539 |
3% | ||
|
1,779 |
1,564 |
14% | ||
Metals |
682 |
548 |
24% | ||
Total |
17,001 |
16,301 |
4% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
1,070 |
1,371 |
-22% | ||
CME Globex |
15,335 |
14,154 |
8% | ||
Privately negotiated |
596 |
776 |
-23% |
ROLLING THREE-MONTH AVERAGES | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Apr-18 |
Mar-18 |
Feb-18 |
Jan-18 |
Interest Rates |
11,253 |
11,948 |
10,699 |
8,673 |
Equity Indexes |
4,228 |
4,096 |
3,608 |
2,911 |
Foreign Exchange (FX) |
1,010 |
1,100 |
1,069 |
1,011 |
Energy |
2,583 |
2,754 |
2,771 |
2,732 |
|
1,764 |
1,593 |
1,446 |
1,315 |
Metals |
685 |
713 |
662 |
684 |
Total |
21,523 |
22,204 |
20,254 |
17,326 |
VENUE |
Apr-18 |
Mar-18 |
Feb-18 |
Jan-18 |
Open outcry |
1,462 |
1,556 |
1,412 |
1,127 |
Electronic |
19,293 |
19,796 |
18,032 |
15,509 |
Privately negotiated |
768 |
851 |
810 |
690 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Mar-18 |
Feb-18 |
Jan-18 |
Dec-17 |
Interest Rates |
0.464 |
0.476 |
0.471 |
0.467 |
Equity Indexes |
0.781 |
0.796 |
0.785 |
0.768 |
Foreign Exchange (FX) |
0.762 |
0.766 |
0.789 |
0.785 |
Energy |
1.140 |
1.137 |
1.120 |
1.133 |
|
1.246 |
1.246 |
1.255 |
1.251 |
Metals |
1.367 |
1.362 |
1.333 |
1.315 |
Total |
0.706 |
0.723 |
0.738 |
0.736 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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