CME Group Reaches Second-Highest Monthly Volume Ever, Averaging 23.9 Million Contracts Per Day in May 2019
Equity Index volume averaged 4.2 million contracts per day in
- Micro E-mini equity index futures, launched
May 6 , averaged 489,000 contracts per day in May, and traded nearly 9.3 million contracts in total volume – the most successful product launch ever atCME Group - Record
Bitcoin futures ADV, up 246% to 13,600 contracts - E-mini
S&P 500 futures and options ADV increased 44% to 2.7 million contracts - E-mini Nasdaq-100 futures and options ADV grew 66% to 594,000 contracts
- Mini
$5 Dow futures and options ADV increased 33% to 268,000 contracts - E-mini Russell 2000 futures and options ADV rose 45% to 149,000 contracts
- Nikkei 225 (yen) futures ADV grew 39% to 45,000 contracts
Options volume averaged 5 million contracts per day in
- Record overall daily options volume of 10 million contracts set
May 31 - Record 7.7 million Interest Rate options contracts traded on
May 31 , with a record 3.9 million traded electronically - Record Eurodollar options volume of 5.2 million contracts and OI of 64.4 million contracts on
May 31 - Record Agricultural options ADV, up 50% to 453,000 contracts
- Interest Rate options ADV grew 49% to 3.4 million contracts
- Equity Index options ADV increased 39% to 808,000 contracts
- Metals options ADV rose 9% to 59,000 contracts
Agricultural volume averaged 1.9 million contracts per day in
- Record Corn futures and options ADV, up 78% to 861,000 contracts
- Grain and Oilseeds futures and options ADV increased 34% to 1.7 million contracts
- Soybean futures and options ADV rose 9% to 321,000 contracts
- Livestock futures and options ADV grew 15% to 191,000 contracts
- Hard Red Winter Wheat futures and options ADV increased 19% to 69,000 contracts
Interest Rate volume averaged 13.8 million contracts per day in
- Record Ultra Treasury Bond futures OI of 1.3 million contracts on
May 29 - Record 2-Year U.S. Treasury Note futures ADV, up 43% to 1.2 million contracts
- Record Ultra 10-Year Treasury Note futures ADV, up 27% to 327,000 contracts
- Record 5-Year U.S. Treasury Note options ADV, up 48% to 235,000 contracts
- Record SOFR futures OI of 168,000 contracts on
May 31 - Record SOFR futures ADV of 32,000 contracts, up 41% from the prior month
- U.S. Treasury futures and options ADV increased 14% to 7.9 million contracts
- Eurodollar futures and options ADV grew 26% to 5.5 million contracts
Fed Fund futures ADV rose 30% to 431,000 contracts- Weekly Treasury options ADV increased 102% to 286,000 contracts
- Ultra 10-Year U.S. Treasury Note futures and options ADV grew 27% to 327,000 contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 17% to 314,000 contracts
Energy volume averaged 2.5 million contracts per day in
- Record Brent Crude Oil futures OI of 257,000 contracts on
May 29 - Gasoline futures and options ADV increased 5% to 224,000 contracts
- Brent Crude Oil futures ADV rose 45% to 146,000 contracts
Metals volume averaged 582,000 contracts per day in
- Gold options ADV increased 10% to 51,000 contracts
- Platinum futures and options ADV grew 6% to 19,000 contracts
- Copper options ADV rose 141% to 2,300 contracts
- Ferrous futures and options ADV increased 120% to 1,600 contracts
Foreign Exchange volume averaged 822,000 contracts per day in
- Japanese yen futures ADV rose 6% to 12,500 contracts
- Brazilian real futures and options ADV increased 8% to 8,500 contracts
BrokerTec fixed income trading activity highlights include:
- European Repo average daily notional value increased 10% to €286 billion
- U.S. Repo average daily notional value increased 15% to
$263 billion
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) |
|||
Total Exchange ADV |
|||
May 2019 |
May 2018 |
||
Trading Days |
22 |
22 |
|
PRODUCT LINE |
May 2019 |
May 2018 |
Percent Change |
Interest Rates |
13,827 |
11,604 |
19% |
Equity Indexes |
4,233 |
2,622 |
61% |
Foreign Exchange (FX) |
822 |
1,102 |
-25% |
Energy |
2,530 |
2,701 |
-6% |
Agricultural Commodities |
1,895 |
1,442 |
31% |
Metals |
582 |
674 |
-14% |
Total |
23,888 |
20,146 |
19% |
VENUE |
May 2019 |
May 2018 |
Percent Change |
Open outcry |
1,558 |
1,092 |
43% |
CME Globex |
21,473 |
18,358 |
17% |
Privately negotiated |
857 |
696 |
23% |
ROLLING THREE-MONTH AVERAGES |
||||
Average Daily Volume (In thousands) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
May-19 |
Apr-19 |
Mar-19 |
Feb-19 |
Interest Rates |
10,809 |
9,787 |
10,313 |
10,256 |
Equity Indexes |
3,364 |
2,837 |
3,161 |
3,699 |
Foreign Exchange (FX) |
870 |
853 |
885 |
877 |
Energy |
2,399 |
2,330 |
2,331 |
2,389 |
Agricultural Commodities |
1,621 |
1,556 |
1,381 |
1,280 |
Metals |
567 |
549 |
561 |
510 |
Total |
19,630 |
17,912 |
18,633 |
19,010 |
VENUE |
May-19 |
Apr-19 |
Mar-19 |
Feb-19 |
Open outcry |
1,334 |
1,209 |
1,284 |
1,224 |
Electronic |
17,553 |
15,986 |
16,576 |
17,030 |
Privately negotiated |
743 |
717 |
773 |
756 |
Average Rate Per Contract (In dollars) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Apr-19 |
Mar-19 |
Feb-19 |
Jan-19 |
Interest Rates |
0.486 |
0.481 |
0.486 |
0.479 |
Equity Indexes |
0.753 |
0.757 |
0.742 |
0.731 |
Foreign Exchange (FX) |
0.763 |
0.763 |
0.769 |
0.745 |
Energy |
1.157 |
1.159 |
1.173 |
1.160 |
Agricultural Commodities |
1.253 |
1.246 |
1.264 |
1.277 |
Metals |
1.487 |
1.488 |
1.484 |
1.465 |
Total |
0.726 |
0.713 |
0.714 |
0.708 |
BrokerTec Fixed Income and EBS Foreign Exchange Average Daily Notional Value |
||||||
(in billion USD unless otherwise stated, single count) |
||||||
PRODUCT LINE |
May 2018 |
May 2019 |
YoY % |
Apr 2019 |
MoM % |
|
U.S. Treasury1 |
178.2 |
177.6 |
0% |
143.2 |
24% |
|
U.S. Repo |
229.2 |
263.1 |
15% |
246.9 |
7% |
|
European Repo (in EUR billions) |
260.4 |
286.1 |
10% |
280.7 |
2% |
|
Spot FX |
101.3 |
78.4 |
-23% |
67.3 |
16% |
12 Month ended May 31 |
|||||||||
PRODUCT LINE |
2018 |
2019 |
% Change |
||||||
U.S. Treasury |
167.5 |
164.2 |
-2% |
||||||
U.S. Repo |
243.5 |
240.8 |
-1% |
||||||
European Repo (in EUR billions) |
243.4 |
267.1 |
10% |
||||||
Spot FX |
88.7 |
82.1 |
-7% |
[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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Media Contacts: Chris Grams, 312.930.3435; Laurie Bischel, 312.648.8698, news@cmegroup.com, www.cmegroup.com/media-room.html; Investor Contact: John Peschier, 312.930.8491, CME-G