CHICAGO, Dec. 4, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that November 2017 average
daily volume (ADV) reached 18 million contracts, down 14 percent
from the record November 2016 average
daily volume, but up 21 percent compared with October 2017 and representing the second highest
monthly average daily volume to date in 2017. CME Group
November 2017 options volume averaged
3.5 million contracts per day, down 18 percent versus November 2016, with electronic options averaging
2.2 million contracts per day, down 6 percent from the same period
last year. Open interest at the end of November was 123
million contracts, up 9 percent from the end of November 2016.
Agricultural volume averaged 1.6 million contracts per day in
November 2017, up 14 percent from
November 2016, and up 32 percent from
October 2017. Highlights include:
- Corn futures and options ADV was up 27 percent to 582,000
contracts
- Electronic Agricultural options ADV increased 16 percent to
156,000 contracts
- Livestock futures ADV grew 20 percent to 135,000 contracts
Metals volume averaged a record 749,000 contracts per day in
November 2017, up 4 percent from
November 2016, and up 33 percent from
October 2017. Highlights include:
- Gold futures and options ADV was up 11 percent to 453,000
contracts, with record Gold futures ADV of 416,000 contracts
- Silver futures and options ADV was up 13 percent to 126,000
contracts
- Copper options ADV increased 158 percent
Energy volume averaged 2.7 million contracts per day in
November 2017, down 3 percent from
November 2016, but up 12 percent from
October 2017. Highlights include:
- WTI Crude Oil futures ADV was up 1 percent to 1.3 million
contracts
- Electronic Natural Gas futures and options ADV increased 18
percent to 566,000 contracts
- Natural Gas options rose 18 percent in ADV to 151,000
contracts
- Heating Oil futures ADV increased 1 percent to 169,000
contracts
Foreign exchange volume averaged 915,000 contracts per day in
November 2017, down 7 percent from
November 2016, but up 3 percent from
October 2017. Highlights include:
- British pound futures and options reached ADV of 159,000
contracts, up 16 percent
- Emerging market currency pairs futures and options saw
increased ADV, with Indian rupee up 185 percent, Russian ruble up
70 percent, South African rand up 37 percent and Brazilian real up
8 percent
Equity Index volume averaged 2.7 million contracts per day in
November 2017, down 14 percent from
November 2016, but up 22 percent from
October 2017. Highlights include:
- E-mini Nasdaq 100 futures and options ADV grew 22 percent to
325,000 contracts, including 28 percent growth in End of Month
(EOM) E-mini Nasdaq 100 options and 49 percent growth in Weekly
E-mini Nasdaq 100 options
- S&P 500 EOM options achieved 73 percent growth and E-mini
S&P 500 EOM options saw 5 percent growth
- Following CME Group's launch of Russell 2000 futures in July, they averaged
109,000 contracts per day in November
Interest rate volume averaged 9.3 million contracts per day in
November 2017, down 21 percent from
November 2016, but up 23 percent from
October 2017. Highlights include:
- Overall Interest Rate futures and options open interest hit a
record 79 million contracts on November
22
- Treasury futures reached record daily volume of 13.3 million
contracts on November 27
- 2-Year Treasury futures and options ADV increased 28 percent to
a record 701,000 contracts, including 95 percent growth in 2-Year
Treasury options ADV
- Ultra-Treasury Bond futures and options ADV increased 21
percent to a record 238,000 contracts and Ultra 10-Year Treasury
Note futures and options increased 32 percent to a record 195,000
contracts
Footnote: To see CME Group daily over-the-counter (OTC) notional
cleared volumes and open interest, monthly OTC notional cleared
volumes and monthly total trade count, go to
http://www.cmegroup.com/education/cme-volume-oi-records.html
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
|
Total
Exchange ADV
(in
thousands)
|
|
|
|
|
|
|
Nov
2017
|
Nov
2016
|
|
|
Trading
Days
|
21
|
21
|
|
|
|
|
|
|
|
PRODUCT
LINE
|
Nov
2017
|
Nov
2016
|
Percent
Change
|
Interest
Rates
|
9,348
|
11,848
|
-21%
|
|
Equity
Indexes
|
2,725
|
3,179
|
-14%
|
|
Foreign Exchange
(FX)
|
915
|
987
|
-7%
|
|
Energy
|
2,691
|
2,772
|
-3%
|
|
Agricultural
Commodities
|
1,552
|
1,363
|
14%
|
|
Metals
|
749
|
718
|
4%
|
|
Total
|
17,979
|
20,867
|
-14%
|
|
|
|
|
|
|
VENUE
|
Nov
2017
|
Nov
2016
|
Percent
Change
|
Open
outcry
|
1,077
|
1,441
|
- 25%
|
|
CME Globe
|
16,268
|
18,378
|
-11%
|
|
Privately
negotiated
|
635
|
1,048
|
-39%
|
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-17
|
Oct-17
|
Sep-17
|
Aug-17
|
Interest
Rates
|
8,379
|
7,844
|
7,424
|
7,199
|
Equity
Indexes
|
2,667
|
2,658
|
2,624
|
2,665
|
Foreign Exchange
(FX)
|
1,014
|
976
|
971
|
898
|
Energy
|
2,579
|
2,617
|
2,693
|
2,695
|
Agricultural
Commodities
|
1,284
|
1,231
|
1,381
|
1,580
|
Metals
|
657
|
615
|
611
|
563
|
Total
|
16,580
|
15,942
|
15,704
|
15,600
|
|
|
|
|
|
VENUE
|
Nov-17
|
Oct-17
|
Sep-17
|
Aug-17
|
Open
outcry
|
1,106
|
1,025
|
889
|
858
|
Electronic
|
14,872
|
14,349
|
14,264
|
14,139
|
Privately
negotiated
|
604
|
568
|
552
|
603
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Oct-17
|
Sep-17
|
Aug-17
|
Jul-17
|
Interest
Rates
|
0.471
|
0.485
|
0.490
|
0.489
|
Equity
Indexes
|
0.732
|
0.738
|
0.734
|
0.740
|
Foreign Exchange
(FX)
|
0.783
|
0.796
|
0.801
|
0.803
|
Energy
|
1.077
|
1.072
|
1.062
|
1.100
|
Agricultural
Commodities
|
1.257
|
1.251
|
1.269
|
1.275
|
Metals
|
1.319
|
1.376
|
1.420
|
1.459
|
Total
|
0.726
|
0.749
|
0.761
|
0.759
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) is where the world comes to manage
risk. Through its exchanges, CME Group offers the widest
range of global benchmark products across all major asset classes,
including futures and options based on interest rates, equity
indexes, foreign exchange, energy, agricultural products and
metals. CME Group provides electronic trading globally on its
CME Globe platform. The company also offers clearing and
settlement services across asset classes for exchange-traded and
over-the-counter derivatives through CME Clearing. CME
Group's products and services ensure that businesses around the
world can effectively manage risk and achieve growth.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange,
Globe and E-mini are trademarks of Chicago Mercantile Exchange
Inc. CBOT and Chicago Board
of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York
Mercantile Exchange and Clear Port are trademarks of New York
Mercantile Exchange, Inc. COMEX is a trademark of Commodity
Exchange, Inc. Dow Jones, Dow Jones Industrial Average,
S&P 500 and S&P are service and/or trademarks of Dow Jones
Trademark Holdings LLC, Standard & Poor's Financial Services
LLC and S&P/Dow Jones Indices LLC and have been licensed for
use by Chicago Mercantile Exchange Inc. All other trademarks
are the property of their respective owners.
CME-G
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SOURCE CME Group