CHICAGO, June 4, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced it reached average daily volume (ADV) of 20.1 million
contracts during May 2018, up 22
percent from May 2017. Open interest
at the end of May was 126 million contracts, an increase of 2
percent from the end of May 2017, and
up 16 percent from year-end 2017.
May volume was buoyed by an all-time daily volume record of 51.9
million contracts traded on May
29.
Foreign Exchange volume averaged 1.1 million contracts per day
in May 2018, up 34 percent from May
2017. Highlights include:
- Euro FX futures and options ADV grew 68 percent to 378,000
contracts
- British pound futures and options ADV increased 20 percent to
140,000 contracts
- Australian dollar futures and options ADV grew 28 percent to
123,000 contracts
- Canadian dollar futures and options ADV rose 25 percent to
97,000 contracts
Interest Rate volume averaged 11.6 million contracts per day in
May 2018, up 30 percent from May
2017. Highlights include:
- Record daily volume for Interest Rate futures and options of
39.6 million contracts on May 29,
including records across Treasury futures, Fed Fund futures and
Ultra 10-Year Treasury futures
- Record daily open interest for Ultra Treasury Bond futures of
1.1 million contracts on May 24
- Treasury futures and options ADV increased 42 percent to 6.9
million contracts, including 39 percent growth in Treasury futures
to 5.9 million contracts and 56 percent growth in Treasury options
to 1 million contracts
- Eurodollar futures and options ADV rose 15 percent to 4.4
million contracts
- Fed Fund futures ADV grew 36 percent to 332,000 contracts
- Ultra 10-Year U.S. Treasury Note futures and options ADV rose
105 percent to 258,000 contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 48
percent to 268,000 contracts
Metals volume averaged 674,000 contracts per day in May 2018, up 25 percent from May 2017.
Highlights include:
- Gold futures and options ADV grew 34 percent to 447,000
contracts
- Copper futures and options ADV increased 38 percent to 117,000
contracts
Agricultural volume averaged 1.4 million contracts per day in
May 2018, up 22 percent from May
2017. Highlights include:
- Record daily open interest for Corn futures of 1.97 million
contracts on May 30
- Grain and Oilseed futures and options ADV increased 28 percent
to 1.3 million contracts
- Corn futures and options ADV increased 32 percent to 484,000
contracts
- Soybean futures and options ADV grew 27 percent to 295,000
contracts
- Hard Red Winter Wheat futures and options ADV rose 20 percent
to 58,000 contracts
Equity Index volume averaged 2.6 million contracts per day in
May 2018, up 12 percent from May
2017. Highlights include:
- E-mini NASDAQ 100 futures and options ADV grew 47 percent to
358,000 contracts
- E-mini Dow futures and options averaged 201,000 contracts per
day, up 72 percent
Options volume averaged 3.6 million contracts per day in
May 2018, up 5 percent from May
2017. Highlights include:
- Interest Rate options ADV increased 12 percent to 2.3 million
contracts
- Weekly Treasury options ADV rose 27 percent to 142,000
contracts
- Agricultural options ADV grew 27 percent to 303,000 contracts,
including a 28 percent increase in electronic options to 229,000
contracts
- FX options ADV rose 12 percent to 83,000 contracts
- Metals options ADV grew 12 percent to 54,000 contracts
Energy volume averaged 2.7 million contracts per day in
May 2018, up 1 percent from May
2017. Highlights include:
- Record daily open interest for RBOB physical gasoline futures
of 501,000 contracts on May 22
- Record daily open interest for Brent futures of 229,000
contracts on May 25
- Crude Oil futures and options ADV increased 7 percent to 1.8
million contracts
- WTI Crude Oil futures ADV grew 13 percent to 1.4 million
contracts
- Refined products futures and options ADV rose 8 percent to
424,000 contracts
- Heating Oil futures and options ADV increased 11 percent to
199,000 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)
|
|
|
May
2018
|
May
2017
|
|
Trading
Days
|
22
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
May
2018
|
May
2017
|
Percent
Change
|
Interest
Rates
|
11,604
|
8,916
|
30%
|
Equity
Indexes
|
2,622
|
2,347
|
12%
|
Foreign Exchange
(FX)
|
1,102
|
823
|
34%
|
Energy
|
2,701
|
2,669
|
1%
|
Agricultural
Commodities
|
1,442
|
1,185
|
22%
|
Metals
|
674
|
540
|
25%
|
Total
|
20,146
|
16,480
|
22%
|
|
|
|
|
|
|
VENUE
|
May
2018
|
May
2017
|
Percent
Change
|
Open
outcry
|
1,092
|
1,038
|
0%
|
CME Globex
|
18,358
|
14,719
|
25%
|
Privately
negotiated
|
696
|
733
|
-4%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
May-18
|
Apr-18
|
Mar-18
|
Feb-18
|
Interest
Rates
|
10,019
|
11,253
|
11,948
|
10,699
|
Equity
Indexes
|
3,475
|
4,228
|
4,096
|
3,608
|
Foreign Exchange
(FX)
|
1,019
|
1,010
|
1,100
|
1,069
|
Energy
|
2,557
|
2,583
|
2,754
|
2,771
|
Agricultural
Commodities
|
1,587
|
1,764
|
1,593
|
1,446
|
Metals
|
680
|
685
|
713
|
662
|
Total
|
19,337
|
21,523
|
22,204
|
20,254
|
|
|
|
|
|
VENUE
|
May-18
|
Apr-18
|
Mar-18
|
Feb-18
|
Open
outcry
|
1,184
|
1,462
|
1,556
|
1,412
|
Electronic
|
17,482
|
19,293
|
19,796
|
18,032
|
Privately
negotiated
|
671
|
768
|
851
|
810
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Apr-18
|
Mar-18
|
Feb-18
|
Jan-18
|
Interest
Rates
|
0.472
|
0.464
|
0.476
|
0.471
|
Equity
Indexes
|
0.776
|
0.781
|
0.796
|
0.785
|
Foreign Exchange
(FX)
|
0.755
|
0.762
|
0.766
|
0.789
|
Energy
|
1.159
|
1.140
|
1.137
|
1.120
|
Agricultural
Commodities
|
1.259
|
1.246
|
1.246
|
1.255
|
Metals
|
1.397
|
1.367
|
1.362
|
1.333
|
Total
|
0.721
|
0.706
|
0.723
|
0.738
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) is where the world comes to manage
risk. CME Group exchanges offer 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. Around the world, CME Group
brings buyers and sellers together through its CME Globex®
electronic trading platform. CME Group also operates one of
the world's leading central counterparty clearing providers
through CME Clearing, which offers clearing and settlement
services across asset classes for exchange-traded and
over-the-counter derivatives. CME Group 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,
Globex 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 ClearPort 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, as the case may be, 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