CHICAGO, Nov. 2, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, reached
average daily volume (ADV) of 20.6 million contracts per day during
October 2018, up 38 percent from
October 2017. Open interest at the
end of October was 128 million contracts, up 6 percent from
October 2017 and up 19 percent from
year-end 2017.
Equity Index volume averaged 4.7 million contracts per day in
October 2018, up 111 percent from
October 2017. Highlights include:
- Record E-mini Nasdaq-100 futures and options ADV, up 181
percent to 739,000 contracts, including a daily volume record for
E-mini Nasdaq-100 futures of 1.15 million contracts on October 11
- Record E-mini Dow futures daily volume of 697,000 contracts on
October 11
- E-mini S&P 500 futures and options ADV increased 99 percent
to 3.3 million contracts, including E-mini S&P 500 futures ADV
up 108 percent to 2.3 million contracts
- E-mini S&P 500 Weekly options rose 72 percent to 513,000
contracts, including Monday and Wednesday Standard and E-mini
S&P 500 Weekly options ADV more than doubling to 162,000
contracts
- E-mini Dow futures ADV increased 216 percent to 309,000
contracts
- E-mini Russell 2000 futures and options ADV grew 140 percent to
187,000 contracts
Interest Rate volume averaged 10.6 million contracts per day in
October 2018, up 39 percent from
October 2017. Highlights include:
- Record U.S. Treasury futures open interest, up 40 percent to
14.1 million contracts at the end of October
- Record U.S. Treasury options daily volume of 2.6 million
contracts on October 4
- Record U.S. 30-Year Bond electronic options ADV, which more
than doubled to 171,000 contracts
- U.S. Treasury futures and options ADV increased 59 percent to
5.7 million contracts, including U.S. Treasury futures ADV up 61
percent to 4.4 million contracts
- Eurodollar futures and options ADV grew 19 percent to 4.6
million contracts, including Eurodollar futures electronic ADV up
34 percent to 3.1 million contracts
- Fed Fund futures ADV rose 108 percent to 279,000
contracts
- Ultra 10-year U.S. Treasury Note futures and options ADV grew
66 percent to 178,000 contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 65
percent to 172,000 contracts
Options volume averaged 4.5 million contracts per day in
October 2018, up 25 percent from
October 2017. Highlights include:
- Electronic options ADV grew 39 percent to 3.1 million
contracts
- Interest Rate options ADV increased 16 percent to 2.7 million
contracts
- Equity Index options ADV rose 70 percent to 1.1 million
contracts
- Energy options grew 23 percent to 345,000 contracts
- Metals options ADV increased 42 percent to 62,000
contracts
Energy volume averaged 2.5 million contracts per day in
October 2018, up 5 percent from
October 2017. Highlights include:
- Record Henry Hub Natural Gas futures open interest of 1.7
million contracts on October 4
- Henry Hub Natural Gas futures and options ADV rose 9 percent to
694,000 contracts
- Electronic Natural Gas futures and options ADV increased 12
percent to 620,000 contracts
- Gasoline futures and options ADV grew 19 percent to 205,000
contracts
- WTI Crude Oil options ADV increased 38 percent to 196,000
contracts
- Brent Crude Oil futures and options ADV rose 60 percent to
122,000 contracts
Agricultural volume averaged 1.2 million contracts per day in
October 2018, up 4 percent from
October 2017. Highlights include:
- Corn futures and options ADV grew 2 percent to 348,000
contracts
- Wheat futures and options ADV rose 12 percent to 136,000
contracts
- Livestock futures ADV grew 10 percent to 125,000 contracts
- Hard Red Winter Wheat futures and options rose 33 percent to
46,000 contracts
Foreign Exchange volume averaged 903,000 contracts per day in
October 2018, up 2 percent from
October 2017. Highlights include:
- Euro FX futures and options ADV increased 5 percent to 265,000
contracts
- Canadian dollar futures and options ADV grew 1 percent to
80,000 contracts
- ADV in numerous emerging-market currencies increased during
October 2018, with Indian rupee
futures and options ADV up 126 percent, Russian ruble futures and
options ADV up 73 percent and Mexican peso futures and options ADV
up 22 percent
Metals volume averaged 571,000 contracts per day in October 2018, up 1 percent from October 2017. Highlights include:
- Record Copper options open interest of 37,000 contracts on
October 24
- Base Metals futures and options ADV rose 6 percent to
117,000
- Copper futures and options ADV grew 5 percent to 116,000
contracts
- Gold options ADV grew 43 percent to 54,000 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)
|
|
|
Oct
2018
|
Oct
2017
|
|
Trading
Days
|
23
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Oct
2018
|
Oct
2017
|
Percent
Change
|
Interest
Rates
|
10,628
|
7,624
|
39%
|
Equity
Indexes
|
4,733
|
2,241
|
111%
|
Foreign Exchange
(FX)
|
903
|
888
|
2%
|
Energy
|
2,524
|
2,395
|
5%
|
Agricultural
Commodities
|
1,229
|
1,176
|
4%
|
Metals
|
571
|
565
|
1%
|
Total
|
20,589
|
14,890
|
38%
|
|
|
|
|
VENUE
|
Oct
2018
|
Oct
2017
|
Percent
Change
|
Open
outcry
|
1,169
|
1,159
|
1%
|
CME Globex
|
18,790
|
13,173
|
43%
|
Privately
negotiated
|
630
|
557
|
13%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Oct-18
|
Sep-18
|
Aug-18
|
Jul-18
|
Interest
Rates
|
9,332
|
7,798
|
7,700
|
8,703
|
Equity
Indexes
|
3,501
|
2,671
|
2,645
|
2,735
|
Foreign Exchange
(FX)
|
963
|
944
|
961
|
1,037
|
Energy
|
2,318
|
2,199
|
2,229
|
2,492
|
Agricultural
Commodities
|
1,306
|
1,348
|
1,584
|
1,592
|
Metals
|
598
|
623
|
644
|
661
|
Total
|
18,018
|
15,584
|
15,762
|
17,220
|
|
|
|
|
|
VENUE
|
Oct-18
|
Sep-18
|
Aug-18
|
Jul-18
|
Open
outcry
|
1,050
|
938
|
937
|
992
|
Electronic
|
16,356
|
14,082
|
14,270
|
15,615
|
Privately
negotiated
|
612
|
564
|
555
|
613
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Sep-18
|
Aug-18
|
Jul-18
|
Jun-18
|
Interest
Rates
|
0.493
|
0.491
|
0.487
|
0.491
|
Equity
Indexes
|
0.761
|
0.780
|
0.799
|
0.797
|
Foreign Exchange
(FX)
|
0.743
|
0.738
|
0.733
|
0.741
|
Energy
|
1.187
|
1.181
|
1.161
|
1.142
|
Agricultural
Commodities
|
1.258
|
1.269
|
1.268
|
1.274
|
Metals
|
1.379
|
1.398
|
1.392
|
1.403
|
Total
|
0.753
|
0.767
|
0.756
|
0.757
|
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