CHICAGO, June 4, 2019 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, reached
average daily volume (ADV) of 23.9 million contracts during
May 2019, up 19% from May 2018. Open interest (OI) at the end of May
was 143 million contracts, up 24% from year-end 2018 and up 14%
from May 2018. OI reached a record
143.5 million contracts on May 23,
2019.
Equity Index volume averaged 4.2 million contracts per day
in May 2019, up 61% from May 2018. Highlights include:
- 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 at CME 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
May 2019, up 40% from May 2018, and reached its second-highest monthly
ADV ever. Highlights include:
- 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 May 2019, up 31% from May 2018. Highlights include all-time record
volume of 3.2 million contracts set May
31 and:
- 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 May 2019, up 19% from
May 2018, and reached its
second-highest monthly ADV ever. Highlights include:
- 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
May 2019, down 6% from May 2018. Highlights include:
- 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
May 2019, down 14% from May 2018. Highlights include:
- 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 May 2019, down 25% from
April 2018. Highlights include:
- 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 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
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 %
Change
|
Apr
2019
|
MoM %
Change
|
|
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.
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) enables clients to trade futures,
options, cash and OTC markets, optimize portfolios, and analyze
data – empowering market participants worldwide to efficiently
manage risk and capture opportunities. CME Group exchanges offer
the widest range of global benchmark products across all major
asset classes based on interest rates, equity
indexes, foreign exchange, energy, agricultural
products and metals. The company offers futures and
options on futures trading through the CME Globex® platform, fixed
income trading via BrokerTec and foreign exchange trading on the
EBS platform. In addition, it operates one of the world's leading
central counterparty clearing providers, CME Clearing. With a range
of pre- and post-trade products and services underpinning the
entire lifecycle of a trade, CME Group also offers optimization and
reconciliation services through TriOptima, and trade processing
services through Traiana.
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. BrokerTec, EBS, TriOptima,
and Traiana are trademarks of BrokerTec Europe LTD, EBS Group LTD,
TriOptima AB, and Traiana, Inc., respectively. 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
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SOURCE CME Group