CHICAGO, Feb. 2, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced January 2018 average daily
volume (ADV) reached 19 million contracts, up 18 percent from
January 2017, and representing the
second-highest monthly ADV ever. During January 2018, there were nine trading days above
20 million contracts, compared with 34 days in all of 2017, and
eight in November 2016, which was the
highest monthly ADV of all time. January 2018 options ADV reached a record 4.5
million contracts, up 32 percent, with record electronic options
ADV of 2.9 million contracts, up 54 percent. Open interest at
the end of January was 124 million contracts, up 11 percent from
the end of January
2017.
Metals volume averaged a record 763,000 contracts per day in
January 2018, up 45 percent from
January 2017. Highlights include:
- Record Gold futures and options ADV, up 45 percent to 491,000
contracts
- Copper futures and options ADV increased 56 percent to 133,000
contracts
- Silver futures and options ADV rose 48 percent to 112,000
contracts
Energy volume averaged a record 3.1 million contracts per day in
January 2018, up 22 percent from
January 2017. Highlights include:
- Record Natural Gas futures and options ADV, up 53 percent to
964,000 contracts, including monthly records for both Henry Hub
Natural Gas futures (NG) and Henry Hub Natural Gas options
(LN)
- Record Energy options ADV of 446,000 contracts, up 37
percent
- Record NY Harbor ULSD futures and options ADV, up 30 percent to
218,000 contracts
- WTI Crude Oil futures and options ADV grew 21 percent to 1.6
million contracts
- Refined Products futures and options ADV rose 18 percent to
446,000 contracts
Equity Index volume averaged 3 million contracts per day in
January 2018, up 22 percent from
January 2017. Highlights include:
- Record Equity Index options ADV, up 45 percent to 950,000
contracts, including 90 percent growth in S&P 500 Weekly
options and 86 percent growth in S&P 500 End-of-Month (EOM)
options
- Record ADV month on E-mini S&P 500 BTIC functionality, up
221 percent to 38,000 contracts per day, representing $5.3 billion in notional value, including record
daily volume of 67,000 contracts on January
24
- E-mini S&P 500 futures and options ADV grew 10 percent to
2.2 million contracts
- E-mini Nasdaq 100 futures and options ADV rose 84 percent to
350,000 contracts
- After relaunching in mid-2017, E-mini Russell 2000 futures and
options averaged 110,000 contracts per day, up from 94,000
contracts on average during 2017
- Monday and Wednesday Weekly S&P 500 options (E-mini and
Standard) traded an average 91,000 contracts per day, up from an
average 79,000 contracts per day in 2017
Foreign Exchange volume averaged 1.1 million contracts per day
in January 2018, up 19 percent from
January 2017. Highlights include:
- Record monthly ADV across New
Zealand dollar, Indian rupee, and E-Micro FX futures
- Record 1,141 Large Open Interest Holders (LOIH) in FX futures
as of January 23, up 8 percent from
the 2017 annual average of 1,055
- Euro FX futures and options ADV was 345,000 contracts, up 42
percent
- British pound futures and options ADV increased 14 percent to
155,000 contracts
Interest Rate volume averaged 9.7 million contracts per day in
January 2018, up 15 percent from
January 2017. Highlights include:
- Record daily open interest for Eurodollar futures of more than
15 million on January 31
- Record 10-Year U.S. Treasury Note futures ADV, up 10 percent to
1.6 million contracts
- Record Ultra 10-Year U.S. Treasury Note futures and options ADV
of 151,000 contracts, up 52 percent
- Record 2,037 LOIH in Interest Rate futures as of January 23, up 10 percent from the 2017 annual
average of 1,847
- Treasury futures and options ADV was up 18 percent to 4.4
million contracts
- Eurodollar futures and options ADV increased 13 percent to 5.1
million contracts, including 6 percent growth in Eurodollar futures
ADV to a record 3.3 million contracts
- Electronic Eurodollar options ADV grew 105 percent to 661,000
contracts, representing 37 percent of the total Eurodollar options
ADV
- Fed Fund futures ADV reached 196,000 contracts, up 20
percent
Agricultural volume averaged 1.3 million contracts per day in
January 2018, up 10 percent from
January 2017. Highlights include:
- Record Hard Red Winter Wheat futures ADV, up 45 percent to
62,000 contracts
- Grain and Oilseed futures and options ADV increased 10 percent
to 1.1 million contracts
- Corn futures and options ADV was up 6 percent to 384,000
contracts
- Electronic Agricultural options ADV increased 23 percent to
177,000 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)
|
|
|
Jan
2018
|
Jan
2017
|
|
Trading
Days
|
21
|
20
|
|
|
|
|
|
PRODUCT
LINE
|
Jan
2018
|
Jan
2017
|
Percent
Change
|
Interest
Rates
|
9,684
|
8,391
|
15%
|
Equity
Indexes
|
3,048
|
2,495
|
22%
|
Foreign Exchange
(FX)
|
1,093
|
916
|
19%
|
Energy
|
3,108
|
2,538
|
22%
|
Agricultural
Commodities
|
1,283
|
1,166
|
10%
|
Metals
|
763
|
525
|
45%
|
Total
|
18,979
|
16,032
|
18%
|
|
|
|
|
VENUE
|
Jan
2018
|
Jan
2017
|
Percent
Change
|
Open
outcry
|
1,343
|
1,260
|
7%
|
CME Globex
|
16,797
|
13,958
|
20%
|
Privately
negotiated
|
839
|
814
|
3%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jan-18
|
Dec-17
|
Nov-17
|
Oct-17
|
Interest
Rates
|
8,673
|
7,970
|
8,379
|
7,844
|
Equity
Indexes
|
2,911
|
2,632
|
2,667
|
2,658
|
Foreign Exchange
(FX)
|
1,011
|
941
|
1,014
|
976
|
Energy
|
2,732
|
2,489
|
2,579
|
2,617
|
Agricultural
Commodities
|
1,315
|
1,278
|
1,284
|
1,231
|
Metals
|
684
|
616
|
657
|
615
|
Total
|
17,326
|
15,925
|
16,580
|
15,942
|
|
|
|
|
|
VENUE
|
Jan-18
|
Dec-17
|
Nov-17
|
Oct-17
|
Open
outcry
|
1,127
|
1,066
|
1,106
|
1,025
|
Electronic
|
15,509
|
14,265
|
14,872
|
14,349
|
Privately
negotiated
|
690
|
594
|
604
|
568
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Dec-17
|
Nov-17
|
Oct-17
|
Sep-17
|
Interest
Rates
|
0.467
|
0.464
|
0.471
|
0.485
|
Equity
Indexes
|
0.768
|
0.736
|
0.732
|
0.738
|
Foreign Exchange
(FX)
|
0.785
|
0.784
|
0.783
|
0.796
|
Energy
|
1.133
|
1.114
|
1.077
|
1.072
|
Agricultural
Commodities
|
1.251
|
1.254
|
1.257
|
1.251
|
Metals
|
1.315
|
1.299
|
1.319
|
1.376
|
Total
|
0.736
|
0.723
|
0.726
|
0.749
|
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, Chicago Board of
Trade, KCBT and Kansas City 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
View original
content:http://www.prnewswire.com/news-releases/cme-group-reached-average-daily-volume-of-19-million-contracts-in-january-2018-up-18-percent-from-january-2017-300592440.html
SOURCE CME Group