CHICAGO, May 2, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced it reached average daily volume (ADV) of 17 million
contracts during April 2018, up 4
percent from April 2017. Open
interest at the end of April was 126 million contracts, an increase
of 4 percent from the end of April
2017, and up 17 percent from year-end 2017.
Equity Index volume averaged 3.4 million contracts per day in
April 2018, up 32 percent from April
2017. Highlights include:
- E-mini S&P 500 futures and options ADV grew 17 percent to
2.4 million contracts
- E-mini NASDAQ 100 futures and options ADV grew 107 percent to
490,000 contracts
- E-mini Dow futures and options averaged 261,000 contracts per
day, up 82 percent
- Monday and Wednesday Weekly S&P 500 options traded an
average of 106,000 contracts per day in April 2018, up 22 percent, and represented 13
percent of all equity options ADV
Metals volume averaged 682,000 contracts per day in April 2018, up 24 percent from April 2017.
Highlights include:
- Record daily open interest for Copper options of 26,000
contracts on April 24
- Gold futures and options ADV grew 28 percent to 371,000
contracts
- Silver futures and options ADV rose 14 percent to 134,000
contracts
- Copper futures and options ADV increased 24 percent to 148,000
contracts
Agricultural volume averaged 1.8 million contracts per day in
April 2018, up 14 percent from April
2017. Highlights include:
- Eighteen record daily open interest days for Soybean futures,
surpassing 975,000 contracts open interest on April 16
- Grain and Oilseed futures and options ADV increased 15 percent
to 1.6 million contracts
- Corn futures and options ADV increased 7 percent to 589,000
contracts
- Soybean futures and options ADV grew 38 percent to 408,000
contracts
- Hard Red Winter Wheat futures and options ADV rose 17 percent
to 74,000 contracts
- Electronic Agricultural options ADV increased 32 percent to
224,000 contracts
Foreign Exchange volume averaged 832,000 contracts per day in
April 2018, up 6 percent from April
2017. Highlights include:
- Euro FX futures and options ADV grew 10 percent to 238,000
contracts
- British pound futures and options ADV increased 3 percent to
117,000 contracts
- Australian dollar futures and options ADV grew 14 percent to
98,000 contracts
- Canadian dollar futures and options ADV rose 12 percent to
81,000 contracts
Energy volume averaged 2.6 million contracts per day in
April 2018, up 3 percent from April
2017. Highlights include:
- Record daily open interest for Brent futures of 218,000
contracts on April 30
- Crude Oil futures and options ADV increased 15 percent to 1.7
million contracts
- WTI Crude Oil futures ADV grew 20 percent to 1.4 million
contracts
- Refined products futures and options ADV rose 7 percent to
406,000 contracts
- Heating Oil futures and options ADV increased 18 percent to
195,000 contracts
Interest Rate volume averaged 7.7 million contracts per day in
April 2018, down 7 percent from April
2017. Highlights include:
- Record daily open interest for Fed Fund futures of 2.5 million
contracts on April 30
- Treasury futures and options ADV increased 2 percent to 3.6
million contracts, including 7 percent growth in Treasury futures
to 2.9 million contracts
- Fed Fund futures ADV grew 8 percent to 218,000 contracts
- Ultra 10-Year U.S. Treasury Note futures and options ADV rose
58 percent to 124,000 contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 32
percent to 113,000 contracts
Options volume averaged 3.4 million contracts per day in
April 2018, down 14 percent from a
strong April 2017. Highlights include:
- Agricultural options ADV grew 24 percent to 288,000
contracts
- Equity Index options ADV rose 15 percent to 797,000
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)
|
|
|
Apr
2018
|
Apr
2017
|
|
Trading
Days
|
21
|
19
|
|
|
|
|
|
PRODUCT
LINE
|
Apr
2018
|
Apr
2017
|
Percent
Change
|
Interest
Rates
|
7,665
|
8,264
|
-7%
|
Equity
Indexes
|
3,432
|
2,597
|
32%
|
Foreign Exchange
(FX)
|
832
|
788
|
6%
|
Energy
|
2,611
|
2,539
|
3%
|
Agricultural
Commodities
|
1,779
|
1,564
|
14%
|
Metals
|
682
|
548
|
24%
|
Total
|
17,001
|
16,301
|
4%
|
|
|
|
|
VENUE
|
Apr
2018
|
Apr
2017
|
Percent
Change
|
Open
outcry
|
1,070
|
1,371
|
-22%
|
CME Globex
|
15,335
|
14,154
|
8%
|
Privately
negotiated
|
596
|
776
|
-23%
|
ROLLING
THREE-MONTH AVERAGES Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Apr-18
|
Mar-18
|
Feb-18
|
Jan-18
|
Interest
Rates
|
11,253
|
11,948
|
10,699
|
8,673
|
Equity
Indexes
|
4,228
|
4,096
|
3,608
|
2,911
|
Foreign Exchange
(FX)
|
1,010
|
1,100
|
1,069
|
1,011
|
Energy
|
2,583
|
2,754
|
2,771
|
2,732
|
Agricultural
Commodities
|
1,764
|
1,593
|
1,446
|
1,315
|
Metals
|
685
|
713
|
662
|
684
|
Total
|
21,523
|
22,204
|
20,254
|
17,326
|
|
|
|
|
|
VENUE
|
Apr-18
|
Mar-18
|
Feb-18
|
Jan-18
|
Open
outcry
|
1,462
|
1,556
|
1,412
|
1,127
|
Electronic
|
19,293
|
19,796
|
18,032
|
15,509
|
Privately
negotiated
|
768
|
851
|
810
|
690
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Mar-18
|
Feb-18
|
Jan-18
|
Dec-17
|
Interest
Rates
|
0.464
|
0.476
|
0.471
|
0.467
|
Equity
Indexes
|
0.781
|
0.796
|
0.785
|
0.768
|
Foreign Exchange
(FX)
|
0.762
|
0.766
|
0.789
|
0.785
|
Energy
|
1.140
|
1.137
|
1.120
|
1.133
|
Agricultural
Commodities
|
1.246
|
1.246
|
1.255
|
1.251
|
Metals
|
1.367
|
1.362
|
1.333
|
1.315
|
Total
|
0.706
|
0.723
|
0.738
|
0.736
|
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-17-million-contracts-in-april-2018-up-4-percent-from-april-2017-300640862.html
SOURCE CME Group