CHICAGO, July 3, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, reached
average daily volume (ADV) of 18.4 million contracts during the
second quarter of 2018, up 12 percent from the second quarter of
2017. June 2018 ADV reached 17.8
million contracts, up 8 percent from June
2017. Open interest at the end of June was 115
million contracts, an increase of 2 percent from the end of
June 2017, and up 6 percent from
year-end 2017.
Metals volume averaged 674,000 contracts per day in the second
quarter of 2018, up 27 percent from the second quarter of 2017.
Highlights include:
- Gold futures and options ADV grew 29 percent to 383,000
contracts
- Copper futures and options ADV increased 43 percent to 146,000
contracts
- Silver futures and options ADV rose 7 percent to 115,000
contracts
- Record daily volume for Platinum futures of 58,000 contracts on
June 22
Foreign Exchange volume averaged 1 million contracts per day in
the second quarter of 2018, up 18 percent from the second quarter
of 2017. Highlights include:
- Euro FX futures and options ADV grew 40 percent to 336,000
contracts, and Euro FX options reached all-time high open interest
of 632,000 contracts on June 14
- British pound futures and options ADV increased 4 percent to
137,000 contracts
- Australian dollar futures and options ADV grew 21 percent to
115,000 contracts
- Canadian dollar futures and options ADV rose 12 percent to
96,000 contracts
- Mexican peso futures and options ADV grew 40 percent to 74,000
contracts
Agricultural volume averaged a record 1.7 million contracts per
day in the second quarter of 2018, up 16 percent from the second
quarter of 2017. Highlights include:
- Record monthly ADV of 2 million contracts in June, up 15
percent year over year
- Record Corn futures and options ADV of 724,000 contracts in
June; record 597,000 contracts averaged during the second
quarter
- Grain and Oilseed futures and options ADV increased 18 percent
to 1.6 million contracts during the second quarter
- Soybean futures and options ADV grew 34 percent to 373,000
contracts; Soybean Meal and Soybean Oil futures and options ADV
grew 34 percent and 11 percent respectively
- Wheat futures and options ADV increased 9 percent to 213,000
contracts with Hard Red Winter Wheat futures and options ADV
growing 10 percent to 71,000 contracts
Equity Index volume averaged 3.1 million contracts per day in
the second quarter of 2018, up 14 percent from the second quarter
of 2017. Highlights include:
- E-mini S&P 500 futures and options ADV increased 3 percent
to 2.2 million contracts
- E-mini NASDAQ 100 futures and options ADV grew 37 percent to
418,000 contracts
- E-mini Dow futures and options averaged 226,000 contracts per
day, up 63 percent
Interest Rate volume averaged 9.2 million contracts per day in
the second quarter of 2018, up 12 percent from the second quarter
of 2017. Highlights include:
- Treasury futures and options ADV increased 23 percent to 4.9
million contracts, including 23 percent growth in Treasury futures
to 4 million contracts and 25 percent growth in Treasury options to
898,000 contracts
- Eurodollar futures ADV rose 9 percent to 2.8 million
contracts
- Fed Fund futures ADV grew 27 percent to 277,000 contracts
- Ultra 10-Year U.S. Treasury Note futures and options ADV rose
74 percent to 178,000 contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 40
percent to 172,000 contracts
Energy volume averaged 2.6 million contracts per day in the
second quarter of 2018, in line with the second quarter of 2017.
Highlights include:
- Crude Oil futures and options ADV increased 8 percent to 1.7
million contracts
- WTI Crude Oil futures ADV grew 11 percent to 1.4 million
contracts
- Refined products futures and options ADV rose 6 percent to
409,000 contracts
- Gasoline futures ADV grew 1 percent to 205,000 contracts
- Heating Oil futures and options ADV increased 13 percent to
190,000 contracts
Options volume averaged 3.5 million contracts per day in the
second quarter of 2018, down 2 percent from the second quarter of
2017. Highlights include:
- Record monthly ADV for Agricultural options of 393,000
contracts, up 24 percent, and included record electronic options
ADV of 304,000 contracts, up 28 percent
- Quarterly Agricultural options ADV grew 24 percent to 327,000
contracts, including a 28 percent increase in electronic options to
a record 252,000 contracts
- Metals options ADV rose 23 percent to 57,000 contracts
- June 2018 options ADV increased 4
percent to 3.5 million contracts, with Interest Rate options
monthly ADV growing 10 percent to 2.2 million 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
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
2Q
2018
|
2Q
2017
|
|
Trading
Days
|
64
|
63
|
|
|
|
|
|
PRODUCT
LINE
|
2Q
2018
|
2Q
2017
|
Percent
Change
|
Interest
Rates
|
9,200
|
8,210
|
12%
|
Equity
Indexes
|
3,086
|
2,707
|
14%
|
Foreign Exchange
(FX)
|
1,035
|
879
|
18%
|
Energy
|
2,630
|
2,632
|
0%
|
Agricultural
Commodities
|
1,734
|
1,491
|
16%
|
Metals
|
674
|
533
|
27%
|
Total
|
18,359
|
16,453
|
12%
|
|
|
|
|
VENUE
|
2Q
2018
|
2Q
2017
|
Percent
Change
|
Open
outcry
|
1,066
|
1,115
|
-4%
|
CME Globex
|
16,644
|
14,582
|
14%
|
Privately
negotiated
|
649
|
756
|
-14%
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
Jun
2018
|
Jun
2017
|
|
Trading
Days
|
21
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Jun
2018
|
Jun
2017
|
Percent
Change
|
Interest
Rates
|
8,216
|
7,457
|
10%
|
Equity
Indexes
|
3,226
|
3,162
|
2%
|
Foreign Exchange
(FX)
|
1,167
|
1,014
|
15%
|
Energy
|
2,576
|
2,674
|
-4%
|
Agricultural
Commodities
|
1,994
|
1,735
|
15%
|
Metals
|
666
|
512
|
30%
|
Total
|
17,845
|
16,555
|
8%
|
|
|
|
|
VENUE
|
Jun
2018
|
Jun
2017
|
Percent
Change
|
Open
outcry
|
1,035
|
970
|
7%
|
CME Globex
|
16,156
|
14,816
|
9%
|
Privately
negotiated
|
653
|
769
|
-15%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
|
|
PRODUCT
LINE
|
Jun-18
|
May-18
|
Apr-18
|
Mar-18
|
Interest
Rates
|
9,200
|
10,019
|
11,253
|
11,948
|
Equity
Indexes
|
3,086
|
3,475
|
4,228
|
4,096
|
Foreign Exchange
(FX)
|
1,035
|
1,019
|
1,010
|
1,100
|
Energy
|
2,630
|
2,557
|
2,583
|
2,754
|
Agricultural
Commodities
|
1,734
|
1,587
|
1,764
|
1,593
|
Metals
|
674
|
680
|
685
|
713
|
Total
|
18,359
|
19,337
|
21,523
|
22,204
|
|
|
|
|
|
VENUE
|
Jun-18
|
May-18
|
Apr-18
|
Mar-18
|
Open
outcry
|
1,066
|
1,184
|
1,462
|
1,556
|
Electronic
|
16,644
|
17,482
|
19,293
|
19,796
|
Privately
negotiated
|
649
|
671
|
768
|
851
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
|
|
PRODUCT
LINE
|
May-18
|
Apr-18
|
Mar-18
|
Feb-18
|
Interest
Rates
|
0.478
|
0.472
|
0.464
|
0.476
|
Equity
Indexes
|
0.785
|
0.776
|
0.781
|
0.796
|
Foreign Exchange
(FX)
|
0.759
|
0.755
|
0.762
|
0.766
|
Energy
|
1.148
|
1.159
|
1.140
|
1.137
|
Agricultural
Commodities
|
1.267
|
1.259
|
1.246
|
1.246
|
Metals
|
1.395
|
1.397
|
1.367
|
1.362
|
Total
|
0.733
|
0.721
|
0.706
|
0.723
|
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.
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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,
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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