CHICAGO, Sept. 5, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, reached
average daily volume (ADV) of 15.9 million contracts during
August 2018, in line with
August 2017 and up 18 percent from
the prior month. Open interest increased 3 percent from the end of
August 2017 and 13 percent from
year-end 2017, respectively, to 122 million
contracts. Open interest represents the total number of
outstanding positions held by participants across all CME Group
markets at the end of August
2018.
Interest Rate volume averaged 8.6 million contracts per day in
August 2018, up 11 percent from
August 2017. Highlights include:
- U.S. Treasury futures and options ADV grew 18 percent to 5.6
million contracts
- Eurodollar options ADV increased 4 percent to 1 million
contracts
- Ultra U.S. Treasury Bond futures and options ADV rose 31
percent to 248,000 contracts
- Ultra 10-Year U.S. Treasury Note futures and options ADV
increased 44 percent to 209,000 contracts
- Fed Fund futures ADV rose 18 percent to 159,000 contracts
Foreign Exchange volume averaged 883,000 contracts per day in
August 2018, up 8 percent from
August 2017. Highlights include:
- British pound futures and options ADV increased 11 percent to
114,000 contracts
- Australian dollar futures and options ADV grew 17 percent to
112,000 contracts
- Mexican peso futures and options ADV increased 65 percent to
58,000 contracts
- Brazilian real futures and options ADV increased 78 percent to
7,800 contracts
Agricultural volume averaged 1.4 million contracts per day in
August 2018, up 3 percent from
August 2017. Highlights include:
- Wheat futures and options ADV rose 28 percent to 227,000
contracts
- Livestock futures ADV grew 15 percent to 125,000 contracts
- Hard Red Winter Wheat futures and options ADV grew 21 percent
to 79,000 contracts
- Lean Hog futures and options ADV increased 31 percent to 74,000
contracts
Metals volume averaged 626,000 contracts per day in August 2018, up 1 percent from August 2017. Highlights include:
- Copper futures and options ADV increased 16 percent to 149,000
contracts
- Gold options ADV grew 29 percent to 57,000 contracts
Options volume averaged 3.2 million contracts per day in
August 2018, flat from August 2017. Highlights include:
- Interest Rate options ADV increased 6 percent to 1.9 million
contracts
- Agricultural options ADV grew 6 percent to 270,000
contracts
- Metals options ADV rose 27 percent to 68,000 contracts
Equity Index volume averaged 2.4 million contracts per day in
August 2018, down 12 percent from
August 2017. Highlights include:
- E-mini NASDAQ 100 futures ADV grew 1 percent to 330,000
contracts
- E-mini Dow futures and options ADV increased 5 percent to
130,000 contracts
- E-mini S&P 500 Wednesday Weekly futures and options ADV
increased 7 percent to 41,000 contracts and Monday Weekly futures
and options ADV rose 11 percent to 38,000 contracts
Energy volume averaged 1.9 million contracts per day in
August 2018, down 30 percent from
August 2017. Highlights include:
- Electronic Natural Gas futures and options ADV grew 5 percent
to 419,000 contracts
- Henry Hub Natural Gas futures ADV increased 2 percent to
395,000 contracts
- Henry Hub Natural Gas futures open interest reached a record
1.62 million contracts on August 31.
Nine of the top ten record open interest days in Natural Gas
futures occurred during the month of August
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)
|
|
|
Aug
2018
|
Aug
2017
|
|
Trading
Days
|
23
|
23
|
|
|
|
|
|
PRODUCT
LINE
|
Aug
2018
|
Aug
2017
|
Percent
Change
|
Interest
Rates
|
8,641
|
7,753
|
11%
|
Equity
Indexes
|
2,373
|
2,687
|
-12%
|
Foreign Exchange
(FX)
|
883
|
817
|
8%
|
Energy
|
1,949
|
2,790
|
-30%
|
Agricultural
Commodities
|
1,426
|
1,378
|
3%
|
Metals
|
626
|
622
|
1%
|
Total
|
15,899
|
16,048
|
-1%
|
|
|
|
|
|
|
VENUE
|
Aug
2018
|
Aug
2017
|
Percent
Change
|
Open
outcry
|
931
|
851
|
9%
|
CME Globex
|
14,440
|
14,667
|
-2%
|
Privately
negotiated
|
527
|
529
|
0%
|
ROLLING
THREE-MONTH AVERAGES
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Aug-18
|
Jul-18
|
Jun-18
|
May-18
|
Interest
Rates
|
7,700
|
8,703
|
9,200
|
10,019
|
Equity
Indexes
|
2,645
|
2,735
|
3,086
|
3,475
|
Foreign Exchange
(FX)
|
961
|
1,037
|
1,035
|
1,019
|
Energy
|
2,229
|
2,492
|
2,630
|
2,557
|
Agricultural
Commodities
|
1,584
|
1,592
|
1,734
|
1,587
|
Metals
|
644
|
661
|
674
|
680
|
Total
|
15,762
|
17,220
|
18,359
|
19,337
|
|
|
|
|
|
VENUE
|
Aug-18
|
Jul-18
|
Jun-18
|
May-18
|
Open
outcry
|
937
|
992
|
1,066
|
1,184
|
Electronic
|
14,270
|
15,615
|
16,644
|
17,482
|
Privately
negotiated
|
555
|
613
|
649
|
671
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jul-18
|
Jun-18
|
May-18
|
Apr-18
|
Interest
Rates
|
0.487
|
0.491
|
0.478
|
0.472
|
Equity
Indexes
|
0.799
|
0.797
|
0.785
|
0.776
|
Foreign Exchange
(FX)
|
0.733
|
0.741
|
0.759
|
0.755
|
Energy
|
1.161
|
1.142
|
1.148
|
1.159
|
Agricultural
Commodities
|
1.268
|
1.274
|
1.267
|
1.259
|
Metals
|
1.392
|
1.403
|
1.395
|
1.397
|
Total
|
0.756
|
0.757
|
0.733
|
0.721
|
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