CHICAGO, Jan. 3, 2019 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced 2018 average daily volume (ADV) reached a record 19.2
million contracts, up 18 percent from 2017. During 2018, 91 trading
days exceeded 20 million contracts, up from 34 days in
2017.
CME Group reached multiple annual average daily volume records
in 2018. Highlights include:
- Record Interest Rate ADV, up 22 percent to 9.95 million
contracts
- Record Metals ADV, up 12 percent to 638,000 contracts
- Record FX ADV, up 9 percent to 1 million contracts
- Record full-year 2018 options ADV, up 14 percent to 3.9 million
contracts, including record electronic options ADV, up 20 percent
to 2.6 million contracts.
Fourth-quarter 2018 volume averaged 20.8 million contracts per
day, up 31 percent from the same period a year ago. CME Group
reached several quarterly ADV records including Equity Index ADV of
4.5 million contracts, Interest Rate electronic options ADV of 1.5
million contracts and Energy options ADV of 376,000 contracts.
December 2018 volume averaged 20.2
contracts per day, up 36 percent from December 2017. Open interest at the end of
December was 116 million contracts, up 7 percent from the end of
December 2017.
Equity Index volume averaged a record 5.1 million contracts
per day in December 2018, up 73
percent from December 2017.
Highlights include:
- Record E-mini Nasdaq-100 futures and options ADV, up 121
percent to 743,000 contracts
- Record E-mini Russell 2000 futures, up 38 percent to 245,000
contracts
- Record E-mini S&P Select Sector Index futures and options
ADV, up 91 percent to 32,000 contracts
- E-mini S&P 500 futures and options ADV increased 68 percent
to 3.6 million contracts, including E-mini S&P 500 futures ADV,
up 73 percent to 2.7 million contracts
- E-mini S&P 500 Weekly options ADV rose 53 percent to
376,000 contracts
- E-mini Dow futures and options ADV rose 143 percent to 347,000
contracts
Interest Rate volume averaged 10.2 million contracts per
day in December 2018, up 48 percent
from December 2017. Highlights
include:
- Record Fed Fund futures ADV, up 174 percent to 400,000
contracts
- U.S. Treasury futures and options ADV increased 46 percent to
4.8 million contracts, including U.S. Treasury futures ADV, up 41
percent to 3.8 million contracts, and U.S. Treasury options ADV, up
68 percent to 987,000 contracts
- Weekly Treasury options ADV rose 50 percent to 155,000
contracts
- Eurodollar futures and options ADV grew 44 percent to 5 million
contracts, including Eurodollar futures and options electronic ADV,
up 52 percent to 4 million contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 53
percent to 161,000 contracts and Ultra 10-Year U.S. Treasury Note
futures and options increased 56 percent to 188,000 contracts
Options volume averaged 4 million contracts per day in
December 2018, up 32 percent from
December 2017. Highlights
include:
- Electronic options ADV grew 39 percent to 2.7 million
contracts
- Interest Rate options ADV increased 40 percent to 2.4 million
contracts
- Equity Index options ADV rose 48 percent to 974,000
contracts
- Agricultural options ADV grew 2 percent to 169,000
contracts
- Metals options ADV increased 28 percent to 59,000
contracts
Foreign Exchange volume averaged 1 million contracts per
day in December 2018, flat compared
with December 2017. Highlights
include:
- Japanese yen futures and options grew 7 percent to 177,000
contracts
- Australian dollar futures and options ADV rose 11 percent to
113,000 contracts
- Canadian dollar futures and options ADV rose 10 percent to
105,000 contracts
Energy volume averaged 2.3 million contracts per day in
December 2018, down 2 percent from
December 2017. Highlights
include:
- WTI Crude Oil futures and options ADV increased 18 percent to
1.5 million contracts
- Gasoline futures and options ADV grew 1 percent to 174,000
contracts
- Brent Crude Oil futures and options ADV rose 27 percent to
94,000 contracts
Agricultural volume averaged 1 million contracts per day in
December 2018, down 5 percent from
December 2017. Highlights
include:
- Corn futures and options ADV grew 12 percent to 267,000
contracts
- Livestock futures ADV increased 5 percent to 105,000
contracts
- Live Cattle futures and options ADV rose 7 percent to 63,000
contracts
- Lean Hog futures and options ADV grew 5 percent to 46,000
contracts
- Hard Red Winter Wheat increased 1 percent to 35,000
contracts
- Wheat options ADV rose 21 percent to 26,000 contracts
Metals volume averaged 439,000 contracts per day in
December 2018, down 17 percent from
December 2017. Highlights
include:
- Precious Metals options ADV increased 28 percent to 58,000
contracts
- Gold options ADV grew 32 percent to 52,000 contracts
- Silver options ADV rose 5 percent to 6,000 contracts
BrokerTec fixed income and EBS foreign
exchange December trading activity highlights, in terms of average
daily notional value, include:
- U.S. Treasury average daily notional value increased 35 percent
to $200.8 billion
- Spot FX average daily notional value rose 16 percent to
$76.2 billion
- European Repo average daily notional value increased 14 percent
to €254.5 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
ANNUAL AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV (in thousands)
|
|
|
2018
|
2017
|
|
Trading
Days
|
252
|
251
|
|
|
|
|
|
PRODUCT
LINE
|
2018
|
2017
|
Percent
Change
|
Interest
Rates
|
9,951
|
8,189
|
22%
|
Equity
Indexes
|
3,589
|
2,682
|
34%
|
Foreign Exchange
(FX)
|
1,004
|
921
|
9%
|
Energy
|
2,561
|
2,578
|
-1%
|
Agricultural
Commodities
|
1,480
|
1,353
|
9%
|
Metals
|
638
|
568
|
12%
|
Total
|
19,224
|
16,292
|
18%
|
|
|
|
|
|
|
VENUE
|
2018
|
2017
|
P Percent
Change
|
Open
outcry
|
1,168
|
1,107
|
6%
|
CME Globex
|
17,371
|
14,513
|
20%
|
Privately
negotiated
|
685
|
672
|
2%
|
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV (in thousands)
|
|
|
4Q
2018
|
4Q
2017
|
|
Trading
Days
|
64
|
63
|
|
|
|
|
|
PRODUCT
LINE
|
4Q
2018
|
4Q
2017
|
Percent
Change
|
Interest
Rates
|
10,919
|
7,970
|
37%
|
Equity
Indexes
|
4,510
|
2,632
|
71%
|
Foreign Exchange
(FX)
|
942
|
941
|
0%
|
Energy
|
2,665
|
2,489
|
7%
|
Agricultural
Commodities
|
1,248
|
1,278
|
-2%
|
Metals
|
547
|
616
|
-11%
|
Total
|
20,831
|
15,925
|
31%
|
|
|
|
|
|
|
VENUE
|
4Q
2018
|
4Q
2017
|
P Percent
Change
|
Open
outcry
|
1,128
|
1,066
|
6%
|
CME Globex
|
19,024
|
14,265
|
33%
|
Privately
negotiated
|
680
|
594
|
15%
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV (in thousands)
|
|
|
Dec
2018
|
Dec
2017
|
|
Trading
Days
|
20
|
20
|
|
|
|
|
|
PRODUCT
LINE
|
Dec
2018
|
Dec
2017
|
Percent
Change
|
Interest
Rates
|
10,235
|
6,902
|
48%
|
Equity
Indexes
|
5,128
|
2,963
|
73%
|
Foreign Exchange
(FX)
|
1,026
|
1,027
|
0%
|
Energy
|
2,341
|
2,380
|
-2%
|
Agricultural
Commodities
|
1,046
|
1,101
|
-5%
|
Metals
|
439
|
531
|
-17%
|
Total
|
20,214
|
14,906
|
36%
|
|
|
|
|
|
|
VENUE
|
Dec
2018
|
Dec
2017
|
P Percent
Change
|
Open
outcry
|
1,152
|
953
|
21%
|
CME Globex
|
18,362
|
13,362
|
37%
|
Privately
negotiated
|
700
|
591
|
19%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Dec-18
|
Nov-18
|
Oct-18
|
Sep-18
|
Interest
Rates
|
10,919
|
10,436
|
9,332
|
7,798
|
Equity
Indexes
|
4,511
|
3,973
|
3,501
|
2,671
|
Foreign Exchange
(FX)
|
942
|
972
|
963
|
944
|
Energy
|
2,665
|
2,723
|
2,318
|
2,199
|
Agricultural
Commodities
|
1,248
|
1,314
|
1,306
|
1,348
|
Metals
|
547
|
597
|
598
|
623
|
Total
|
20,831
|
20,014
|
18,018
|
15,584
|
|
|
|
|
|
VENUE
|
Dec-18
|
Nov-18
|
Oct-18
|
Sep-18
|
Open
outcry
|
1,128
|
1,096
|
1,050
|
938
|
Electronic
|
19,024
|
18,240
|
16,356
|
14,082
|
Privately
negotiated
|
680
|
678
|
612
|
564
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-18
|
Oct-18
|
Sep-18
|
Aug-18
|
Interest
Rates
|
0.476
|
0.480
|
0.493
|
0.491
|
Equity
Indexes
|
0.723
|
0.731
|
0.761
|
0.780
|
Foreign Exchange
(FX)
|
0.711
|
0.719
|
0.743
|
0.738
|
Energy
|
1.143
|
1.157
|
1.187
|
1.181
|
Agricultural
Commodities
|
1.248
|
1.244
|
1.258
|
1.269
|
Metals
|
1.394
|
1.374
|
1.379
|
1.398
|
Total
|
0.705
|
0.714
|
0.753
|
0.767
|
BrokerTec Fixed
Income and EBS Foreign Exchange Average Daily Notional
Value
|
(in billion USD
unless otherwise stated, single count)
|
|
|
|
|
PRODUCT
LINE
|
Dec
2017
|
Dec
2018
|
YoY %
Change
|
Nov
2018
|
MoM %
Change
|
U.S.
Treasury1
|
148.5
|
200.8
|
35%
|
174.2
|
15%
|
U.S. Repo
|
260.1
|
255.8
|
-2%
|
230.8
|
11%
|
European Repo (in EUR
billions)
|
223.1
|
254.5
|
14%
|
252.7
|
1%
|
Spot FX
|
65.5
|
76.2
|
16%
|
81.6
|
-7%
|
|
12 Month ended
December 31
|
|
PRODUCT
LINE
|
2017
|
2018
|
% Change
|
|
U.S.
Treasury
|
160.7
|
173.0
|
8%
|
|
U.S. Repo
|
228.8
|
238.2
|
4%
|
|
European Repo (in EUR
billions)
|
225.8
|
260.0
|
15%
|
|
Spot FX
|
82.7
|
90.4
|
9%
|
|
[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
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Indices LLC, as the case may be, and have been licensed for use by
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CME-G
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SOURCE CME Group