CHICAGO, May 2, 2019 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, reached
average daily volume (ADV) of 15.7 million contracts during
April 2019, compared to 17 million
contracts in April 2018. Open
interest (OI) at the end of April was 132 million contracts, up 14%
from year-end 2018 and up 5% from April
2018.
Interest Rate volume averaged 8.1 million contracts per day
in April 2019, up 5% from
April 2018. Highlights include:
- U.S. Treasury futures and options ADV increased 7% to 3.9
million contracts
- Eurodollar options averaged 1.4 million contracts per day, up
17%
- Fed Fund futures ADV rose 32% to 287,000 contracts
- Weekly Treasury options ADV increased 69% to 184,000
contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 4%
to 118,000 contracts
Options volume averaged 3.4 million contracts per day in
April 2019, down 2% from April 2018. Highlights include:
- Record Lean Hog options OI of 417,000 contracts on April 15
- Interest Rate options ADV grew 20% to 2.3 million
contracts
- Livestock options ADV rose 28% to 29,000 contracts
Energy volume averaged 2.5 million contracts per day in
April 2019, down 5% from April 2018. Highlights include:
- Gasoline futures and options ADV rose 29% to 255,000
contracts
Agricultural volume averaged 1.6 million contracts per day
in April 2019, down 10% from
April 2018. Highlights include:
- Corn futures ADV grew 1% to 493,000 contracts
- Livestock futures ADV increased 21% to 150,000 contracts
- Lean Hog futures and options ADV grew 52% to 85,000
contracts
- Live Cattle futures and options ADV rose 5% to 80,000
contracts
- Hard Red Winter Wheat futures and options ADV increased 3% to
77,000 contracts
Foreign Exchange volume averaged 747,000 contracts per day
in April 2019, down 10% from
April 2018. Highlights include:
- Australian dollar futures and options ADV increased 1% to
99,000 contracts
- Swiss franc futures and options ADV rose 2% to 25,000
contracts
Metals volume averaged 528,000 contracts per day in
April 2019, down 23% from
April 2018. Highlights include:
- Record Copper options daily volume of 14,000 contracts on
April 23
Equity Index volume averaged 2.3 million contracts per day
in April 2019, down 32% from
April 2018. Highlights include:
- E-mini Russell 2000 futures and options ADV rose 1% to 109,000
contracts
- Bitcoin futures and options ADV increased 165% to 10,000
contracts
BrokerTec fixed income trading activity highlights,
in terms of average daily notional value, include:
- European Repo average daily notional value increased 10% to
€281 billion
- U.S. Repo average daily notional value increased 6% to
$247 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
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
Apr
2019
|
Apr
2018
|
|
|
Trading
Days
|
21
|
21
|
|
|
|
|
|
|
PRODUCT
LINE
|
Apr
2019
|
Apr
2018
|
Percent
Change
|
|
Interest
Rates
|
8,054
|
7,665
|
5%
|
|
Equity
Indexes
|
2,319
|
3,432
|
-32%
|
|
Foreign Exchange
(FX)
|
747
|
832
|
-10%
|
|
Energy
|
2,486
|
2,611
|
-5%
|
|
Agricultural
Commodities
|
1,603
|
1,779
|
-10%
|
|
Metals
|
528
|
682
|
-23%
|
|
Total
|
15,737
|
17,001
|
-7%
|
|
|
|
|
VENUE
|
Apr 2019
|
Apr
2018
|
Percent
Change
|
|
Open
outcry
|
1,104
|
1,070
|
3%
|
|
CME Globex
|
14,021
|
15,335
|
-9%
|
|
Privately
negotiated
|
612
|
596
|
3%
|
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
|
PRODUCT
LINE
|
Apr-19
|
Mar-19
|
Feb-19
|
Jan-19
|
|
Interest
Rates
|
9,787
|
10,313
|
10,256
|
10,575
|
|
Equity
Indexes
|
2,837
|
3,161
|
3,699
|
4,004
|
|
Foreign Exchange
(FX)
|
853
|
885
|
877
|
921
|
|
Energy
|
2,330
|
2,331
|
2,389
|
2,658
|
|
Agricultural
Commodities
|
1,556
|
1,381
|
1,280
|
1,203
|
|
Metals
|
549
|
561
|
510
|
544
|
|
Total
|
17,912
|
18,633
|
19,010
|
19,905
|
|
|
|
|
|
VENUE
|
Apr-19
|
Mar-19
|
Feb-19
|
Jan-19
|
|
Open
outcry
|
1,209
|
1,284
|
1,224
|
1,178
|
|
Electronic
|
15,986
|
16,576
|
17,030
|
17,996
|
|
Privately
negotiated
|
17
|
773
|
756
|
731
|
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period Ending
|
|
PRODUCT
LINE
|
Mar-19
|
Feb-19
|
Jan-19
|
Dec-18
|
|
Interest
Rates
|
0.481
|
0.486
|
0.479
|
0.475
|
|
Equity
Indexes
|
0.757
|
0.742
|
0.731
|
0.715
|
|
Foreign Exchange
(FX)
|
0.763
|
0.769
|
0.745
|
0.720
|
|
Energy
|
1.159
|
1.173
|
1.160
|
1.150
|
|
Agricultural
Commodities
|
1.246
|
1.264
|
1.277
|
1.261
|
|
Metals
|
1.488
|
1.484
|
1.465
|
1.428
|
|
Total
|
0.713
|
0.714
|
0.708
|
0.697
|
|
BrokerTec Fixed
Income and EBS Foreign Exchange Average Daily Notional
Value
|
|
(in billion USD
unless otherwise stated, single count)
|
|
|
PRODUCT
LINE
|
Apr
2018
|
Apr
2019
|
YoY %
Change
|
Mar
2019
|
MoM %
Change
|
|
U.S.
Treasury1
|
155.1
|
143.2
|
-8%
|
176.6
|
-19%
|
|
U.S. Repo
|
233.6
|
246.9
|
6%
|
261.5
|
-6%
|
|
European Repo (in EUR
billions)
|
255.4
|
280.7
|
10%
|
286.8
|
-2%
|
|
Spot FX
|
83.4
|
67.3
|
-19%
|
83.0
|
-19%
|
|
|
|
|
|
|
|
12
Month ended April 30
|
|
PRODUCT
LINE
|
2018
|
2019
|
%
Change
|
|
|
|
U.S.
Treasury
|
166.8
|
164.3
|
-1%
|
|
|
|
U.S. Repo
|
242.4
|
237.8
|
-2%
|
|
|
|
European Repo (in EUR
billions)
|
240.5
|
264.8
|
10%
|
|
|
|
Spot FX
|
86.9
|
84.1
|
-3%
|
|
|
|
|
[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 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-averaged-15-7-million-contracts-per-day-in-april-2019--300842371.html
SOURCE CME Group