CHICAGO, April 2, 2020 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
reported its March and first-quarter 2020 market statistics,
showing it reached a record average daily volume (ADV) of 32.1
million contracts during the month of March, up 68% from
March 2019. First-quarter 2020 ADV
reached a record 27 million contracts, an increase of 45% from
first-quarter 2019. Open interest at the end of March was 123
million contracts. Market statistics are available online in
greater detail at
https://cmegroupinc.gcs-web.com/monthly-volume.
Quarterly ADV highlights across asset classes include:
- Record Interest Rate ADV of 13.8 million contracts, up 34% from
Q1 2019
- Record Equity Index ADV of 6.5 million contracts, up 106% from
Q1 2019
- Record Options ADV of 5.4 million contracts, up 41% from Q1
2019
- Record Energy ADV of 3.2 million contracts, up 38% from Q1
2019
- Agricultural ADV of 1.5 million contracts, up 9% from Q1
2019
- Foreign Exchange ADV of 1.1 million contracts, up 22% from Q1
2019
- Record Metals ADV of 889,000 contracts, up 58% from Q1
2019
March ADV across asset classes include:
- Interest Rate ADV of 15.7 million contracts, up 51% from
March 2019
- Record Equity Index ADV of 8.9 million contracts, up 153% from
March 2019
- Record Options ADV of 6.3 million contracts, up 54% from
March 2019
- Record Energy ADV of 3.6 million contracts, up 67% from
March 2019
- Agricultural ADV of 1.6 million contracts, up 16% from
March 2019
- Record Foreign Exchange ADV of 1.4 million contracts, up 36%
from March 2019
- Record Metals ADV of 920,000 contracts, up 55% from
March 2019
Additional March highlights include:
- Total volume surpassed 25 million contracts for 15 continuous
trading days
- Record Eurodollar futures ADV of 5 million contracts
- Record Micro E-mini Equity futures ADV of 2.3 million
contracts
- Record WTI Crude Oil futures ADV of 1.9 million contracts
- Record Gold futures ADV of 471,000 contracts
- Record BrokerTec U.S. Treasury average daily notional value of
$246 billion, up 39% from
March 2019
- EBS Spot FX average daily notional value reached $131 billion, a 58% increase from March 2019
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
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SOURCE CME Group