CME Group Averaged 20.6 Million Contracts Per Day in October 2018, Up 38% from October 2017
CHICAGO, Nov. 2, 2018 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 20.6 million contracts per day during October 2018, up 38 percent from October 2017. Open interest at the end of October was 128 million contracts, up 6 percent from October 2017 and up 19 percent from year-end 2017.
Equity Index volume averaged 4.7 million contracts per day in October 2018, up 111 percent from October 2017. Highlights include:
-- Record E-mini Nasdaq-100 futures and options ADV, up 181 percent to
739,000 contracts, including a daily volume record for E-mini Nasdaq-100
futures of 1.15 million contracts on October 11
-- Record E-mini Dow futures daily volume of 697,000 contracts on October
11
-- E-mini S&P 500 futures and options ADV increased 99 percent to 3.3
million contracts, including E-mini S&P 500 futures ADV up 108 percent
to 2.3 million contracts
-- E-mini S&P 500 Weekly options rose 72 percent to 513,000 contracts,
including Monday and Wednesday Standard and E-mini S&P 500 Weekly
options ADV more than doubling to 162,000 contracts
-- E-mini Dow futures ADV increased 216 percent to 309,000 contracts
-- E-mini Russell 2000 futures and options ADV grew 140 percent to 187,000
contracts
Interest Rate volume averaged 10.6 million contracts per day in October 2018, up 39 percent from October 2017. Highlights include:
-- Record U.S. Treasury futures open interest, up 40 percent to 14.1
million contracts at the end of October
-- Record U.S. Treasury options daily volume of 2.6 million contracts on
October 4
-- Record U.S. 30-Year Bond electronic options ADV, which more than doubled
to 171,000 contracts
-- U.S. Treasury futures and options ADV increased 59 percent to 5.7
million contracts, including U.S. Treasury futures ADV up 61 percent to
4.4 million contracts
-- Eurodollar futures and options ADV grew 19 percent to 4.6 million
contracts, including Eurodollar futures electronic ADV up 34 percent to
3.1 million contracts
-- Fed Fund futures ADV rose 108 percent to 279,000 contracts
-- Ultra 10-year U.S. Treasury Note futures and options ADV grew 66 percent
to 178,000 contracts
-- Ultra U.S. Treasury Bond futures and options ADV increased 65 percent to
172,000 contracts
Options volume averaged 4.5 million contracts per day in October 2018, up 25 percent from October 2017. Highlights include:
-- Electronic options ADV grew 39 percent to 3.1 million contracts
-- Interest Rate options ADV increased 16 percent to 2.7 million contracts
-- Equity Index options ADV rose 70 percent to 1.1 million contracts
-- Energy options grew 23 percent to 345,000 contracts
-- Metals options ADV increased 42 percent to 62,000 contracts
Energy volume averaged 2.5 million contracts per day in October 2018, up 5 percent from October 2017. Highlights include:
-- Record Henry Hub Natural Gas futures open interest of 1.7 million
contracts on October 4
-- Henry Hub Natural Gas futures and options ADV rose 9 percent to 694,000
contracts
-- Electronic Natural Gas futures and options ADV increased 12 percent to
620,000 contracts
-- Gasoline futures and options ADV grew 19 percent to 205,000 contracts
-- WTI Crude Oil options ADV increased 38 percent to 196,000 contracts
-- Brent Crude Oil futures and options ADV rose 60 percent to 122,000
contracts
Agricultural volume averaged 1.2 million contracts per day in October 2018, up 4 percent from October 2017. Highlights include:
-- Corn futures and options ADV grew 2 percent to 348,000 contracts
-- Wheat futures and options ADV rose 12 percent to 136,000 contracts
-- Livestock futures ADV grew 10 percent to 125,000 contracts
-- Hard Red Winter Wheat futures and options rose 33 percent to 46,000
contracts
Foreign Exchange volume averaged 903,000 contracts per day in October 2018, up 2 percent from October 2017. Highlights include:
-- Euro FX futures and options ADV increased 5 percent to 265,000 contracts
-- Canadian dollar futures and options ADV grew 1 percent to 80,000
contracts
-- ADV in numerous emerging-market currencies increased during October
2018, with Indian rupee futures and options ADV up 126 percent, Russian
ruble futures and options ADV up 73 percent and Mexican peso futures and
options ADV up 22 percent
Metals volume averaged 571,000 contracts per day in October 2018, up 1 percent from October 2017. Highlights include:
-- Record Copper options open interest of 37,000 contracts on October 24
-- Base Metals futures and options ADV rose 6 percent to 117,000
-- Copper futures and options ADV grew 5 percent to 116,000 contracts
-- Gold options ADV grew 43 percent to 54,000 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
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
(in thousands)
Oct 2018 Oct 2017
Trading Days 23 22
PRODUCT LINE Oct 2018 Oct 2017 Percent Change
---
Interest Rates 10,628 7,624 39%
Equity Indexes 4,733 2,241 111%
Foreign Exchange (FX) 903 888 2%
Energy 2,524 2,395 5%
Agricultural Commodities 1,229 1,176 4%
Metals 571 565 1%
---
Total 20,589 14,890 38%
VEN
UE Oct 2018 Oct 2017 Percent Change
---
Open outcry 1,169 1,159 1%
CME Globex 18,790 13,173 43%
Privately negotiated 630 557 13%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume
(In thousands)
3-Month Period Ending
PRODUCT LINE Oct-18 Sep-18 Aug-18 Jul-18
Interest Rates 9,332 7,798 7,700 8,703
Equity Indexes 3,501 2,671 2,645 2,735
Foreign Exchange
(FX) 963 944 961 1,037
Energy 2,318 2,199 2,229 2,492
Agricultural
Commodities 1,306 1,348 1,584 1,592
Metals 598 623 644 661
Total 18,018 15,584 15,762 17,220
VEN
UE Oct-18 Sep-18 Aug-18 Jul-18
Open outcry 1,050 938 937 992
Electronic 16,356 14,082 14,270 15,615
Privately
negotiated 612 564 555 613
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Sep-18 Aug-18 Jul-18 Jun-18
Interest
Rates 0.493 0.491 0.487 0.491
Equity
Indexes 0.761 0.780 0.799 0.797
Foreign
Exchange
(FX) 0.743 0.738 0.733 0.741
Energy 1.187 1.181 1.161 1.142
Agricultural
Commodities 1.258 1.269 1.268 1.274
Metals 1.379 1.398 1.392 1.403
Total 0.753 0.767 0.756 0.757
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.
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SOURCE CME Group
