CHICAGO, Nov. 2, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that October 2017 average
daily volume (ADV) reached 14.9 million contracts, up 14 percent
compared with October 2016. CME Group October 2017 options volume averaged 3.6 million
contracts per day, up 44 percent versus October 2016, with electronic options averaging
2.3 million contracts per day, up 50 percent from the same period
last year. Open interest at the end of October was 121
million contracts, up 16 percent from the end of October 2016.
Metals volume averaged 565,000 contracts per day in October 2017, up 46 percent from October
2016. Highlights include:
- Gold futures and options ADV was up 54 percent to 345,000
contracts, and Silver futures and options ADV was up 29 percent to
88,000 contracts
- Copper futures and options achieved 54 percent growth,
averaging 110,000 contracts per day, and Aluminum futures and
options ADV grew 34 percent
- Copper options hit an open interest record of 16,400 contracts
on October 25, 2017
Interest rate volume averaged 7.6 million contracts per day in
October 2017, up 33 percent from
October 2016. Highlights include:
- Eurodollar futures and options ADV grew 36 percent to 3.9
million contracts, including 82 percent growth in Eurodollar
options ADV to 1.5 million contracts, with 36 percent traded
electronically
- Treasury futures and options ADV increased 31 percent to 3.6
million contracts, including 80 percent growth in Treasury options
ADV to 839,000 contracts, with 82 percent traded
electronically
- Open interest for 2-Year Treasury Note futures was a record 1.7
million contracts on October 16,
2017
- Weekly Treasury options ADV was up 39 percent to 131,000
contracts
- Ultra 10-Year Treasury Note futures and options increased 72
percent to 107,000 contracts, and current open interest increased
73 percent compared with the same period last year
Foreign exchange volume averaged 888,000 contracts per day in
October 2017, up 15 percent from
October 2016. Highlights include:
- Euro FX futures and options reached ADV of 253,000 contracts,
up 36 percent
- Japanese Yen futures and options ADV increased 36 percent to
168,000 contracts
- FX options achieved 27 percent ADV growth, and 29 percent
growth for electronic FX options contracts
- Emerging market currency pairs futures and options saw
increased ADV, with Indian Rupee up 381 percent, South African Rand
up 106 percent, Brazilian Real up 51 percent, Swiss Franc up 17
percent and Australian Dollar up 15 percent
Energy volume averaged 2.4 million contracts per day in
October 2017, down 1 percent from
October 2016. Highlights include:
- WTI Crude Oil futures ADV grew 4 percent to 1.2 million
contracts, and hit open interest record of 2.9 million contracts on
October 31, 2017
- Electronic Natural Gas futures and options ADV increased 4
percent to 553,000 contracts
- Natural Gas options achieved 13 percent growth in ADV to
129,000 contracts
- Heating Oil futures and options ADV grew 15 percent to 177,000
contracts and Gasoline futures and options ADV rose 4 percent to
174,000 contracts
Agricultural volume averaged 1.2 million contracts per day in
October 2017, down 1 percent from
October 2016. Highlights include:
- Corn futures and options ADV was up 4 percent to 342,000
contracts
- Electronic Agricultural options ADV increased 8 percent to
155,000 contracts
- Livestock futures ADV grew 17 percent to 113,000 contracts
- Feeder Cattle futures achieved record open interest for of
65,000 contracts on October 27,
2017
Equity Index volume averaged 2.2 million contracts per day in
October 2017, down 14 percent from
October 2016. Highlights include:
- E-mini Nasdaq 100 futures and options ADV grew 13 percent to
263,000 contracts, including 89 percent growth in End of Month
(EOM) E-mini Nasdaq 100 options and 38 percent growth in Weekly
E-mini Nasdaq 100 options
- S&P 500 EOM options achieved 54 percent growth and E-mini
S&P 500 EOM options saw 38 percent growth.
- Following CME Group's launch of Russell 2000 futures in July, they averaged
80,000 contracts per day in October
- Monday and Wednesday Weekly S&P 500 options (E-mini and
Standard) traded an average of 80,000 contracts year to date
through October, which accounted for 12 percent of total Equity
Index options ADV during the same timeframe
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
2017
|
Oct
2016
|
|
Trading
Days
|
22
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Oct
2017
|
Oct
2016
|
Percent
Change
|
Interest
Rates
|
7,624
|
5,719
|
33%
|
Equity
Indexes
|
2,241
|
2,601
|
-14%
|
Foreign Exchange
(FX)
|
888
|
771
|
15%
|
Energy
|
2,395
|
2,409
|
-1%
|
Agricultural
Commodities
|
1,176
|
1,192
|
-1%
|
Metals
|
565
|
386
|
46%
|
Total
|
14,890
|
13,078
|
14%
|
|
|
|
|
|
|
|
|
|
VENUE
|
|
|
Oct
2017
|
Oct
2016
|
P Percent
Change
|
Open
outcry
|
|
|
1,159
|
806
|
44%
|
CME Globex
|
|
|
13,173
|
11,678
|
13%
|
Privately
negotiated
|
|
|
557
|
595
|
-6%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Oct-17
|
Sep-17
|
Aug-17
|
July-17
|
Interest
Rates
|
7,844
|
7,424
|
7,199
|
7,590
|
Equity
Indexes
|
2,658
|
2,624
|
2,665
|
2,548
|
Foreign Exchange
(FX)
|
976
|
971
|
898
|
901
|
Energy
|
2,617
|
2,693
|
2,695
|
2,653
|
Agricultural
Commodities
|
1,231
|
1,381
|
1,580
|
1,517
|
Metals
|
615
|
611
|
563
|
533
|
Total
|
15,942
|
15,704
|
15,600
|
15,742
|
|
|
|
|
|
VENUE
|
Oct-17
|
Sep-17
|
Aug-17
|
Jul-17
|
Open
outcry
|
1,025
|
889
|
858
|
923
|
Electronic
|
14,349
|
14,264
|
14,139
|
14,149
|
Privately
negotiated
|
568
|
552
|
603
|
671
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Sep-17
|
Aug-17
|
Jul-17
|
Jun-17
|
Interest
Rates
|
0.485
|
0.490
|
0.489
|
0.491
|
Equity
Indexes
|
0.738
|
0.734
|
0.740
|
0.731
|
Foreign Exchange
(FX)
|
0.796
|
0.801
|
0.803
|
0.807
|
Energy
|
1.072
|
1.062
|
1.100
|
1.096
|
Agricultural
Commodities
|
1.251
|
1.269
|
1.275
|
1.300
|
Metals
|
1.376
|
1.420
|
1.459
|
1.449
|
Total
|
0.749
|
0.761
|
0.759
|
0.749
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) is where the world comes to manage
risk. Through its exchanges, CME Group offers 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. CME Group provides electronic trading globally on its
CME Globex platform. The company also offers clearing
and settlement services across asset classes for exchange-traded
and over-the-counter derivatives through CME Clearing. CME
Group's 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