CHICAGO, April 3, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced it reached an all-time high quarterly average daily
volume (ADV) of 22.2 million contracts during first-quarter 2018,
up 30 percent from first-quarter 2017. CME Group first-quarter 2018
saw record options volume, averaging 4.9 million contracts per day,
up 31 percent versus first-quarter 2017, with electronic options
averaging a record 3.1 million contracts per day, up 45 percent
over the same period last year.
During 2018 to date, there were 36 trading days with volume
above 20 million contracts. This compares with 34 trading
days above 20 million contracts throughout the entire year in 2017.
CME Group March 2018 ADV reached 20.8
million contracts, up 23 percent from March 2017. Open
interest at the end of March was 126 million contracts, an increase
of 10 percent from the end of March
2017, and up 17 percent from year-end 2017.
Equity Index volume averaged a record 4.1 million contracts per
day in first-quarter 2018, up 48 percent from first-quarter
2017. Highlights include:
- Record Equity Index options ADV, up 51 percent to 1.1 million
contracts, including 29 percent growth in E-mini S&P 500 Weekly
options and 73 percent growth in E-mini S&P 500 End-of-Month
(EOM) options
- Record E-mini Dow futures ADV, up 99 percent to 282,000
contracts
- E-mini S&P 500 futures and options ADV grew 31 percent to 3
million contracts
- E-mini NASDAQ 100 futures and options ADV grew 131 percent to
495,000 contracts
- E-mini Russell 2000 futures and options averaged 189,000
contracts per day in March 2018, up
from an average 162,000 contracts during February 2018
- Monday and Wednesday Weekly S&P 500 options traded an
average 126,000 contracts per day in first-quarter 2018, up from an
average 73,000 contracts per day in fourth-quarter 2017
Metals volume averaged a record 713,000 contracts per day in
first-quarter 2018, up 39 percent from first-quarter 2017.
Highlights include:
- Record Gold futures ADV, up 43 percent to 382,000
contracts
- Copper futures and options ADV increased 44 percent to 137,000
contracts
- Silver futures and options ADV rose 34 percent to 109,000
contracts
- Copper options open interest reached record 21,000 contracts on
March 23, 2018
Interest Rate volume averaged a record 11.9 million contracts
per day in first-quarter 2018, up 30 percent from first-quarter
2017. Highlights include:
- Record Eurodollar futures ADV, up 31 percent to 4.1 million
contracts
- Record daily open interest for Eurodollar futures of more than
17.8 million on March 15, 2018
- Record Interest Rate options ADV, up 29 percent to 3.1 million
contracts
- Record 10-Year U.S. Treasury Note futures ADV, up 24 percent to
1.9 million contracts
- Record 5-Year U.S. Treasury Note futures ADV, up 25 percent to
1.2 million contracts
- Record 2-Year U.S. Treasury Note futures ADV, up 61 percent to
610,000 contracts
- Record Ultra 10-Year U.S. Treasury Note futures ADV, up 99
percent to 206,000 contracts
- Record Ultra Bond futures ADV, up 45 percent to 189,000
contracts
- Electronic Eurodollar options ADV grew 46 percent to 631,000
contracts
- Fed Fund futures ADV rose 12 percent to 283,000 contracts
Agricultural volume averaged 1.6 million contracts per day in
first-quarter 2018, up 26 percent from first-quarter 2017.
Highlights include:
- Record Hard Red Winter Wheat futures ADV, up 68 percent to
74,000 contracts
- Grain and Oilseed futures and options ADV increased 28 percent
to 1.4 million contracts
- Corn futures ADV increased 30 percent to 427,000 contracts
- Ten record daily open interest days for Corn futures,
surpassing 1.8 million contracts open interest on March 16
- Electronic Agricultural options ADV increased 28 percent to
205,000 contracts
Foreign Exchange volume averaged a record 1.1 million contracts
per day in first-quarter 2018, up 23 percent from first-quarter
2017. Highlights include:
- Euro FX futures and options ADV grew 32 percent to 330,000
contracts
- British pound futures and options ADV increased 18 percent to
156,000 contracts
- Australian dollar futures and options ADV grew 38 percent to
133,000 contracts
Energy volume averaged a record 2.8 million contracts per day in
first-quarter 2018, up 10 percent from first-quarter 2017.
Highlights include:
- Record Heating Oil futures ADV, up 21 percent to 198,000
contracts
- WTI Crude Oil futures and options ADV grew 16 percent to 1.5
million contracts, including 18 percent growth for WTI futures ADV
of 1.3 million contracts
- Henry Hub Natural Gas futures and options ADV increased 11
percent to 664,000 contracts
- Energy options ADV grew 6 percent to a record 351,000
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
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
1Q
2018
|
1Q
2017
|
|
Trading
Days
|
61
|
62
|
|
|
|
|
|
PRODUCT
LINE
|
1Q
2018
|
1Q
2017
|
Percent
Change
|
Interest
Rates
|
11,948
|
9,169
|
29%
|
Equity
Indexes
|
4,096
|
2,766
|
47%
|
Foreign Exchange
(FX)
|
1,100
|
894
|
23%
|
Energy
|
2,754
|
2,496
|
10%
|
Agricultural
Commodities
|
1,593
|
1,261
|
27%
|
Metals
|
713
|
512
|
39%
|
Total
|
22,204
|
17,098
|
29%
|
|
|
|
|
VENUE
|
1Q
2018
|
1Q
2017
|
Percent
Change
|
Open
outcry
|
1,556
|
1,362
|
14%
|
CME Globex
|
19,796
|
14,947
|
32%
|
Privately
negotiated
|
851
|
789
|
8%
|
|
|
|
|
|
|
|
|
|
|
|
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
Mar
2018
|
Mar
2017
|
|
Trading
Days
|
21
|
23
|
|
|
|
|
|
PRODUCT
LINE
|
Mar
2018
|
Mar
2017
|
Percent
Change
|
Interest
Rates
|
10,713
|
8,702
|
23%
|
Equity
Indexes
|
4,410
|
3,189
|
38%
|
Foreign Exchange
(FX)
|
1,120
|
978
|
15%
|
Energy
|
2,352
|
2,465
|
-5%
|
Agricultural
Commodities
|
1,546
|
1,113
|
39%
|
Metals
|
683
|
491
|
39%
|
Total
|
20,824
|
16,937
|
23%
|
|
|
|
|
VENUE
|
Mar
2018
|
Mar
2017
|
Percent
Change
|
Open
outcry
|
1,395
|
1,384
|
1%
|
CME Globex
|
18,710
|
14,778
|
27%
|
Privately
negotiated
|
719
|
775
|
-7%
|
|
|
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Mar-18
|
Feb-18
|
Jan-18
|
Dec-17
|
Interest
Rates
|
11,948
|
10,699
|
8,673
|
7,970
|
Equity
Indexes
|
4,096
|
3,608
|
2,911
|
2,632
|
Foreign Exchange
(FX)
|
1,100
|
1,069
|
1,011
|
941
|
Energy
|
2,754
|
2,771
|
2,732
|
2,489
|
Agricultural
Commodities
|
1,593
|
1,446
|
1,315
|
1,278
|
Metals
|
713
|
662
|
684
|
616
|
Total
|
22,204
|
20,254
|
17,326
|
15,925
|
|
|
|
|
|
VENUE
|
Mar-18
|
Feb-18
|
Jan-18
|
Dec-17
|
Open
outcry
|
1,556
|
1,412
|
1,127
|
1,066
|
Electronic
|
19,796
|
18,032
|
15,509
|
14,265
|
Privately
negotiated
|
851
|
810
|
690
|
594
|
|
|
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Feb-18
|
Jan-18
|
Dec-17
|
Nov-17
|
Interest
Rates
|
0.476
|
0.471
|
0.467
|
0.464
|
Equity
Indexes
|
0.796
|
0.785
|
0.768
|
0.736
|
Foreign Exchange
(FX)
|
0.766
|
0.789
|
0.785
|
0.784
|
Energy
|
1.137
|
1.120
|
1.133
|
1.114
|
Agricultural
Commodities
|
1.246
|
1.255
|
1.251
|
1.254
|
Metals
|
1.362
|
1.333
|
1.315
|
1.299
|
Total
|
0.723
|
0.738
|
0.736
|
0.723
|
|
|
|
|
|
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, Chicago Board of
Trade, KCBT and Kansas City 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
View original
content:http://www.prnewswire.com/news-releases/cme-group-reaches-highest-ever-quarterly-average-daily-volume-of-222-million-contracts-for-first-quarter-2018-300623145.html
SOURCE CME Group