CHICAGO, Feb. 4, 2019 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, reached
average daily volume (ADV) of 17.8 million contracts per day in
January 2019, down 6 percent from
January 2018. Open interest at the
end of January was 122 million contracts, down 1 percent from
January 2018 and up 5 percent from
year-end 2018.
Equity Index volume averaged 3.3 million contracts per day
in January 2019, up 7 percent from
January 2018. Highlights include:
- E-mini S&P 500 futures ADV increased 17 percent to 1.6
million contracts
- E-mini Nasdaq-100 futures and options ADV grew 51 percent to
530,000 contracts
- E-mini Dow futures and options ADV rose 35 percent to 234,000
contracts
- E-mini Russell 2000 futures and options ADV grew 29 percent to
139,000 contracts
- E-mini S&P Select Sector Index futures and options ADV
increased 53 percent to 10,000 contracts
- S&P 500 Wednesday Weekly options ADV rose 56 percent to
4,000 contracts
Interest Rate volume averaged 9.6 million contracts per day
in January 2019, down 1 percent from
January 2018. Highlights include:
- U.S. Treasury futures and options ADV increased 4 percent to
4.6 million contracts, including U.S. Treasury futures ADV, up 5
percent to 3.6 million contracts, and U.S. Treasury options ADV, up
2 percent to 959,000 contracts
- 2-year U.S. Treasury Note futures ADV increased 23 percent to
483,000 contracts
- Fed Fund futures ADV rose 61 percent to 314,000
contracts
- Weekly Treasury options ADV grew 21 percent to 170,000
contracts
- Ultra 10-year U.S. Treasury Note futures and options ADV grew 1
percent to 152,000 contracts
- Ultra U.S. Treasury Bond futures and options ADV increased 3
percent to 135,000 contracts
- SOFR futures ADV grew to 18,400 contracts, the highest since
their May 2018 launch
Options volume averaged 4 million contracts per day in
January 2019, down 12 percent from
January 2018. Highlights include:
- Metals options ADV increased 9 percent to 62,000 contracts
Agricultural volume averaged 1.1 million contracts per day
in January 2019, down 15 percent from
January 2018. Highlights include:
- Livestock futures ADV grew 11 percent to 144,000 contracts
- Live Cattle futures and options ADV increased 4 percent to
87,000 contracts
- Lean Hog futures and options ADV rose 20 percent to 65,000
contracts
Energy volume averaged 2.5 million contracts per day in
January 2019, down 20 percent from
January 2018. Highlights include:
- Record WTI Houston Crude Oil futures daily volume of 2,232
contracts on January 31
- WTI Houston Crude Oil futures ADV grew to 1,000 contracts, the
highest since their November 2018
launch
Foreign Exchange volume averaged 838,000 contracts per day
in January 2019, down 23 percent from
January 2018. Highlights include:
- Russian ruble futures and options ADV grew 120 percent to 2,800
contracts
- South African rand futures and options ADV rose 4 percent to
2,000 contracts
Metals volume averaged 564,000 contracts per day in
January 2019, down 26 percent from
January 2018. Highlights
include:
- Record Copper options ADV, up 152 percent to 2,400
contracts
- Precious Metals options grew 7 percent to 59,000 contracts
- Gold options ADV increased 8 percent to 51,000 contracts
- Silver options ADV rose 2 percent to 7,700 contracts
- Palladium futures and options increased 6 percent to 5,200
contracts
BrokerTec fixed income and EBS foreign
exchange trading activity highlights, in terms of average daily
notional value, include:
- European Repo average daily notional value increased 6 percent
to €257.6 billion
- U.S. Repo average daily notional value increased 4 percent to
$261.3 billion
- U.S. Treasury average daily notional value decreased 1 percent
to $183.5 billion
- Spot FX average daily notional value decreased 17 percent to
$87.1 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)
|
|
|
Jan
2019
|
Jan
2018
|
|
Trading
Days
|
21
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Jan
2019
|
Jan
2018
|
Percent
Change
|
Interest
Rates
|
9,586
|
9,684
|
-1%
|
Equity
Indexes
|
3,260
|
3,048
|
7%
|
Foreign Exchange
(FX)
|
838
|
1,093
|
-23%
|
Energy
|
2,491
|
3,108
|
-20%
|
Agricultural
Commodities
|
1,095
|
1,283
|
-15%
|
Metals
|
564
|
763
|
-26%
|
Total
|
17,832
|
18,979
|
-6%
|
|
VENUE
|
Jan
2019
|
Jan
2018
|
Percent
Change
|
Open
outcry
|
1,322
|
1,343
|
-2%
|
CME Globex
|
15,735
|
16,797
|
-6%
|
Privately
negotiated
|
775
|
839
|
-8%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jan-19
|
Dec-18
|
Nov-18
|
Oct-18
|
Interest
Rates
|
10,575
|
10,919
|
10,436
|
9,332
|
Equity
Indexes
|
4,004
|
4,511
|
3,973
|
3,501
|
Foreign Exchange
(FX)
|
921
|
942
|
972
|
963
|
Energy
|
2,658
|
2,665
|
2,723
|
2,318
|
Agricultural
Commodities
|
1,203
|
1,248
|
1,314
|
1,306
|
Metals
|
544
|
547
|
597
|
598
|
Total
|
19,905
|
20,831
|
20,014
|
18,018
|
|
|
|
|
|
VENUE
|
Jan-19
|
Dec-18
|
Nov-18
|
Oct-18
|
Open
outcry
|
1,178
|
1,128
|
1,096
|
1,050
|
Electronic
|
17,996
|
19,024
|
18,240
|
16,356
|
Privately
negotiated
|
731
|
680
|
678
|
612
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-18
|
Oct-18
|
Sep-18
|
Aug-18
|
Interest
Rates
|
0.476
|
0.480
|
0.493
|
0.491
|
Equity
Indexes
|
0.723
|
0.731
|
0.761
|
0.780
|
Foreign Exchange
(FX)
|
0.711
|
0.719
|
0.743
|
0.738
|
Energy
|
1.143
|
1.157
|
1.187
|
1.181
|
Agricultural
Commodities
|
1.248
|
1.244
|
1.258
|
1.269
|
Metals
|
1.394
|
1.374
|
1.379
|
1.398
|
Total
|
0.705
|
0.714
|
0.753
|
0.767
|
BrokerTec Fixed
Income and EBS Foreign Exchange Average Daily Notional
Value
|
(in billion USD
unless otherwise stated, single count)
|
|
PRODUCT
LINE
|
Jan
2018
|
Jan
2019
|
YoY %
Change
|
Dec
2018
|
MoM %
Change
|
U.S.
Treasury1
|
185.2
|
183.5
|
-1%
|
200.8
|
-9%
|
U.S. Repo
|
252.0
|
261.3
|
4%
|
255.8
|
2%
|
European Repo (in EUR
billions)
|
244.2
|
257.6
|
6%
|
254.5
|
1%
|
Spot FX
|
104.9
|
87.1
|
-17%
|
76.2
|
14%
|
|
12 Month ended
January 31
|
PRODUCT
LINE
|
2018
|
2019
|
%
Change
|
U.S.
Treasury
|
161.3
|
172.8
|
7%
|
U.S. Repo
|
232.0
|
239.0
|
3%
|
European Repo (in EUR
billions)
|
228.8
|
261.1
|
14%
|
Spot FX
|
83.7
|
88.9
|
6%
|
|
[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
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SOURCE CME Group