CHICAGO, July 3, 2018 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 18.4 million contracts during the second quarter of 2018, up 12 percent from the second quarter of 2017. June 2018 ADV reached 17.8 million contracts, up 8 percent from June 2017. Open interest at the end of June was 115 million contracts, an increase of 2 percent from the end of June 2017, and up 6 percent from year-end 2017.
Metals volume averaged 674,000 contracts per day in the second quarter of 2018, up 27 percent from the second quarter of 2017. Highlights include:
Foreign Exchange volume averaged 1 million contracts per day in the second quarter of 2018, up 18 percent from the second quarter of 2017. Highlights include:
Agricultural volume averaged a record 1.7 million contracts per day in the second quarter of 2018, up 16 percent from the second quarter of 2017. Highlights include:
Equity Index volume averaged 3.1 million contracts per day in the second quarter of 2018, up 14 percent from the second quarter of 2017. Highlights include:
Interest Rate volume averaged 9.2 million contracts per day in the second quarter of 2018, up 12 percent from the second quarter of 2017. Highlights include:
Energy volume averaged 2.6 million contracts per day in the second quarter of 2018, in line with the second quarter of 2017. Highlights include:
Options volume averaged 3.5 million contracts per day in the second quarter of 2018, down 2 percent from the second quarter of 2017. Highlights include:
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) | |||||
2Q 2018 |
2Q 2017 |
||||
Trading Days |
64 |
63 |
|||
PRODUCT LINE |
2Q 2018 |
2Q 2017 |
Percent Change | ||
Interest Rates |
9,200 |
8,210 |
12% | ||
Equity Indexes |
3,086 |
2,707 |
14% | ||
Foreign Exchange (FX) |
1,035 |
879 |
18% | ||
Energy |
2,630 |
2,632 |
0% | ||
Agricultural Commodities |
1,734 |
1,491 |
16% | ||
Metals |
674 |
533 |
27% | ||
Total |
18,359 |
16,453 |
12% | ||
VENUE |
2Q 2018 |
2Q 2017 |
Percent Change | ||
Open outcry |
1,066 |
1,115 |
-4% | ||
CME Globex |
16,644 |
14,582 |
14% | ||
Privately negotiated |
649 |
756 |
-14% |
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV (in thousands) | |||||
Jun 2018 |
Jun 2017 |
||||
Trading Days |
21 |
22 |
|||
PRODUCT LINE |
Jun 2018 |
Jun 2017 |
Percent Change | ||
Interest Rates |
8,216 |
7,457 |
10% | ||
Equity Indexes |
3,226 |
3,162 |
2% | ||
Foreign Exchange (FX) |
1,167 |
1,014 |
15% | ||
Energy |
2,576 |
2,674 |
-4% | ||
Agricultural Commodities |
1,994 |
1,735 |
15% | ||
Metals |
666 |
512 |
30% | ||
Total |
17,845 |
16,555 |
8% | ||
VENUE |
Jun 2018 |
Jun 2017 |
Percent Change | ||
Open outcry |
1,035 |
970 |
7% | ||
CME Globex |
16,156 |
14,816 |
9% | ||
Privately negotiated |
653 |
769 |
-15% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jun-18 |
May-18 |
Apr-18 |
Mar-18 |
Interest Rates |
9,200 |
10,019 |
11,253 |
11,948 |
Equity Indexes |
3,086 |
3,475 |
4,228 |
4,096 |
Foreign Exchange (FX) |
1,035 |
1,019 |
1,010 |
1,100 |
Energy |
2,630 |
2,557 |
2,583 |
2,754 |
Agricultural Commodities |
1,734 |
1,587 |
1,764 |
1,593 |
Metals |
674 |
680 |
685 |
713 |
Total |
18,359 |
19,337 |
21,523 |
22,204 |
VENUE |
Jun-18 |
May-18 |
Apr-18 |
Mar-18 |
Open outcry |
1,066 |
1,184 |
1,462 |
1,556 |
Electronic |
16,644 |
17,482 |
19,293 |
19,796 |
Privately negotiated |
649 |
671 |
768 |
851 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
May-18 |
Apr-18 |
Mar-18 |
Feb-18 |
Interest Rates |
0.478 |
0.472 |
0.464 |
0.476 |
Equity Indexes |
0.785 |
0.776 |
0.781 |
0.796 |
Foreign Exchange (FX) |
0.759 |
0.755 |
0.762 |
0.766 |
Energy |
1.148 |
1.159 |
1.140 |
1.137 |
Agricultural Commodities |
1.267 |
1.259 |
1.246 |
1.246 |
Metals |
1.395 |
1.397 |
1.367 |
1.362 |
Total |
0.733 |
0.721 |
0.706 |
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 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
SOURCE CME Group
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