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CME Group Reports All-Time High ADV for March and First-Quarter 2020

Published: 2020-04-02 11:30:00 ET

March ADV reached record 32M contracts

Q1 2020 ADV reached record 27M contracts

CHICAGO, April 2, 2020 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its March and first-quarter 2020 market statistics, showing it reached a record average daily volume (ADV) of 32.1 million contracts during the month of March, up 68% from March 2019. First-quarter 2020 ADV reached a record 27 million contracts, an increase of 45% from first-quarter 2019. Open interest at the end of March was 123 million contracts. Market statistics are available online in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Quarterly ADV highlights across asset classes include:

Record Interest Rate ADV of 13.8 million contracts, up 34% from Q1 2019
Record Equity Index ADV of 6.5 million contracts, up 106% from Q1 2019
Record Options ADV of 5.4 million contracts, up 41% from Q1 2019
Record Energy ADV of 3.2 million contracts, up 38% from Q1 2019
Agricultural ADV of 1.5 million contracts, up 9% from Q1 2019
Foreign Exchange ADV of 1.1 million contracts, up 22% from Q1 2019
Record Metals ADV of 889,000 contracts, up 58% from Q1 2019

March ADV across asset classes include:

Interest Rate ADV of 15.7 million contracts, up 51% from March 2019
Record Equity Index ADV of 8.9 million contracts, up 153% from March 2019
Record Options ADV of 6.3 million contracts, up 54% from March 2019
Record Energy ADV of 3.6 million contracts, up 67% from March 2019
Agricultural ADV of 1.6 million contracts, up 16% from March 2019
Record Foreign Exchange ADV of 1.4 million contracts, up 36% from March 2019
Record Metals ADV of 920,000 contracts, up 55% from March 2019

Additional March highlights include:

Total volume surpassed 25 million contracts for 15 continuous trading days
Record Eurodollar futures ADV of 5 million contracts
Record Micro E-mini Equity futures ADV of 2.3 million contracts
Record WTI Crude Oil futures ADV of 1.9 million contracts
Record Gold futures ADV of 471,000 contracts
Record BrokerTec U.S.Treasury average daily notional value of $246 billion, up 39% from March 2019
EBS Spot FX average daily notional value reached $131 billion, a 58% increase from March 2019

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.

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SOURCE CME Group

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All statements made via social media sites sponsored or maintained by Enhanced Investments and its affiliates are for informational purposes only and do not constitute a comprehensive description of Enhanced Investments' investment advisory services.
Certain investments are not suitable for all investors. Before investing, consider your investment objectives and applicable fees. The rate of return on investments can vary widely over time, especially for long term investments. Investment losses are possible, including the potential loss of all amounts invested. Information provided by Enhanced Investments is for informational and general educational purposes only and is not investment or financial advice.