CHICAGO, Nov. 4, 2019 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 17 million contracts during October 2019, down 17% from October 2018. Open interest (OI) at the end of October was 132 million contracts, up 3% from October 2018, and up 14% from year-end 2018.
Metals volume averaged 633,000 contracts per day in October 2019, up 11% from October 2018. Highlights include:
Agricultural volume averaged 1.3 million contracts per day in October 2019, up 3% from October 2018. Highlights include:
Energy volume averaged 2.3 million contracts per day in October 2019, down 9% from October 2018. Highlights include:
Foreign Exchange volume averaged 804,000 contracts per day in October 2019, down 11% from October 2018. Highlights include:
Options volume averaged 3.8 million contracts per day in October 2019, down 15% from October 2018. Highlights include:
Interest Rate volume averaged 8.6 million contracts per day in October 2019, down 19% from October 2018. Highlights include:
Equity Index volume averaged 3.4 million contracts per day in October 2019, down 29% from October 2018. Highlights include:
BrokerTec fixed income trading activity 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
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
Average Rate Per Contract (In dollars)
BrokerTec Fixed Income and EBS Foreign Exchange Average Daily Notional Volume (in billion USD unless otherwise stated, single count)
BrokerTec Fixed Income and EBS Foreign Exchange 3-Month Trailing Average Revenue (U.S. dollars in millions)2
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
View original content:http://www.prnewswire.com/news-releases/cme-group-averaged-17-million-contracts-per-day-in-october-2019-300950253.html
SOURCE CME Group