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CME Group Averaged 20.2 Million Contracts Per Day in Third-Quarter 2019, Up 30% from Third-Quarter 2018

Published: 2019-10-02 11:30:00 ET

CHICAGO, Oct. 2, 2019 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 20.2 million contracts during third-quarter 2019, up 30% from third-quarter 2018. September 2019 volume averaged 19.7 million contracts per day, up 13% from September 2018. Open interest (OI) at the end of September was 127 million contracts, up 10% from year-end 2018 and up 6% from September 2018.

Metals volume averaged 818,000 contracts per day in September 2019, up 37% from September 2018, and reached its second-highest monthly ADV on record. Highlights include:

Record Gold futures OI of 659,000 contracts on September 24
Record quarterly Gold futures ADV, up 51% to 469,000 contracts
Record Platinum futures OI of 99,300 contracts on September 13
Record Platinum futures ADV, up 21% to 37,000 contracts
Record Silver options ADV, up 109% to 17,000 contracts
Gold futures and options ADV increased 61% to 549,000 contracts
Silver futures and options ADV rose 57% to 149,000 contracts
Copper options ADV rose 45% to 3,000 contracts

Equity Index volume averaged 4 million contracts per day in September 2019, up 18% from September 2018. Highlights include:

E-mini S&P 500 futures and options ADV grew 3% to 2.4 million contracts
E-mini Russell 2000 futures and options ADV grew 14% to 214,000 contracts
E-mini Dow futures and options ADV increased 4% to 194,000 contracts

Options volume averaged 4.1 million contracts per day in September 2019, up 16% from September 2018. Highlights include:

Interest Rate options ADV grew 23% to 2.7 million contracts
Equity Index options ADV rose 9% to 678,000 contracts
Metals options ADV grew 96% to 102,000 contracts

Interest Rate volume averaged 9.9 million contracts per day in September 2019, up 16% from September 2018. Highlights include:

Record quarterly 2-Year U.S. Treasury Note futures increased 81% to 762,000 contracts
Record quarterly Ultra 10-Year U.S. Treasury Note futures, up 65% to 267,000 contracts
Record 153,000 SOFR futures contracts traded on September 17
Record SOFR futures ADV of 58,000 contracts
U.S. Treasury futures and options ADV increased 26% to 5.2 million contracts
Eurodollar options ADV grew 14% to 1.5 million contracts
Fed Fund futures ADV rose 129% to 494,000 contracts
Weekly Treasury options ADV increased 10% to 218,000 contracts

Energy volume averaged 2.8 million contracts per day in September 2019, up 10% from September 2018. Highlights include:

Record 6.4 million Energy futures and options contracts traded on September 16, including a record 3.68 million WTI Crude Oil futures contracts and a record 464,000 NY Harbor ULSD futures contracts
WTI Crude Oil futures and options ADV increased 19% to 1.6 million contracts
Brent Crude Oil futures and options ADV rose 30% to 132,000 contracts
Natural Gas options ADV grew 3% to 120,000 contracts

Foreign Exchange volume averaged 1.1 million contracts per day in September 2019, down 6% from September 2018. Highlights include:

Record FX Link daily volume of 41,013 contracts, representing $4.27 billion in notional value, on September 18
Japanese yen futures and options ADV rose 9% to 159,000 contracts
Canadian dollar futures and options ADV increased 3% to 101,000 contracts

Agricultural volume averaged 1.2 million contracts per day in September 2019, down 8% from September 2018. Highlights include:

Livestock futures and options ADV rose 7% to 191,000 contracts
Soybean futures ADV grew 4% to 172,000 contracts
Live Cattle futures and options ADV rose 3% to 88,000 contracts
Hard Red Winter Wheat futures ADV increased 1% to 40,000 contracts

BrokerTec fixed income and EBS foreign exchange trading activity highlights include:

U.S. Treasury average daily notional volume grew 17% to $172 billion
U.S. Repo average daily notional volume increased 28% to $288 billion
European Repo average daily notional volume increased 4% to €281 billion
Spot FX average daily notional volume decreased 10% to $78 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

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.