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CME Group Averaged 15.7 Million Contracts Per Day in April 2019

Published: 2019-05-02 11:30:00 ET
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CHICAGO, May 2, 2019 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 15.7 million contracts during April 2019, compared to 17 million contracts in April 2018. Open interest (OI) at the end of April was 132 million contracts, up 14% from year-end 2018 and up 5% from April 2018.

Interest Rate volume averaged 8.1 million contracts per day in April 2019, up 5% from April 2018. Highlights include:

  • U.S. Treasury futures and options ADV increased 7% to 3.9 million contracts
  • Eurodollar options averaged 1.4 million contracts per day, up 17%
  • Fed Fund futures ADV rose 32% to 287,000 contracts
  • Weekly Treasury options ADV increased 69% to 184,000 contracts
  • Ultra U.S. Treasury Bond futures and options ADV increased 4% to 118,000 contracts

Options volume averaged 3.4 million contracts per day in April 2019, down 2% from April 2018. Highlights include:

  • Record Lean Hog options OI of 417,000 contracts on April 15
  • Interest Rate options ADV grew 20% to 2.3 million contracts
  • Livestock options ADV rose 28% to 29,000 contracts

Energy volume averaged 2.5 million contracts per day in April 2019, down 5% from April 2018. Highlights include:

  • Gasoline futures and options ADV rose 29% to 255,000 contracts

Agricultural volume averaged 1.6 million contracts per day in April 2019, down 10% from April 2018. Highlights include:

  • Corn futures ADV grew 1% to 493,000 contracts
  • Livestock futures ADV increased 21% to 150,000 contracts
  • Lean Hog futures and options ADV grew 52% to 85,000 contracts
  • Live Cattle futures and options ADV rose 5% to 80,000 contracts
  • Hard Red Winter Wheat futures and options ADV increased 3% to 77,000 contracts

Foreign Exchange volume averaged 747,000 contracts per day in April 2019, down 10% from April 2018. Highlights include:

  • Australian dollar futures and options ADV increased 1% to 99,000 contracts
  • Swiss franc futures and options ADV rose 2% to 25,000 contracts

Metals volume averaged 528,000 contracts per day in April 2019, down 23% from April 2018. Highlights include:

  • Record Copper options daily volume of 14,000 contracts on April 23

Equity Index volume averaged 2.3 million contracts per day in April 2019, down 32% from April 2018. Highlights include:

  • E-mini Russell 2000 futures and options ADV rose 1% to 109,000 contracts
  • Bitcoin futures and options ADV increased 165% to 10,000 contracts

BrokerTec fixed income trading activity highlights, in terms of average daily notional value, include: 

  • European Repo average daily notional value increased 10% to €281 billion
  • U.S. Repo average daily notional value increased 6% to $247 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 ratesequity indexesforeign exchangeenergyagricultural 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