CHICAGO, Aug. 2, 2018 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 13.5 million contracts during July 2018. Open interest at the end of July was 121 million contracts, a 7 percent increase from the end of July 2017, and up 12 percent from year-end 2017.
Metals volume averaged 642,000 contracts per day in July 2018, up 17 percent from July 2017. Highlights include:
Equity Index volume averaged 2.4 million contracts per day in July 2018, up 13 percent from July 2017. Highlights include:
Interest Rate volume averaged 6.2 million contracts per day in July 2018, down 2 percent from July 2017. Highlights include:
Foreign Exchange volume averaged 840,000 contracts per day in July 2018, down 3 percent from July 2017. Highlights include:
Options volume averaged 2.8 million contracts per day in July 2018, down 5 percent from July 2017. Highlights include:
Energy volume averaged 2.2 million contracts per day in July 2018, down 16 percent from July 2017. Highlights include:
Agricultural volume averaged 1.3 million contracts per day in July 2018, down 18 percent from July 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
|
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||
|
Total Exchange ADV (in thousands) | |||
|
Jul 2018 |
Jul 2017 |
||
|
Trading Days |
21 |
20 |
|
|
PRODUCT LINE |
Jul 2018 |
Jul 2017 |
Percent Change |
|
Interest Rates |
6,151 |
6,279 |
-2% |
|
Equity Indexes |
2,361 |
2,092 |
13% |
|
Foreign Exchange (FX) |
840 |
863 |
-3% |
|
Energy |
2,188 |
2,610 |
-16% |
|
Agricultural Commodities |
1,348 |
1,642 |
-18% |
|
Metals |
642 |
550 |
17% |
|
Total |
13,530 |
14,036 |
-4% |
|
VENUE |
Jul 2018 |
Jul 2017 |
Percent Change |
|
Open outcry |
845 |
743 |
14% |
|
CME Globex |
12,198 |
12,787 |
-5% |
|
Privately negotiated |
487 |
505 |
-4% |
|
ROLLING THREE-MONTH AVERAGES | ||||
|
Average Daily Volume (In thousands) | ||||
|
3-Month Period Ending | ||||
|
PRODUCT LINE |
Jul-18 |
Jun-18 |
May-18 |
Apr-18 |
|
Interest Rates |
8,703 |
9,200 |
10,019 |
11,253 |
|
Equity Indexes |
2,735 |
3,086 |
3,475 |
4,228 |
|
Foreign Exchange (FX) |
1,037 |
1,035 |
1,019 |
1,010 |
|
Energy |
2,492 |
2,630 |
2,557 |
2,583 |
|
Agricultural Commodities |
1,592 |
1,734 |
1,587 |
1,764 |
|
Metals |
661 |
674 |
680 |
685 |
|
Total |
17,220 |
18,359 |
19,337 |
21,523 |
|
VENUE |
Jul-18 |
Jun-18 |
May-18 |
Apr-18 |
|
Open outcry |
992 |
1,066 |
1,184 |
1,462 |
|
Electronic |
15,615 |
16,644 |
17,482 |
19,293 |
|
Privately negotiated |
613 |
649 |
671 |
768 |
|
Average Rate Per Contract (In dollars) | ||||
|
3-Month Period Ending | ||||
|
PRODUCT LINE |
Jun-18 |
May-18 |
Apr-18 |
Mar-18 |
|
Interest Rates |
0.491 |
0.478 |
0.472 |
0.464 |
|
Equity Indexes |
0.797 |
0.785 |
0.776 |
0.781 |
|
Foreign Exchange (FX) |
0.741 |
0.759 |
0.755 |
0.762 |
|
Energy |
1.142 |
1.148 |
1.159 |
1.140 |
|
Agricultural Commodities |
1.274 |
1.267 |
1.259 |
1.246 |
|
Metals |
1.403 |
1.395 |
1.397 |
1.367 |
|
Total |
0.757 |
0.733 |
0.721 |
0.706 |
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.
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SOURCE CME Group