CME Group reports 17.9 million contracts for May

Derivatives marketplace CME Group released its monthly metrics for May.

The company reached average daily volume (ADV) of 17.9 million contracts, almost the same as April when it was 17.8 million. Compared to May last year, the ADV is down 25%.

The open interest at the end of May of 114 million contracts, a 4.8% decrease since last month when it was 119.7 million contracts at the end of April.

CME Group

The company’s monthly metrics highlights from May include Interest Rate ADV of 8.2 million contracts. Equity Index ADV registered 5.2 million contracts, up by 23% YoY. Micro E-mini Equity futures traded 252 million contracts, across all four indices, since their May 2019 launch and E-mini Russell 2000 futures ADV grew 39%. Options ADV were 2.5 million contracts.

In May, energy ADV reached 2.4 million contracts, and agricultural ADV – 1 million contracts. Henry Hub Natural Gas futures ADV rose 54%. Foreign exchange ADV registered 641,000 contracts and metals ADV reached 519,000 contracts.


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