CME Group reports FX volumes down 19% MoM in April


Derivatives marketplace operator CME Group Inc (NASDAQ:CME) today announced that April 2017 average daily volume (ADV) reached 16.3 million contracts, up 18% from April 2016.

Highlights for April 2017 include:

  • FX volume was 788,000 contracts in April – down 19% from March 2017 (or 978,000 contracts),
  • options volume averaged 4 million contracts per day, up 52% versus April 2016, with electronic options averaging 2.4 million contracts per day, up 53% over the same period last year.
  • Open interest at the end of April was 121 million contracts, up 10% from the end of April 2016.

Full exchange results can be found below:

Interest rate volume averaged 8.3 million contracts per day in April 2017, up 50 percent from April 2016. Highlights include:

  • Grew Eurodollar futures and options ADV 57 percent to 4.5 million contracts, this includes Eurodollar options ADV of 1.8 million contracts, up 98 percent; the proportion of these trades executed electronically reached 32 percent, a monthly record
  • Increased Treasury futures and options ADV 40 percent to 3.6 million contracts, including 93 percent growth in Treasury options ADV, the second highest monthly ADV, with a record 81 percent traded electronically
  • Reached record level of Large Open Interest Holders (LOIH) of 1,837 in Interest Rate futures as of April 11, 2017, up 11 percent from the 2016 annual average of 1,649
  • Increased Ultra 10-Year Treasury Note Futures open interest to nearly 350,000 contracts, including more than 61 large open interest holders with positions of at least 2,000 contracts each

Metals volume averaged 548,000 contracts per day in April 2017, up 25 percent from April 2016. Highlights include:

  • Grew Gold futures and options ADV 30 percent to 289,000 contracts
  • Increased Silver futures ADV 18 percent to 112,000 contracts
  • Achieved 24 percent year-over-year growth for base metals for the month, including Copper futures and options, which averaged nearly 120,000 contracts per day, up 24 percent from April 2016

Energy volume averaged 2.5 million contracts per day in April 2017, up 3 percent from April 2016. Highlights include:

  • Grew WTI Crude Oil futures and options ADV 1 percent to 1.4 million contracts, including WTI Crude Oil options growth of 14 percent to 224,000 contracts
  • Increased Natural Gas futures and options ADV 4 percent to 566,000 contracts, with 6 percent growth in electronic Natural Gas futures and options ADV
  • Grew Refined Products futures and options ADV 7 percent to 379,000 contracts
  • Reached Gasoline futures and options ADV of 202,000 contracts, up 16 percent
    Achieved Henry Hub Natural Gas options ADV of 115,000 contracts, up 26 percent

Foreign Exchange volume averaged 788,000 contracts per day in April 2017, up 2 percent from April 2016. Highlights include:

  • Increased Japanese Yen futures and options ADV 11 percent to 163,000 contracts
  • Grew British Pound futures and options ADV 4 percent to 109,000 contracts
    Increased ADV of Emerging Market currency pairs futures and options, with
  • South African Rand up 364 percent, Russian Ruble up 66 percent and Brazilian Real up 11 percent

Equity Index volume averaged 2.6 million contracts per day in April 2017, down 4 percent from April 2016. Highlights include:

  • Increased Equity Index options ADV 27 percent to 692,000 contracts
  • Grew April 2017 E-mini S&P 500 options 31 percent to 638,000 contracts, including 185 percent growth in E-mini S&P 500 weekly options and 25 percent growth in E-mini S&P 500 end-of-month (EOM) options
  • Traded more than 615,000 Monday Weekly S&P 500 options (E-mini and Standard) contracts in just one month since their April 3 launch; the recently launched Monday and Wednesday Weekly S&P 500 options (E-mini and Standard) made up 12 percent of the total Equity Index options ADV in April

Agricultural volume averaged 1.6 million contracts per day in April 2017, down 19 percent from April 2016. Highlights include:

  • Achieved 29 percent growth in Hard Red Winter Wheat futures and options ADV
  • Grew Live Cattle futures and options ADV 19 percent, and reached Live Cattle futures open interest record of 428,233 contracts on April 28, 2017

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CME Group reports FX volumes down 19% MoM in April

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