CME Group FX trading volumes down 15% MoM in July


cme group fx volumes

Derivatives marketplace operator CME Group Inc (NASDAQ:CME) today announced that July 2017 average daily volume (ADV) reached 14 million contracts, down 1 percent compared with July 2016. CME Group July 2017 options volume averaged 2.9 million contracts per day, down 8 percent versus July 2016, with electronic options averaging 2 million contracts per day, up 21 percent over the same period last year. Open interest at the end of July was 113 million contracts, up 9 percent from the end of July 2016.

Agricultural volume averaged 1.6 million contracts per day in July 2017, up 22 percent from July 2016. Highlights include:

Grew Corn futures and options ADV 34 percent to 582,000 contracts
Increased Agricultural options ADV 12 percent to 357,000 contracts
Grew Soybean Oil, Soybean Meal and Wheat futures and options ADV 11 percent, 17 percent and 41 percent, respectively
Achieved 51 percent growth in Hard Red Winter Wheat futures and options ADV

Foreign Exchange volume averaged 863,000 contracts per day in July 2017 (compared to June’s 1,014,000 is up 15%), up 19 percent from July 2016. Highlights include:

Reached Euro FX futures and options ADV of 222,000 contracts, up 38 percent
Grew Australian Dollar futures and options ADV 6 percent to 98,000 contracts
Increased ADV of Emerging Market currency pairs futures and options, with South African Rand up 417 percent, Indian Rupee up 137 percent, Brazilian Real up 37 percent and Russian Ruble up 18 percent

Energy volume averaged 2.6 million contracts per day in July 2017, up 18 percent from July 2016. Highlights include:

  • Grew WTI Crude Oil futures and options ADV 38 percent to 1.6 million contracts, including WTI Crude Oil futures growth of 46 percent to 1.4 million contracts
  • Increased electronic Natural Gas futures and options ADV 12 percent to 430,000 contracts
  • Grew Refined Products futures and options ADV 16 percent to 401,000 contracts
  • Reached Gasoline futures ADV of 207,000 contracts, up 19 percent
  • Achieved Heating Oil futures and options ADV of 182,000 contracts, up 17 percent

Metals volume averaged 550,000 contracts per day in July 2017, up 9 percent from July 2016. Highlights include:

  • Grew Gold futures and options ADV 5 percent to 342,000 contracts, including Gold options ADV of 40,000 contracts, up 35 percent
  • Increased Silver futures and options ADV 22 percent to 98,000 contracts
  • Achieved 15 percent growth for base metals, including Copper futures and options, which averaged more than 87,000 contracts per day, up 15 percent
  • Hit record open interest in Copper futures of 319,000 contracts at end of the month

Interest rate volume averaged 6.3 million contracts per day in July 2017, down 8 percent from July 2016. Highlights include:

  • Increased Treasury futures and options ADV 15 percent to 3.3 million contracts, including 49 percent growth in Treasury options ADV, with a record 81 percent traded electronically
  • Achieved 52 percent growth in Weekly Treasury options ADV
  • Grew electronic Eurodollar options ADV 18 percent to 343,000 contracts, with 41 percent of overall Eurodollar options volume executed electronically, a monthly record
  • Achieved 27 percent growth in Fed Funds futures ADV
  • Increased Ultra 10-Year Treasury Note futures and options 53 percent to 95,000 contracts and reached open interest of 410,000 contracts on July 28, 2017

Equity Index volume averaged 2.1 million contracts per day in July 2017, down 19 percent from July 2016. Highlights include:

  • Increased Equity Index options ADV 7 percent through July year to date, to 664,000 contracts
  • Grew E-mini Nasdaq 100 futures and options ADV 45 percent to 290,000 contracts
  • Traded an average of 78,000 Monday and Wednesday Weekly S&P 500 options (E-mini and Standard) year to date through July, which accounted for 12 percent of total Equity Index options ADV during the same timeframe

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CME Group FX trading volumes down 15% MoM in July

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