CME Group’s volumes continue to go higher in May 2018


Back in the beginning of April, derivatives marketplace CME Group Inc (NASDAQ:CME) has reached an all-time high quarterly average daily volume (ADV) of 22.2 million contracts during first-quarter 2018, up 30% from first-quarter 2017. The numbers continue to increase, as today the company has announced it reached average daily volume (ADV) of 20.1 million contracts during May 2018, up 22% from May 2017. Open interest at the end of May was 126 million contracts, an increase of 2 percent from the end of May 2017, and up 16 percent from year-end 2017.

May volume was buoyed by an all-time daily volume record of 51.9 million contracts traded on May 29.

Foreign Exchange volume averaged 1.1 million contracts per day in May 2018, up 34 percent from May 2017. Highlights include:

  • Euro FX futures and options ADV grew 68 percent to 378,000 contracts
  • British pound futures and options ADV increased 20 percent to 140,000 contracts
  • Australian dollar futures and options ADV grew 28 percent to 123,000 contracts
  • Canadian dollar futures and options ADV rose 25 percent to 97,000 contracts

Interest Rate volume averaged 11.6 million contracts per day in May 2018, up 30 percent from May 2017. Highlights include:

  • Record daily volume for Interest Rate futures and options of 39.6 million contracts on May 29, including records across Treasury futures, Fed Fund futures and Ultra 10-Year Treasury futures
  • Record daily open interest for Ultra Treasury Bond futures of 1.1 million contracts on May 24
  • Treasury futures and options ADV increased 42 percent to 6.9 million contracts, including 39 percent growth in Treasury futures to 5.9 million contracts and 56 percent growth in Treasury options to 1 million contracts
  • Eurodollar futures and options ADV rose 15 percent to 4.4 million contracts
    Fed Fund futures ADV grew 36 percent to 332,000 contracts
  • Ultra 10-Year U.S. Treasury Note futures and options ADV rose 105 percent to 258,000 contracts
  • Ultra U.S. Treasury Bond futures and options ADV increased 48 percent to 268,000 contracts

Metals volume averaged 674,000 contracts per day in May 2018, up 25 percent from May 2017. Highlights include:

  • Gold futures and options ADV grew 34 percent to 447,000 contracts
  • Copper futures and options ADV increased 38 percent to 117,000 contracts

Agricultural volume averaged 1.4 million contracts per day in May 2018, up 22 percent from May 2017. Highlights include:

  • Record daily open interest for Corn futures of 1.97 million contracts on May 30
  • Grain and Oilseed futures and options ADV increased 28 percent to 1.3 million contracts
  • Corn futures and options ADV increased 32 percent to 484,000 contracts
  • Soybean futures and options ADV grew 27 percent to 295,000 contracts
  • Hard Red Winter Wheat futures and options ADV rose 20 percent to 58,000 contracts

Equity Index volume averaged 2.6 million contracts per day in May 2018, up 12 percent from May 2017. Highlights include:

  • E-mini NASDAQ 100 futures and options ADV grew 47 percent to 358,000 contracts
  • E-mini Dow futures and options averaged 201,000 contracts per day, up 72 percent

Options volume averaged 3.6 million contracts per day in May 2018, up 5 percent from May 2017. Highlights include:

  • Interest Rate options ADV increased 12 percent to 2.3 million contracts
  • Weekly Treasury options ADV rose 27 percent to 142,000 contracts
  • Agricultural options ADV grew 27 percent to 303,000 contracts, including a 28 percent increase in electronic options to 229,000 contracts
  • FX options ADV rose 12 percent to 83,000 contracts
  • Metals options ADV grew 12 percent to 54,000 contracts

Energy volume averaged 2.7 million contracts per day in May 2018, up 1 percent from May 2017. Highlights include:

  • Record daily open interest for RBOB physical gasoline futures of 501,000 contracts on May 22
  • Record daily open interest for Brent futures of 229,000 contracts on May 25
  • Crude Oil futures and options ADV increased 7 percent to 1.8 million contracts
  • WTI Crude Oil futures ADV grew 13 percent to 1.4 million contracts
  • Refined products futures and options ADV rose 8 percent to 424,000 contracts
  • Heating Oil futures and options ADV increased 11 percent to 199,000 contracts

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CME Group's volumes continue to go higher in May 2018

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