CME Group Averaged 17 Million Contracts Per Day in October 2019

CME Group, the world’s leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 17 million contracts during October 2019, down 17% from October 2018. Open interest (OI) at the end of October was 132 million contracts, up 3% from October 2018, and up 14% from year-end 2018.

Metals volume averaged 633,000 contracts per day in October 2019, up 11% from October 2018. Highlights include:

Record Gold futures OI of 659,371 contracts on October 25
Gold futures and options ADV increased 29% to 445,000 contracts
Silver futures and options ADV rose 4% to 88,000 contracts
Copper options ADV grew 23% to 2,500 contracts

Agricultural volume averaged 1.3 million contracts per day in October 2019, up 3% from October 2018. Highlights include:

Record Hog options OI of 478,737 contracts on October 15
Grain and Oilseeds futures and options ADV rose 4% to 1.1 million contracts
Corn futures and options ADV increased 3% to 357,000 contracts
Soybean futures ADV grew 19% to 301,000 contracts
Hard Red Winter Wheat futures and options ADV increased 16% to 53,000 contracts

Energy volume averaged 2.3 million contracts per day in October 2019, down 9% from October 2018.

Highlights include:

Refined products futures and options ADV grew 2% to 398,000 contracts
Heating Oil futures and options ADV grew 28% to 223,000 contracts
Brent Crude Oil futures ADV rose 2% to 103,000 contracts

Foreign Exchange volume averaged 804,000 contracts per day in October 2019, down 11% from October 2018. Highlights include:

British pound futures and options ADV increased 33% to 159,000 contracts
Canadian dollar futures and options ADV rose 9% to 87,000 contracts

Options volume averaged 3.8 million contracts per day in October 2019, down 15% from October 2018. Highlights include:

Agricultural options ADV grew 14% to 219,000 contracts
Metals options ADV increased 12% to 70,000 contracts

Interest Rate volume averaged 8.6 million contracts per day in October 2019, down 19% from October 2018. Highlights include:

2-Year U.S. Treasury Note futures and options ADV increased 30% to 599,000 contracts
Electronic Eurodollar options ADV grew 3% to 557,000 contracts
Fed Fund futures ADV rose 28% to 358,000 contracts
5-Year U.S. Treasury Note options ADV increased 55% to 217,000 contracts

Equity Index volume averaged 3.4 million contracts per day in October 2019, down 29% from October 2018. Highlights include:

Micro E-mini Equity futures ADV increased 9%, sequentially, to 574,000 contracts
E-mini Russell 2000 options ADV increased 16% to 3,200 contracts
BrokerTec fixed income trading activity highlights include:

U.S. Repo average daily notional volume increased 3% to $236 billion

Source / More : CME Group

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