CHICAGO, — CME Group, the world’s leading
and most diverse derivatives marketplace, today announced it reached
an all-time high monthly average daily volume (ADV) of 27.3 million
contracts during February 2018, up 48 percent from February 2017. This
milestone surpasses the prior peak of 20.9 million contracts in
November 2016 by 31 percent. During 2018 to date, there were 26
trading days with volume above 20 million contracts, compared with
four days during the same period in 2017. Open interest at the end of
February was 130 million contracts, an increase of 11 percent from the
end of February 2017, and up 21 percent from year-end 2017.
Equity Index volume averaged 4.9 million contracts per day in February
2018, up 93 percent from February 2017. Highlights include:
— Record Equity Index options ADV, up 98 percent to 1.5 million
contracts, including 74 percent growth in E-mini S&P 500 Weekly
options and 161 percent growth in E-mini S&P 500 End-of-Month (EOM)
options
— Record E-mini Dow futures ADV, up 181 percent to 348,000 contracts
— E-mini S&P 500 futures and options ADV grew 74 percent to 3.6
million contracts
— E-mini Nasdaq 100 futures and options ADV rose 192 percent to
547,000 contracts
— E-mini Russell 2000 futures and options averaged 162,000 contracts
per day, up from an average 110,000 contracts during January 2018
— Monday and Wednesday Weekly S&P 500 options (E-mini and Standard)
traded an average 144,000 contracts per day, up from an average 91,000
contracts per day in January 2018
Options volume averaged 6.1 million contracts per day in February
2018, up 59 percent from February 2017. Highlights include:
— Second consecutive monthly ADV record of 6.1 million contracts,
surpassing previous record of 4.5 million contracts in January 2018
— Record electronic options ADV of 3.8 million contracts, up 76
percent
Interest Rate volume averaged a record 15.8 million contracts per day
in February 2018, up 50 percent from February 2017. Highlights
include:
— Record Eurodollar futures ADV, up 59 percent to 4.8 million
contracts
— Record Interest Rate options ADV, up 58 percent to 3.9 million
contracts
— Record daily open interest for Eurodollar futures of more than 17
million on February 28
— Record 10-Year U.S. Treasury Note futures ADV, up 33 percent to 2.7
million contracts
— Treasury futures and options ADV rose 48 percent to 8.2 million
contracts
— Record monthly ADV across 10-Year, 5-Year and 2-Year U.S. Treasury
Note futures, as well as Ultra 10-Year Treasury Note futures and Ultra
30-Year Treasury Bond futures Record monthly ADV across the 5-Year,
10-Year and 30-Year U.S. Treasury Note options
— Eurodollar options ADV increased 47 percent to 2.5 million
contracts
— Electronic Eurodollar options ADV grew 55 percent to 735,000
contracts
— Fed Fund futures ADV rose 11 percent to 371,000 contracts
Foreign Exchange volume averaged 1.1 million contracts per day in
February 2018, up 42 percent from February 2017. Highlights include:
— Euro FX futures and options ADV grew 41 percent to 307,000
contracts
— Japanese yen futures and options ADV rose 23 percent to 198,000
contracts
— British pound futures and options ADV increased 39 percent to
158,000 contracts
— Australian dollar futures and options ADV grew 68 percent to
142,000 contracts
Metals volume averaged 690,000 contracts per day in February 2018, up
32 percent from February 2017. Highlights include:
— Gold futures and options ADV grew 38 percent to 380,000 contracts
— Copper futures and options ADV increased 28 percent to 159,000
contracts
— Silver futures and options ADV rose 21 percent to 121,000 contracts
— Record Copper options ADV, up more than 400 percent to 1,100
contracts
Agricultural volume averaged a record 2 million contracts per day in
February 2018, up 29 percent from February 2017. Highlights include:
— Record Soft Red Winter Wheat futures ADV, up 17 percent to 196,000
contracts
— Record Hard Red Winter Wheat futures ADV, up 77 percent to 99,000
contracts
— Fifteen record daily open interest days for Hard Red Winter Wheat
options, surpassing 95,000 contracts open interest on February 22
— Record Corn futures ADV, up 29 percent to 569,000 contracts
— Grain and Oilseed futures and options ADV increased 30 percent to
1.8 million contracts
— Electronic Agricultural options ADV increased 22 percent to 205,000
contracts
Energy volume averaged 2.8 million contracts per day in February 2018,
up 13 percent from February 2017, representing the second-highest
monthly ADV ever. Highlights include:
— WTI Crude Oil futures and options ADV grew 33 percent to 1.7
million contracts, including 31 percent growth for WTI futures ADV of
1.4 million contracts, representing the second-highest monthly ADV
ever
— Energy options ADV grew 18 percent to 352,000 contracts
— Heating Oil futures and options ADV rose 15 percent to 205,000
contracts