CME Group’s Volume Increases
CME Group, the world’s largest derivatives exchange, posted an average daily volume of 15.9 million contracts in August 2018, up 18% from the prior month. Open interest increased by 13% since year-end 2017. See below for some highlights of volume increases vs. August of 2017.
Interest Rate Volume:
-Averaged 8.6 million contracts per day in August, up 11% from August 2017.
-U.S. Treasury futures & options ADV grew 18%
-Eurodollar options ADV increased 4%
-Ultra U.S. Treasury Bond futures & options ADV rose 31%
-Ultra 10-Year U.S. Treasury Note futures & options ADV increased 44%
-Fed Fund futures ADV rose 18%
Forex Volume:
-British Pound futures & options ADV increased by 11%
-Australian dollar futures & options ADV grew 17%
-Mexican Peso futures & options ADV increased 65%
Agricultural Volume:
-Wheat futures & options ADV rose 28%
-Livestock futures ADV grew 15%
-Lean Hog futures & options ADV increased by 31%
Metals Volume:
-Copper futures & options ADV rose 16%
-Gold options ADV grew 29%
Equity Index Volume:
-E-mini NASDAQ 100 futures ADV grew 1%
-E-mini Dow futures & options increased 5%
-E-mini S&P 500 Wednesday Weekly futures & options ADV increased 7%
-E-mini S&P 500 Monday Weekly futures & options rose 11%