CME Group Averaged 20.2 Million Contracts Per Day in Third-Quarter 2019, Up 30% from Third-Quarter 2018

Chicago, (STL.News) – CME Group, the world’s leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 20.2 million contracts during third-quarter 2019, up 30% from third-quarter 2018.  September 2019 volume averaged 19.7 million contracts per day, up 13% from September 2018.  Open interest (OI) at the end of September was 127 million contracts, up 10% from year-end 2018 and up 6% from September 2018.

Metals volume averaged 818,000 contracts per day in September 2019, up 37% from September 2018, and reached its second-highest monthly ADV on record.  Highlights include:

Record Gold futures OI of 659,000 contracts on September 24
Record quarterly Gold futures ADV, up 51% to 469,000 contracts
Record Platinum futures OI of 99,300 contracts on September 13
Record Platinum futures ADV, up 21% to 37,000 contracts
Record Silver options ADV, up 109% to 17,000 contracts
Gold futures and options ADV increased 61% to 549,000 contracts
Silver futures and options ADV rose 57% to 149,000 contracts
Copper options ADV rose 45% to 3,000 contracts
Equity Index volume averaged 4 million contracts per day in September 2019, up 18% from September 2018.  Highlights include:

E-mini S&P 500 futures and options ADV grew 3% to 2.4 million contracts
E-mini Russell 2000 futures and options ADV grew 14% to 214,000 contracts
E-mini Dow futures and options ADV increased 4% to 194,000 contracts
Options volume averaged 4.1 million contracts per day in September 2019, up 16% from September 2018.  Highlights include:

Interest Rate options ADV grew 23% to 2.7 million contracts
Equity Index options ADV rose 9% to 678,000 contracts
Metals options ADV grew 96% to 102,000 contracts
Interest Rate volume averaged 9.9 million contracts per day in September 2019, up 16% from September 2018.  Highlights include:

Record quarterly 2-Year U.S. Treasury Note futures increased 81% to 762,000 contracts
Record quarterly Ultra 10-Year U.S.  Treasury Note futures, up 65% to 267,000 contracts
Record 153,000 SOFR futures contracts traded on September 17
Record SOFR futures ADV of 58,000 contracts
U.S. Treasury futures and options ADV increased 26% to 5.2 million contracts
Eurodollar options ADV grew 14% to 1.5 million contracts
Fed Fund futures ADV rose 129% to 494,000 contracts
Weekly Treasury options ADV increased 10% to 218,000 contracts
Energy volume averaged 2.8 million contracts per day in September 2019, up 10% from September 2018.  Highlights include:

Record 6.4 million Energy futures and options contracts traded on September 16, including a record 3.68 million WTI Crude Oil futures contracts and a record 464,000 NY Harbor ULSD futures contracts
WTI Crude Oil futures and options ADV increased 19% to 1.6 million contracts
Brent Crude Oil futures and options ADV rose 30% to 132,000 contracts
Natural Gas options ADV grew 3% to 120,000 contracts
Foreign Exchange volume averaged 1.1 million contracts per day in September 2019, down 6% from September 2018.  Highlights include:

Record FX Link daily volume of 41,013 contracts, representing $4.27 billion in notional value, on September 18
Japanese yen futures and options ADV rose 9% to 159,000 contracts
Canadian dollar futures and options ADV increased 3% to 101,000 contracts
Agricultural volume averaged 1.2 million contracts per day in September 2019, down 8% from September 2018.  Highlights include:

Livestock futures and options ADV rose 7% to 191,000 contracts
Soybean futures ADV grew 4% to 172,000 contracts
Live Cattle futures and options ADV rose 3% to 88,000 contracts
Hard Red Winter Wheat futures ADV increased 1% to 40,000 contracts
BrokerTec fixed income and EBS foreign exchange trading activity highlights include:

U.S. Treasury average daily notional volume grew 17% to $172 billion
U.S. Repo average daily notional volume increased 28% to $288 billion
European Repo average daily notional volume increased 4% to €281 billion
Spot FX average daily notional volume decreased 10% to $78 billion.

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