![](/cdn/assets/images/search/clock.png)
We could not find any results for:
Make sure your spelling is correct or try broadening your search.
Share Name | Share Symbol | Market | Type |
---|---|---|---|
CME Group Inc | NASDAQ:CME | NASDAQ | Common Stock |
Price Change | % Change | Share Price | Bid Price | Offer Price | High Price | Low Price | Open Price | Shares Traded | Last Trade | |
---|---|---|---|---|---|---|---|---|---|---|
1.01 | 0.51% | 198.02 | 197.98 | 198.05 | 199.55 | 197.6601 | 198.29 | 552,892 | 17:27:06 |
CHICAGO, July 2, 2019 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, reached average daily volume (ADV) of 20.9 million contracts during second-quarter 2019, up 14% from second-quarter 2018 and the second-highest quarterly volume on record. June 2019 volume averaged 23.1 million contracts per day, up 29% from June 2018. Open interest (OI) at the end of June was 141 million contracts, up 22% from year-end 2018 and up 23% from June 2018.
CME Group reached multiple quarterly ADV records during Q2. Highlights include: Record non-U.S. ADV, up 24% to 5.4 million contracts
BrokerTec fixed income trading activity highlights include:
Supplemental Disclosure
The Equity Index average rate per contract (RPC) starting in May will be impacted by the significant Micro E-mini equity index futures volume, which launched on May 6. For reference, the Equity Index product line total volume for May was 93,127,399 contracts, while the Micro E-mini total volume was 9,299,092, or 10 percent of the total. The average RPC for the Micro E-mini products in May was approximately $0.05. For the full month of June 2019, the Equity Index product line total volume was 77,405,891 and the Micro E-mini total volume was 8,734,560.
Footnote: To see CME Group daily over-the-counter (OTC) notional cleared volumes and open interest, monthly OTC notional cleared volumes and monthly total trade count, go to http://www.cmegroup.com/education/cme-volume-oi-records.html
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV | |||||
Jun 2019 | Jun 2018 | ||||
Trading Days | 20 | 21 | |||
PRODUCT LINE | Jun 2019 | Jun 2018 | Percent Change | ||
Interest Rates | 12,852 | 8,216 | 56% | ||
Equity Indexes | 3,870 | 3,226 | 20% | ||
Foreign Exchange (FX) | 1,065 | 1,167 | -9% | ||
Energy | 2,477 | 2,576 | -4% | ||
Agricultural Commodities | 2,023 | 1,994 | 1% | ||
Metals | 801 | 666 | 20% | ||
Total | 23,089 | 17,845 | 29% | ||
VENUE | Jun 2019 | Jun 2018 | Percent Change | ||
Open outcry | 1,855 | 1,035 | 79% | ||
CME Globex | 19,948 | 16,156 | 23% | ||
Privately negotiated | 1,286 | 653 | 97% | ||
QUARTERLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV (in thousands) | |||||
2Q 2019 | 2Q 2018 | ||||
Trading Days | 63 | 64 | |||
PRODUCT LINE | 2Q 2019 | 2Q 2018 | Percent Change | ||
Interest Rates | 11,593 | 9,200 | 26% | ||
Equity Indexes | 3,480 | 3,086 | 13% | ||
Foreign Exchange (FX) | 874 | 1,035 | -15% | ||
Energy | 2,498 | 2,630 | -5% | ||
Agricultural Commodities | 1,839 | 1,734 | -6% | ||
Metals | 633 | 674 | -6% | ||
Total | 20,918 | 18,359 | 14% | ||
VENUE | 2Q 2019 | 2Q 2018 | Percent Change | ||
Open outcry | 1,501 | 1,066 | 41% | ||
CME Globex | 18,505 | 16,644 | 11% | ||
Privately negotiated | 912 | 649 | 40% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE | Jun-19 | May-19 | Apr-19 | Mar-19 |
Interest Rates | 11,593 | 10,809 | 9,787 | 10,313 |
Equity Indexes | 3,480 | 3,364 | 2,837 | 3,161 |
Foreign Exchange (FX) | 874 | 870 | 853 | 885 |
Energy | 2,498 | 2,399 | 2,330 | 2,331 |
Agricultural Commodities | 1,839 | 1,621 | 1,556 | 1,381 |
Metals | 633 | 567 | 549 | 561 |
Total | 20,918 | 19,630 | 17,912 | 18,633 |
VENUE | Jun-19 | May-19 | Apr-19 | Mar-19 |
Open outcry | 1,501 | 1,334 | 1,209 | 1,284 |
Electronic | 18,505 | 17,553 | 15,986 | 16,576 |
Privately negotiated | 912 | 743 | 717 | 773 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE | May-19 | Apr-19 | Mar-19 | Feb-19 |
Interest Rates | 0.473 | 0.486 | 0.481 | 0.486 |
Equity Indexes | 0.703 | 0.753 | 0.757 | 0.742 |
Foreign Exchange (FX) | 0.733 | 0.763 | 0.763 | 0.769 |
Energy | 1.136 | 1.157 | 1.159 | 1.173 |
Agricultural Commodities | 1.219 | 1.253 | 1.246 | 1.264 |
Metals | 1.462 | 1.487 | 1.488 | 1.484 |
Total | 0.695 | 0.726 | 0.713 | 0.714 |
BrokerTec Fixed Income and EBS Foreign Exchange Average Daily Notional Value | ||||||||||
(in billion USD unless otherwise stated, single count) | ||||||||||
PRODUCT LINE | Jun 2018 | Jun 2019 | YoY % | May 2019 | MoM % | |||||
U.S. Treasury1 | 156.6 | 199.6 | 27% | 177.6 | 12% | |||||
U.S. Repo | 230.1 | 251.6 | 9% | 263.1 | -4% | |||||
European Repo (in EUR billions) | 269.7 | 279.6 | 4% | 286.1 | -2% | |||||
Spot FX | 95.8 | 88.6 | -7% | 78.4 | 13% | |||||
12 Month ended Jun 30 | ||||||||||
PRODUCT LINE | 2018 | 2019 | % Change | |||||||
U.S. Treasury | 166.7 | 167.6 | 1% | |||||||
U.S. Repo | 243.8 | 242.5 | -1% | |||||||
European Repo (in EUR billions) | 247.5 | 267.9 | 8% | |||||||
Spot FX | 89.7 | 81.5 | -9% | |||||||
[1] Volume information includes UST Benchmarks and Agencies. Off-the-Run securities, including T-Bills, are provided pursuant to an agreement with ICAP Securities USA LLC. |
BrokerTec Fixed Income and EBS Foreign Exchange 3-Month Trailing Average Revenue | ||||
(U.S. dollars in millions)2 | ||||
3-Month Period Ending | ||||
BUSINESS LINE | May-19 | Apr-19 | Mar-19 | Feb-19 |
BrokerTec | 48.4 | 46.9 | 47.6 | 47.3 |
EBS | 48.5 | 46.2 | 48.9 | 48.3 |
[2] This data is representative of the subset of legacy NEX Group plc business revenue that flows into the Clearing and Transaction Fees line of the CME Group Income Statement along with revenue generated by CME Group futures and options volume, as well as over-the-counter swaps cleared. |
As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals. The company offers futures and options on futures trading through the CME Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing. With a range of pre- and post-trade products and services underpinning the entire lifecycle of a trade, CME Group also offers optimization and reconciliation services through TriOptima, and trade processing services through Traiana.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex, and, E-mini are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. BrokerTec, EBS, TriOptima, and Traiana are trademarks of BrokerTec Europe LTD, EBS Group LTD, TriOptima AB, and Traiana, Inc., respectively. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners.
CME-G
View original content:http://www.prnewswire.com/news-releases/cme-group-reaches-second-highest-quarterly-volume-ever-averaging-20-9-million-contracts-per-day-in-second-quarter-2019--300879052.html
SOURCE CME Group
Copyright 2019 PR Newswire
1 Year CME Chart |
1 Month CME Chart |
It looks like you are not logged in. Click the button below to log in and keep track of your recent history.
Support: +44 (0) 203 8794 460 | support@advfn.com
By accessing the services available at ADVFN you are agreeing to be bound by ADVFN's Terms & Conditions