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Analysis

2019 might be good for derivatives after a record-breaking 2018 for CME Group

Derivatives marketplace CME Group (CME) on Thursday posted an 18% hike in 2018 average daily volume as it hit a record 19.2 million contracts. In 2018, CME Group saw 91 trading days exceed 20 million contracts, 34 days more than in 2017. Interest rate average daily volume (ADV) for 2018 soared 22% to 9.95 million […]

January 3, 2019 2 min read
Analysis

Derivatives marketplace CME Group (CME) on Thursday posted an 18% hike in 2018 average daily volume as it hit a record 19.2 million contracts. In 2018, CME Group saw 91 trading days exceed 20 million contracts, 34 days more than in 2017. Interest rate average daily volume (ADV) for 2018 soared 22% to 9.95 million […]

· January 3, 2019

Derivatives marketplace CME Group (CME) on Thursday posted an 18% hike in 2018 average daily volume as it hit a record 19.2 million contracts. In 2018, CME Group saw 91 trading days exceed 20 million contracts, 34 days more than in 2017.

Interest rate average daily volume (ADV) for 2018 soared 22% to 9.95 million contracts, while metals ADV jumped 12% to 638,000 contracts. FX ADV rose 9% to a million contracts.

Options ADV for 2018 saw a record 3.9 million contracts, up 14%. This included electronic options ADV rising 20% to 2.6 million contracts.

In the fourth quarter of 2018, the average volume soared 31% to 20.8 million contracts per day.

December 2018 volume averaged 20.2 contracts per day, up 36%. Electronic options ADV grew 39% to 2.7 million contracts in the month, while interest rate options ADV jumped 40% to 2.4 million contracts. Equity Index options ADV soared 48% to 974,000 contracts, while agricultural options ADV inched 2% to 169,000 contracts. Metals options ADV rose 28% to 59,000 contracts.

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Foreign exchange volume averaged a million contracts per day in December 2018, with Canadian dollar futures and options ADV rising 10% to 105,000 contracts, and Japanese yen futures and options inching 7% up to 177,000 contracts.

However, energy volume fell 2% as it averaged 2.3 million contracts per day in December 2018. Even though WTI Crude Oil futures and options ADV jumped 18% to 1.5 million contracts, Gasoline futures and options ADV trailed — inching just 1% higher to 174,000 contracts.

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