CME Group Averaged 20.2 Million Contracts Per Day In Third-Quarter 2019, Up 30% From Third-Quarter 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
 

 
• 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
 

 
• 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
 

 
• 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
 

 
• 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
 

• 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
  

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