CME Group, the world's leading and most diverse derivatives marketplace, today reported April 2020 market statistics, showing it reached average daily volume (ADV) of 17.8 million contracts during the month. Open interest at the end of April was 119.7 million contracts. Market statistics are available online in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.
April ADV across asset classes include:
- Interest Rate ADV of 6.8 million contracts
- Equity Index ADV of 5.1 million contracts
- Energy ADV of 3.4 million contracts
- Options ADV of 3.3 million contracts
- Agricultural ADV of 1.4 million contracts
- Foreign Exchange ADV of 581,000 contracts
- Metals ADV of 505,000 contracts
Additional April product highlights include:
- Overall ADV grew 13% from April 2019
- Equity Index ADV grew 119% from April 2019
- E-mini S&P 500 futures ADV grew 60%
- Micro E-mini Equity futures ADV of 1.7 million contracts
- Equity Index options ADV grew 33%
- Energy ADV rose 38% from April 2019
- Record WTI Crude Oil futures ADV of 1.9 million contracts
- Henry Hub Natural Gas futures ADV grew 60%
- Energy options ADV grew 39%
- Metals options ADV grew 15% compared to April 2019, including Gold options growth of 19%
