CME Group Exchange ADV Report - Monthly July 2018 Page 1 of 17

Transcription

1 CME Group Exchange Report - Monthly July 2018 Page 1 of 17 FX Futures AD/CD CROSS RATES % % % AD/JY CROSS RATES % % % AD/NE CROSS RATES % % % AUSTRALIAN DOLLAR 94,031 96, % 117, % 113,972 91, % BDI % BP/JY CROSS RATES % % % BP/SF CROSS RATES % % % BRAZIL REAL 5,659 4, % 8, % 6,710 4, % BRITISH POUND 119,113 99, % 143, % 132, , % CANADIAN DOLLAR 67,157 82, % 101, % 85,565 74, % CD/JY CROSS RATES % % % CHINESE RENMINBI (CNH) % % % CZECK KORUNA (EC) CZECK KORUNA (US) EC/AD CROSS RATES % % % EC/CD CROSS RATES % % % EC/NOK CROSS RATES % % % EC/SEK CROSS RATES % % % EFX/BP CROSS RATES 2,753 2, % 7, % 4,088 3, % EFX/JY CROSS RATES 1,911 2, % 7, % 4,224 3, % EFX/SF CROSS RATES 773 2, % 1, % 1,389 1, % E-MICRO AUD/USD 4,726 4, % 4, % 4,773 3, % E-MICRO CAD/USD 679 1, % 1, % % E-MICRO CHF/USD % % % E-MICRO EUR/USD 11,697 8, % 19, % 18,559 12, % E-MICRO GBP/USD 1,608 1, % 1, % 2,369 2, % E-MICRO INR/USD % % % E-MICRO JPY/USD 1,201 1, % 1, % 1,538 2, % E-MINI EURO FX 3,313 4, % 7, % 5,086 4, % E-MINI JAPANESE YEN 727 1, % % 659 1, % EURO FX 215, , % 355, % 281, , % HUNGARIAN FORINT (EC) HUNGARIAN FORINT (US) INDIAN RUPEE 3,105 1, % 4, % 4,260 1, % JAPANESE YEN 132, , % 147, % 152, , % KOREAN WON % % % MEXICAN PESO 60,118 35, % 87, % 68,599 49, % NEW ZEALND DOLLAR 25,252 22, % 31, % 31,612 23, % NKR/USD CROSS RATE % % % POLISH ZLOTY (EC) % % % POLISH ZLOTY (US) % % % RMB USD % % % RUSSIAN RUBLE 1,108 1, % 3, % 2,887 2, % S.AFRICAN RAND 1,797 3, % 2, % 2,182 2, % SF/JY CROSS RATES % SHEKEL % SKR/USD CROSS RATES % % % SWISS FRANC 23,937 30, % 33, % 28,895 25, % TURKISH LIRA % % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

2 CME Group Exchange Report - Monthly July 2018 Page 2 of 17 FX Futures USDZAR FX Options AUD/USD PQO 2pm Fix 4,907 10, % 6, % 6,255 4, % AUSTRALIAN DLR (EU) % AUSTRALIAN DOLLAR , % BRITISH POUND , % BRITISH POUND (EU) % % % CAD/USD PQO 2pm Fix 5,886 11, % 8, % 8,131 5, % CANADIAN DOLLAR , % CANADIAN DOLLAR (EU) % % CHF/USD PQO 2pm Fix % % % EFX/JY CROSS RATES EURO FX , % EURO FX (EU) % % % EUR/USD PQO 2pm Fix 25,037 43, % 35, % 37,992 24, % GBP/USD PQO 2pm Fix 10,758 10, % 11, % 11,771 8, % JAPANESE YEN , % JAPANESE YEN (EU) % % JPY/USD PQO 2pm Fix 13,416 15, % 10, % 12,967 11, % MEXICAN PESO % % % SWISS FRANC % SWISS FRANC (EU) % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

3 CME Group Exchange Report - Monthly July 2018 Page 3 of 17 Equity Index Futures BITCOIN FUTURES 6, , % 3, DJ US REAL ESTATE 1, % 4, % 2,183 1, % E-mini ($5) Dow 157, , % 217, % 239, , % E-mini FTSE 100 (USD) % % % E-mini FTSE China % % % E-MINI MIDCAP 12,800 12, % 23, % 18,718 18, % E-MINI NASDAQ , , % 400, % 429, , % E-MINI RUSSELL % 1, % % E-MINI RUSSELL 1000 GROWTH % % % E-MINI RUSSELL 1000 VALUE % 1, % % E-MINI RUSSELL ,236 6, % 187, % 135, % E-MINI S&P500 1,109,285 1,110, % 1,712, % 1,667,182 1,495, % E-MINI S&P REAL ESTATE SELECT S % % % FT-SE % % % FTSE Emerging % % IBOVESPA INDEX % % % NASDAQ BIOTECH % % % NIFTY % % NIKKEI 225 ($) STOCK 8,707 8, % 12, % 15,877 12, % NIKKEI 225 (YEN) STOCK 28,438 33, % 36, % 43,226 44, % S&P 500 4,705 2, % 7, % 6,884 6, % S&P 500/GI % % % S&P 500/VALUE 291 1, % % % S&P CONSUMER DSCRTNRY SECTO % 1, % % S&P CONSUMER STAPLES SECTOR % 1, % 1, % S&P ENERGY SECTOR % 3, % 1, % S&P FINANCIAL SECTOR 1,700 1, % 4, % 2,355 1, % S&P HEALTH CARE SECTOR % 1, % % S&P INDUSTRIAL SECTOR % % % S&P MATERIALS SECTOR % % % S&P TECHNOLOGY SECTOR % 1, % 1, % S&P UTILITIES SECTOR 1, % 3, % 1,819 1, % YEN DENOMINATED TOPIX % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

4 CME Group Exchange Report - Monthly July 2018 Page 4 of 17 Equity Index Options E-mini ($5) Dow % % % E-MINI NASDAQ ,396 13, % 8, % 11,793 10, % E-MINI RUSSELL % % % E-MINI S&P , , % 219, % 276, , % EOM E-MINI RUSSELL 2000 END OF % % % EOM EMINI S&P 81,196 67, % 110, % 123,417 95, % EOM S&P 500 4,422 8, % 9, % 9,338 8, % EOW1 E-MINI RUSSELL 2000 WEEKL % % % EOW1 E-MINI RUSSELL 2000 WEEKL % % % EOW1 EMINI S&P ,702 45, % 31, % 52,739 53, % EOW1 S&P 500 7,627 6, % 2, % 3,927 4, % EOW2 E-MINI RUSSELL 2000 WEEKL % % % EOW2 EMINI S&P ,901 41, % 31, % 62,721 52, % EOW2 S&P 500 9,103 7, % 6, % 7,477 7, % EOW3 E-MINI RUSSELL 2000 WEEKL % % 1, % EOW3 EMINI S&P , , % 96, % 180, , % EOW3 S&P ,135 19, % 4, % 15,150 16, % EOW4 E-MINI RUSSELL 2000 WEEKL % % % EOW4 EMINI S&P ,652 40, % 40, % 58,251 43, % S&P 500 8,174 7, % 16, % 14,600 14, % Interest Rate Futures 10-YR NOTE 1,214,489 1,223, % 1,522, % 1,755,771 1,481, % 10-YR SWAP RATE 596 1, % 3, % 2,194 2, % 1-MONTH EURODOLLAR % % % 2-YR NOTE 257, , % 324, % 512, , % 30-YR BOND 249, , % 288, % 345, , % 30-YR SWAP RATE % % % 5-YR NOTE 675, , % 827, % 1,081, , % 5-YR SWAP RATE 359 1, % 2, % 1,232 2, % EURODOLLARS 1,846,766 2,026, % 2,534, % 3,168,525 2,703, % FED FUND 122, , % 277, % 257, , % SOFR 3, , % Ultra 10-Year Note 120,795 94, % 146, % 181, , % ULTRA T-BOND 106,889 88, % 131, % 169, , % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

5 CME Group Exchange Report - Monthly July 2018 Page 5 of 17 Interest Rate Options 10-YR NOTE 420, , % 627, % 623, , % 2-YR NOTE 20,799 3, % 27, % 25,244 4, % 30-YR BOND 100, , % 93, % 122, , % 5-YR NOTE 93,085 96, % 179, % 160, , % EURODOLLARS 531, , % 581, % 745, , % EURO MIDCURVE 386, , % 645, % 755, , % FED FUND % Ultra 10-Year Note % % ULTRA T-BOND % % % Energy Futures 3.5% FUEL OIL CID MED SWA % % 3.5% FUEL OIL CIF BALMO S % AEP-DAYTON HUB DAILY AEP-DAYTON HUB MTHLY AEP-DAYTON HUB OFF-PEAK M ALGON CITY GATES NAT GAS ALGONQUIN CITYGATES BASIS ANR LOUISIANA BASIS SWAP ANR OKLAHOMA ARGUS LLS VS. WTI (ARG) T % 1, % 1, % ARGUS PROPAN FAR EST INDE % % % ARGUS PROPAN(SAUDI ARAMCO % % % AUSTRIALIAN COKE COAL % BRENT BALMO SWAP % % BRENT CALENDAR SWAP % % % BRENT CFD SWAP BRENT FINANCIAL FUTURES % % % BRENT OIL LAST DAY 78,620 71, % 104, % 88,015 95, % CAISO SP15 EZGNHUB5 MW P % CAISO SP15 EZGNHUB5 PEAK CANADIAN LIGHT SWEET OIL % % CENTERPOINT BASIS SWAP % CEU ENERGY % CHICAGO ETHANOL SWAP 3,188 3, % 3, % 4,741 5, % CHICAGO ULSD (PLATTS) SWA CHICAGO ULSD PL VS HO SPR % % % CHICAGO UNL GAS PL VS RBO % CIG BASIS % % CIG ROCKIES NG INDEX SWA % CINERGY HUB OFF-PEAK MONT CINERGY HUB PEAK MONTH CIN HUB 5MW D AH O PK 0 4, % 0-0 1, % CIN HUB 5MW D AH PK % % % CIN HUB 5MW REAL TIME O P 0 5, % 0-0 2, % CIN HUB 5MW REAL TIME PK % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

6 CME Group Exchange Report - Monthly July 2018 Page 6 of 17 Energy Futures COAL SWAP % % % COLUMB GULF MAINLINE NG B % % COLUMBIA GULF ONSHORE % % CONWAY NATURAL GASOLINE (OPI % % % CONWAY NORMAL BUTANE (OPIS) S % % % CONWAY PROPANE 5 DECIMALS S % % % CRUDE OIL % % % CRUDE OIL OUTRIGHTS 2, % 2, % 3, % CRUDE OIL PHY 1,097,916 1,380, % 1,360, % 1,307,210 1,206, % CRUDE OIL SPRDS 1, % 1, % 2, % CRUDE OIL TRADE AT MARKER SIN DAILY PJM DATED BRENT (PLATTS) DAILY SWA % DATED TO FRONTLINE BRENT % % % DIESEL 10P BRG FOB RDM VS DIESEL 10PPM BARGES FOB B % % DOMINION TRAN INC - APP I DOMINION TRANSMISSION INC % % DUBAI CRUDE OIL BALMO DUBAI CRUDE OIL CALENDAR % % % DY EURO 3.5% FUEL OI RDA % EASTERN RAIL DELIVERY CSX % % EAST/WEST FUEL OIL SPREAD % % EIA FLAT TAX ONHWAY DIESE % % % ELEC ERCOT DLY OFF PK ELEC ERCOT DLY PEAK ELEC ERCOT OFF PEAK ELEC FINSETTLED ELEC MISO PEAK % ELEC NYISO OFF-PEAK % ELECTRICITY ERCOT PEAK % % ELECTRICITY OFF PEAK ELEC WEST POWER OFF-PEAK ELEC WEST POWER PEAK % ERCOT DAILY 5MW PEAK ERCOT HOUSTON Z MCPE 5MW PEA % % ERCOT NORTH ZMCPE 5MW OFFPE ERCOT NORTH ZMCPE 5MW OFFPE % ERCOT NORTH ZMCPE 5MW PEAK % % ETHANOL % % % ETHANOL SWAP % ETHANOL T2 FOB ROTT INCL DUTY % % % EURO 1% FUEL OIL NEW BALM % % EURO 3.5% FUEL OIL RDAM B % % % EURO 3.5% FUEL OIL SPREAD % % % EURO-DENOMINATED PETRO PROD % EURO GASOIL 10PPM VS ICE % % EUROPE 1% FUEL OIL NWE CA % EUROPE 1% FUEL OIL RDAM C % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

7 CME Group Exchange Report - Monthly July 2018 Page 7 of 17 Energy Futures EUROPE 3.5% FUEL OIL MED % % EUROPE 3.5% FUEL OIL RDAM % % % EUROPEAN GASOIL (ICE) % % % EUROPEAN NAPHTHA BALMO % % % EUROPEAN NAPTHA CRACK SPR % % % EUROPE DATED BRENT SWAP % % EUROPE JET KERO NWE CALSW % EUROPE NAPHTHA CALSWAP % % % EURO PROPANE CIF ARA SWA % % % FLORIDA GAS ZONE3 BASIS S FREIGHT MARKETS % % % FUEL OIL CRACK VS ICE % % % FUEL OIL NWE CRACK VS ICE FUEL OIL (PLATS) CAR CM FUEL OIL (PLATS) CAR CN FUELOIL SWAP:CARGOES VS.B % % % GAS EURO-BOB OXY NWE BARGES % % % GAS EURO-BOB OXY NWE BARGES % % % GASOIL 0.1 CIF MED SWAP GASOIL 0.1CIF MED VS ICE % GASOIL 0.1 CIF NWE VS ISE GASOIL 0.1 CIF VS ICE GAS % GASOIL 0.1 RDAM BRGS VS I % GASOIL 0.1 ROTTERDAM BARG % % GASOIL 10P CRG CIF NW VS % % GASOIL 10PPM VS ICE SWAP % % GASOIL BULLET SWAP % GASOIL CALENDAR SWAP % % GASOIL CRACK SPREAD CALEN % % % GASOIL MINI CALENDAR SWAP % % % GROUP THREE ULSD (PLATTS) % % % GROUP THREE UNLEAD GAS (P GRP THREE ULSD(PLT)VS HEA % % % GRP THREE UNL GS (PLT) VS % % % GULF COAST 3% FUEL OIL BA % % % GULF COAST JET FUEL CLNDR % % % GULF COAST JET VS NYM 2 H 1,316 1, % 1, % 1,861 2, % GULF COAST NO.6 FUEL OIL 2,310 2, % 3, % 3,016 2, % GULF COAST ULSD CALENDAR % % % GULF COAST ULSD CRACK SPR % % HEATING OIL BALMO CLNDR S % % % HEATING OIL PHY 158, , % 178, % 188, , % HENRY HUB BASIS SWAP % % % HENRY HUB FINANCIAL LAST % % % HENRY HUB INDEX SWAP FUTU % % % HENRY HUB SWAP 9,641 12, % 7, % 8,302 8, % HOUSTON SHIP CHANNEL BASI % % HTG OIL % % HUSTN SHIP CHNL PIPE SWP % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

8 CME Group Exchange Report - Monthly July 2018 Page 8 of 17 Energy Futures ICE BRENT DUBAI SWAP % % % ICE GASOIL BALMO SWAP % % IN DELIVERY MONTH EUA % INDIANA MISO INDONESIAN COAL % INDONESIAN COAL ICI % ISO NEW ENGLAND OFF-PEAK ISO NEW ENGLAND PK LMP % JAPAN C&F NAPHTHA CRACK S % % JAPAN C&F NAPHTHA SWAP % % % JAPAN NAPHTHA BALMO SWAP % % % JET AV FUEL (P) CAR FM ICE GAS S % JET CIF NWE VS ICE % % JET FUEL BRG FOB RDM VS I % JET FUEL CRG CIF NEW VS I % % JET FUEL UP-DOWN BALMO CL % % % LA CARB DIESEL (OPIS) LA CARB DIESEL (OPIS) SWA % % % LA CARBOB GASOLINE(OPIS)S % LA JET FUEL VS NYM NO 2 H % LA JET (OPIS) SWAP % % % LLS (ARGUS) VS WTI SWAP % % % LTD NAT GAS 12,573 12, % 14, % 16,363 14, % MARS (ARGUS) VS WTI SWAP % % % MARS (ARGUS) VS WTI TRD M % 1, % 1, % MARS BLEND CRUDE OIL % MCCLOSKY ARA ARGS COAL 1,015 1, % 1, % 1,192 2, % MCCLOSKY RCH BAY COAL % % % MGF FUT % MGN1 SWAP FUT % % % MICHIGAN BASIS % MICHIGAN MISO % MINI GAS EUROBOB OXY NWE ARG % % % MINI RBOB V. EBOBARG NWE BRGS % % % MINI RBOB V. EBOB(ARGUS) NWE B % % % MINY HTG OIL % % % MINY NATURAL GAS % % 1,274 1, % MINY RBOB GAS % % % MINY WTI CRUDE OIL 19,198 12, % 18, % 16,301 12, % MJC FUT % % % MNC FUT % % % MONT BELVIEU ETHANE 5 DECIMAL % % 723 1, % MONT BELVIEU ETHANE OPIS BALM % % MONT BELVIEU LDH PROPANE 5 DE 4,476 3, % 4, % 5,837 4, % MONT BELVIEU LDH PROPANE OPIS % % % MONT BELVIEU NATURAL GASOLIN % % % MONT BELVIEU NATURAL GASOLIN % % % MONT BELVIEU NORMAL BUTANE 5 1,882 1, % 1, % 1,547 1, % MONT BELVIEU NORMAL BUTANE B % % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

9 CME Group Exchange Report - Monthly July 2018 Page 9 of 17 Energy Futures NAT GAS BASIS SWAP % NATURAL GAS 3,564 5, % 2, % 5,607 7, % NATURAL GAS FIXED PRICE SWAP F % % NATURAL GAS INDEX % NATURAL GAS PEN SWP 1,017 3, % % 1,710 4, % NATURAL GAS PHY 337, , % 381, % 422, , % NEPOOL CNCTCT 5MW D AH O NEPOOL CONECTIC 5MW D AH NEPOOL INTR HUB 5MW D AH % % 575 1, % NEPOOL NE MASS 5MW D AH O NEPOOL NE MASS 5MW D AH P NEPOOL RHD ISLD 5MW D AH NEPOOL RHODE IL 5MW D AH NEPOOL W CNT MASS 5MW D A NEPOOL W CNTR M 5MW D AH NEW ENGLAND HUB PEAK DAIL NEW YORK ETHANOL SWAP % % % NEW YORK HUB ZONE G PEAK NEW YORK HUB ZONE J PEAK NGPL MID-CONTINENT % % NGPL TEX/OK % % N ILLINOIS HUB DAILY N ILLINOIS HUB MTHLY NO 2 UP-DOWN SPREAD CALEN % % NORTHEN NATURAL GAS DEMAR NORTHEN NATURAL GAS VENTU % NORTHERN ILLINOIS OFF-PEA NORTHWEST ROCKIES BASIS S % % N ROCKIES PIPE SWAP % % NY1% VS GC SPREAD SWAP % % % NY 2.2% FUEL OIL (PLATTS NY 3.0% FUEL OIL (PLATTS % % NY HARBOR 1% FUEL OIL BAL % NY HARBOR HEAT OIL SWP % % % NY HARBOR LOW SULPUR GAS % % NY HARBOR RESIDUAL FUEL % % % NYH NO 2 CRACK SPREAD CAL % % % NYISO A NYISO A OFF-PEAK NYISO CAPACITY % % % NYISO G NYISO G OFF-PEAK NYISO J NYISO J OFF-PEAK NYISO ZONE A 5MW D AH O P 0 1, % % NYISO ZONE A 5MW D AH PK % NYISO ZONE C 5MW D AH O P NYISO ZONE C 5MW D AH PK % NYISO ZONE G 5MW D AH O P 0 0-1, % 3,963 4, % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

10 CME Group Exchange Report - Monthly July 2018 Page 10 of 17 Energy Futures NYISO ZONE G 5MW D AH PK % % % NYISO ZONE J 5MW D AH O P , % NYISO ZONE J 5MW D AH PK % % NYMEX ALUMINUM FUTURES NYMEX ULSD VS NYMEX HO NY ULSD (ARGUS) VS HEATING OIL % % ONEOK OKLAHOMA NG BASIS ONTARIO POWER SWAPS % % PANHANDLE BASIS SWAP FUTU % % PANHANDLE PIPE SWAP % PERMIAN BASIS SWAP % % PETROCHEMICALS % % % PETRO CRCKS & SPRDS ASIA % % % PETRO CRCKS & SPRDS NA 1,509 1, % 2, % 2,190 1, % PETRO CRK&SPRD EURO % % % PETROLEUM PRODUCTS % % % PETROLEUM PRODUCTS ASIA % % % PETRO OUTRIGHT EURO % % % PETRO OUTRIGHT NA % % % PJM AD HUB 5MW REAL TIME % , % PJM AECO DA OFF-PEAK PJM AECO DA PEAK PJM APS ZONE DA OFF-PEAK PJM APS ZONE DA PEAK PJM ATSI ELEC % PJM BGE DA OFF-PEAK PJM BGE DA PEAK PJM COMED 5MW D AH O PK % PJM COMED 5MW D AH PK % PJM DAILY PJM DAYTON DA OFF-PEAK , % PJM DAYTON DA PEAK % PJM JCPL DA OFF-PEAK PJM JCPL DA PEAK PJM MONTHLY % PJM NI HUB 5MW REAL TIME 0 1, % , % PJM NILL DA OFF-PEAK 0 1, % 0-0 4, % PJM NILL DA PEAK % % PJM OFF-PEAK LMP SWAP FUT PJM PPL DA OFF-PEAK PJM PPL DA PEAK PJM PSEG DA OFF-PEAK PJM PSEG DA PEAK PJM WESTH DA OFF-PEAK % PJM WESTHDA PEAK % PJM WESTH RT OFF-PEAK 0 2, % 1, % 2,014 12, % PJM WESTH RT PEAK % % 296 1, % PLASTICS % % % PREMIUM UNLD 10P FOB MED % % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

11 CME Group Exchange Report - Monthly July 2018 Page 11 of 17 Energy Futures PREMIUM UNLEAD 10PPM FOB % % % PREM UNL GAS 10PPM RDAM FOB B % PREM UNL GAS 10PPM RDAM FOB S % PROPANE NON-LDH MB (OPIS) BAL % % % PROPANE NON-LDH MT. BEL (OPIS) % % % RBOB CALENDAR SWAP % % % RBOB CRACK SPREAD % % % RBOB CRACK SPREAD BALMO S RBOB GAS % % RBOB GASOLINE BALMO CLNDR % % % RBOB PHY 188, , % 198, % 197, , % RBOB SPREAD (PLATTS) SWAP RBOB VS HEATING OIL SWAP % % % SAN JUAN BASIS SWAP % % SAN JUAN PIPE SWAP SINGAPORE 180CST BALMO % % % SINGAPORE 380CST BALMO % % % SINGAPORE 380CST FUEL OIL % % % SINGAPORE FUEL 180CST CAL % % % SINGAPORE FUEL OIL SPREAD % % % SINGAPORE GASOIL % % % SINGAPORE GASOIL CALENDAR % % % SINGAPORE GASOIL SWAP % % % SINGAPORE GASOIL VS ICE % % % SINGAPORE JET KERO BALMO % % % SINGAPORE JET KERO GASOIL % % % SINGAPORE JET KEROSENE SW % % % SINGAPORE JET KERO VS. GASOIL SINGAPORE MOGAS 92 UNLEADED % % % SINGAPORE MOGAS 92 UNLEADED % % % SINGAPORE NAPHTHA SWAP SING FUEL % % SOCAL PIPE SWAP SONAT BASIS SWAP FUTURE SOUTH STAR TEX OKLHM KNS Sumas Basis Swap % % SUMAS NAT GAS PLATTS FIXED PRI % % TC2 ROTTERDAM TO USAC 37K TC5 RAS TANURA TO YOKOHAM TCO BASIS SWAP % % TCO NG INDEX SWAP TD3 MEG TO JAPAN 250K MT % TENNESSEE 500 LEG BASIS S % TENNESSEE 800 LEG NG BASI TENNESSEE ZONE 0 BASIS SW TETCO M-3 INDEX Tetco STX Basis TEXAS EASTERN ZONE M-3 BA % % TEXAS GAS ZONE1 NG BASIS consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

12 CME Group Exchange Report - Monthly July 2018 Page 12 of 17 Energy Futures Transco Zone 3 Basis % TRANSCO ZONE 3 NG INDEX S % TRANSCO ZONE4 BASIS SWAP % % TRANSCO ZONE 4 NAT GAS IN % TRANSCO ZONE 6 BASIS SWAP % TRANSCO ZONE 6 INDEX % UCM FUT % % ULSD 10PPM CIF MED SWAP % ULSD 10PPM CIF MED VS ICE % ULSD 10PPM CIF NW BALMO S % % ULSD UP-DOWN BALMO SWP % % % UP DOWN GC ULSD VS NMX HO 1,187 2, % 1, % 1,511 2, % WAHA BASIS % % WAHA INDEX SWAP FUTURE WESTERN RAIL DELIVERY PRB % WTI-BRENT BULLET SWAP % % WTI-BRENT CALENDAR SWAP 1, % % 1, % WTI CALENDAR 1,124 1, % 1, % 1,566 1, % WTS (ARGUS) VS WTI SWAP % % % WTS (ARGUS) VS WTI TRD MT % % % Energy Options 12 MO GASOIL CAL SWAP SPR % BRENT 1 MONTH CAL BRENT CALENDAR SWAP % % % BRENT CRUDE OIL 12 M CSO BRENT CRUDE OIL 1 M CSO , % 2, BRENT CRUDE OIL 6 M CSO BRENT OIL LAST DAY 11,908 2, % 8, % 8,017 1, % COAL API2 INDEX % % % COAL API4 INDEX COAL SWAP % CRUDE OIL 1MO 11,471 9, % 14, % 10,980 8, % CRUDE OIL APO 654 2, % 1, % 2,327 1, % CRUDE OIL CALNDR STRIP CRUDE OIL OUTRIGHTS CRUDE OIL PHY 147, , % 161, % 176, , % ELEC MISO PEAK % ETHANOL % ETHANOL SWAP % % % EUROPEAN JET KEROSENE NWE (P GASOLINE HEATING OIL CRACK OPTIONS % HEATING OIL CRK SPD AVG PRICE HEATING OIL PHY 1,343 1, % 1, % 1,483 1, % HENRY HUB FINANCIAL LAST % % % HO 1 MONTH CLNDR OPTIONS % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

13 CME Group Exchange Report - Monthly July 2018 Page 13 of 17 Energy Options LLS CRUDE OIL % MCCLOSKY ARA ARGS COAL % % MCCLOSKY RCH BAY COAL NATURAL GAS % NATURAL GAS 1 M CSO FIN % % 1,751 1, % NATURAL GAS 2 M CSO FIN % % NATURAL GAS 3 M CSO FIN % % % NATURAL GAS 5 M CSO FIN % NATURAL GAS 6 M CSO FIN % % % NATURAL GAS OPTION ON CALEND % % % NATURAL GAS PHY 63,229 99, % 61, % 92, , % N ROCKIES PIPE SWAP % % % NY HARBOR HEAT OIL SWP % % % NYISO ZONE G 5MW PEAK OPTIONS % NYMEX EUROPEAN GASOIL APO PANHANDLE PIPE SWAP % PETROCHEMICALS % % % PETRO OUTRIGHT EURO % PETRO OUTRIGHT NA PJM WES HUB PEAK CAL MTH % % % PJM WES HUB PEAK LMP 50MW % % % RBOB 1MO CAL SPD OPTIONS % % % RBOB CALENDAR SWAP % RBOB PHY 421 1, % % 573 1, % ROTTERDAM 3.5%FUEL OIL CL SAN JUAN PIPE SWAP % % % SHORT TERM % % % SHORT TERM NATURAL GAS % % % SINGAPORE GASOIL CALENDAR SINGAPORE JET FUEL CALEND SOCAL PIPE SWAP WTI-BRENT BULLET SWAP 1, % 2, % 4,930 1, % WTI CRUDE OIL 1 M CSO FI 2,550 1, % 4, % 3,758 2, % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

14 CME Group Exchange Report - Monthly July 2018 Page 14 of 17 Metals Futures ALUMINUM % % % COMEX COPPER 134,914 87, % 172, % 139,584 96, % COMEX E-Mini GOLD % % % COMEX E-Mini SILVER % % % COMEX GOLD 344, , % 273, % 353, , % COMEX MINY COPPER % % % COMEX SILVER 75,353 91, % 118, % 99,872 89, % COPPER % % % E-MICRO GOLD 6,031 4, % 5, % 6,210 4, % FERROUS PRODUCTS % % % GOLD % % Gold Kilo % % IRON ORE 62 CHINA PLATTS FUTUR % % IRON ORE 62 CHINA TSI FUTURES % % % LNDN ZINC % % NYMEX HOT ROLLED STEEL % % % NYMEX PLATINUM 18,739 16, % 31, % 22,025 18, % PALLADIUM 4,696 4, % 4, % 5,680 5, % SILVER % % % URANIUM % % % Metals Options COMEX COPPER 1, % 1, % 1, % COMEX GOLD 44,139 39, % 45, % 45,904 38, % COMEX SILVER 6,856 6, % 9, % 7,316 5, % COPPER % GOLD 2, % 2, % 1, % HOT ROLLED COIL STEEL CALL OPT IRON ORE 62 CHINA TSI CALL OPTIO % % IRON ORE 62 CHINA TSI PUT OPTIO % % % NIKKEI 225 (YEN) STOCK NYMEX PLATINUM % % % PALLADIUM % % % SILVER % % % Foreign Exchange Futures CHILEAN PESO % % % Foreign Exchange Options AUD/USD PQO 2pm Fix % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

15 CME Group Exchange Report - Monthly July 2018 Page 15 of 17 Ags Futures FERTILIZER PRODUCS % % % Ag Products Futures BUTTER CS % % % CASH-SETTLED CHEESE % % % CATTLE 70,327 74, % 55, % 67,233 68, % CDD SEASONAL STRIP % % CDD WEATHER % % CHI WHEAT 142, , % 200, % 161, , % CLASS IV MILK % % % COCOA TAS % COFFEE % CORN 314, , % 546, % 428, , % COTTON % DJ_UBS ROLL SELECT INDEX FUTU % % DOW-UBS COMMOD INDEX 2,770 2, % 9, % 4,097 3, % DRY WHEY % % % FEEDER CATTLE 16,098 15, % 11, % 14,204 13, % FERTILIZER PRODUCS % % % GOLDMAN SACHS 1,503 1, % 1, % 1,529 1, % GSCI EXCESS RETURN FUT % 5, % 1,646 1, % HDD EURO SEASONAL STRIP HDD SEASONAL STRIP HDD WEATHER % HDD WEATHER EUROPEAN % HOGS 59,566 49, % 62, % 53,705 43, % HOUSING INDEX % % % Intercommodity Spread KC WHEAT 50,987 50, % 77, % 67,739 52, % LUMBER % 1, % % MALAYSIAN PALM SWAP % % % MILK 1,121 1, % 1, % 1,074 1, % MINI CORN % % % MINI SOYBEAN 824 1, % % 1, % MINI WHEAT % % % MLK MID OPTIONS NFD MILK % % % OATS % % % ROUGH RICE % 1, % 906 1, % SOYBEAN 180, , % 314, % 258, , % SOYBEAN MEAL 115, , % 155, % 134, , % SOYBEAN OIL 103, , % 165, % 128, , % S&P GSCI ENHANCED ER SWAP % % SUGAR % % USD CRUDE PALM OIL % % % WHEAT 1,206 1, % % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

16 CME Group Exchange Report - Monthly July 2018 Page 16 of 17 Ag Products Options AUG-NOV SOYBEAN CAL SPRD % % BUTTER CS % % % CASH-SETTLED CHEESE % % % CATTLE 9,771 8, % 8, % 12,394 12, % CDD SEASONAL STRIP % % CDD WEATHER % CHI WHEAT 43,266 41, % 40, % 40,212 34, % CLASS IV MILK % % % CORN 127, , % 189, % 117, , % CORN NEARBY+2 CAL SPRD % % % DEC-DEC CORN CAL SPRD % % % DEC-JULY CORN CAL SPRD % % % DEC-JULY WHEAT CAL SPRD DRY WHEY % % % FEEDER CATTLE 1,270 1, % % 1,460 1, % HDD EURO SEASONAL STRIP HDD SEASONAL STRIP HDD WEATHER % HDD WEATHER EUROPEAN % HOGS 14,794 9, % 11, % 10,111 9, % HOUSING INDEX % Intercommodity Spread % % JAN-MAY SOYBEAN CAL SPRD JULY-DEC CORN CAL SPRD % % JULY-DEC SOYMEAL CAL SPRD JULY-DEC SOY OIL CAL SPRD % JULY-DEC WHEAT CAL SPRD % % JULY-NOV SOYBEAN CAL SPRD % % KC WHEAT 4,345 2, % 3, % 4,445 2, % LUMBER % % % LV CATL CSO % % % MAR-JULY CORN CAL SPRD MAR-JULY WHEAT CAL SPRD % MILK 1,720 1, % 2, % 1,530 1, % MLK MID OPTIONS % % % NFD MILK % % % NOV-JULY SOYBEAN CAL SPRD % % NOV-MAR SOYBEAN CSO % NOV-NOV SOYBEAN CAL SPRD % % OATS % % % ROUGH RICE % % % SEP-DEC SOYBEAN MEAL CSO % SOYBEAN 70, , % 111, % 86,781 70, % SOYBEAN CRUSH % % % SOYBEAN MEAL 9,084 11, % 17, % 15,560 9, % SOYBEAN OIL 3,881 5, % 5, % 5,520 8, % SOYBN NEARBY+2 CAL SPRD % % SOYMEAL NEARBY+2 CAL SPRD % WHEAT % % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way

17 CME Group Exchange Report - Monthly July 2018 Page 17 of 17 Ag Products Options WHEAT-CORN ICSO % % % WHEAT NEARBY+2 CAL SPRD % % % TOTAL FUTURES GROUP Interest Rate Futures 4,598,113 4,689, % 6,061, % 7,476,754 6,173, % Equity Index Futures 1,792,186 1,564, % 2,629, % 2,576,129 1,975, % Metals Futures 586, , % 606, % 628, , % Energy Futures 1,944,883 2,314, % 2,313, % 2,311,340 2,231, % FX Futures 779, , % 1,093, % 956, , % Foreign Exchange Futures % % % Ags Futures % % % Ag Products Futures 1,065,172 1,288, % 1,617, % 1,329,366 1,161, % TOTAL FUTURES 10,766,503 11,132, % 14,321, % 15,279, ,830, % TOTAL OPTIONS GROUP Interest Rate Options 1,552,971 1,589, % 2,155, % 2,432,820 2,180, % Equity Index Options 564, , % 580, % 819, , % Metals Options 55,626 47, % 59, % 56,674 45, % Energy Options 243, , % 262, % 307, , % FX Options 60,285 90, % 72, % 77,399 74, % Ag Products Options 287, , % 393, % 297, , % Foreign Exchange Options % TOTAL OPTIONS 2,763,895 2,903, % 3,523, % 3,991, ,563, % TOTAL COMBINED FX 840, , % 1,166, % 1,033, , % Equity Index 2,356,546 2,087, % 3,209, % 3,396,016 2,640, % Interest Rate 6,151,085 6,278, % 8,216, % 9,909,574 8,353, % Energy 2,187,978 2,610, % 2,576, % 2,618,508 2,569, % Metals 641, , % 665, % 685, , % Foreign Exchange % % % Ags % % % Ag Products 1,352,718 1,645, % 2,010, % 1,627,128 1,421, % GRAND TOTAL 13,530,398 14,035, % 17,844, % 19,270, ,393, % consulted as the authoritative source on all current contract specifications and regulations. The previous year Average Daily Volume () may slightly differ for CBOT legacy products based on the way