CME Exchange ADV Report - Monthly July 2018 Page 1 of 6
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1 CME Exchange Report - Monthly July 2018 Page 1 of 6 Interest Rate Futures 1-MONTH EURODOLLAR % % % EURODOLLARS 1,846,766 2,026, % 2,534, % 3,168,525 2,703, % SOFR 3, , % Interest Rate Options EURODOLLARS 531, , % 581, % 745, , % EURO MIDCURVE 386, , % 645, % 755, , % Equity Index Futures BITCOIN FUTURES 6, , % 3, 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 SELE % % % 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 SE % 1, % % S&P CONSUMER STAPLES SECT % 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
2 CME Exchange Report - Monthly July 2018 Page 2 of 6 Equity Index Options E-MINI NASDAQ ,396 13, % 8, % 11,793 10, % E-MINI RUSSELL % % % E-MINI S&P , , % 219, % 276, , % EOM E-MINI RUSSELL 2000 END % % % 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 WE % % % EOW1 E-MINI RUSSELL 2000 WE % % % 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 WE % % % 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 WE % % 1, % EOW3 EMINI S&P , , % 96, % 180, , % EOW3 S&P ,135 19, % 4, % 15,150 16, % EOW4 E-MINI RUSSELL 2000 WE % % % EOW4 EMINI S&P ,652 40, % 40, % 58,251 43, % S&P 500 8,174 7, % 16, % 14,600 14, % 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 Exchange Report - Monthly July 2018 Page 3 of 6 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 % % % USDZAR 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 Exchange Report - Monthly July 2018 Page 4 of 6 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) % 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
5 CME Exchange Report - Monthly July 2018 Page 5 of 6 Ag Products Futures BUTTER CS % % % CASH-SETTLED CHEESE % % % CATTLE 70,327 74, % 55, % 67,233 68, % CDD SEASONAL STRIP % % CDD WEATHER % % CLASS IV MILK % % % DRY WHEY % % % FEEDER CATTLE 16,098 15, % 11, % 14,204 13, % 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 % % % LUMBER % 1, % % MALAYSIAN PALM SWAP % % % MILK 1,121 1, % 1, % 1,074 1, % MLK MID OPTIONS NFD MILK % % % S&P GSCI ENHANCED ER SWAP % % USD CRUDE PALM OIL % % % Ag Products Options BUTTER CS % % % CASH-SETTLED CHEESE % % % CATTLE 9,771 8, % 8, % 12,394 12, % CDD SEASONAL STRIP % % CDD WEATHER % CLASS IV MILK % % % 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 % LUMBER % % % LV CATL CSO % % % MILK 1,720 1, % 2, % 1,530 1, % MLK MID OPTIONS % % % NFD MILK % % % 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 Exchange Report - Monthly July 2018 Page 6 of 6 TOTAL FUTURES GROUP Interest Rate Futures 1,850,242 2,026, % 2,536, % 3,169,686 2,704, % Equity Index Futures 1,633,373 1,457, % 2,407, % 2,334,840 1,839, % FX Futures 779, , % 1,093, % 956, , % Foreign Exchange Futures % % % Ag Products Futures 150, , % 141, % 141, , % TOTAL FUTURES 4,414,219 4,399, % 6,179, % 6,602, ,484, % TOTAL OPTIONS GROUP Interest Rate Options 917, , % 1,226, % 1,500,429 1,440, % Equity Index Options 564, , % 579, % 819, , % FX Options 60,285 90, % 72, % 77,399 74, % Foreign Exchange Options % Ag Products Options 28,617 21, % 24, % 26,612 25, % TOTAL OPTIONS 1,570,717 1,475, % 1,903, % 2,423, ,204, % TOTAL COMBINED Interest Rate 2,767,984 2,865, % 3,763, % 4,670,115 4,144, % Equity Index 2,197,434 1,980, % 2,986, % 3,154,231 2,503, % FX 840, , % 1,166, % 1,033, , % Foreign Exchange % % % Ag Products 179, , % 166, % 168, , % GRAND TOTAL 5,984,936 5,874, % 8,083, % 9,026, ,689, % 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
CME Exchange Open Interest Report - Monthly
CME Exchange Report - Monthly Interest Rate Futures 1-MONTH EURODOLLAR 201 2,881-93.0% 353-43.1% EURODOLLARS 14,045,418 12,672,724 10.8% 14,239,640-1.4% SOFR 33,538 0-30,181 11.1% Interest Rate Options
CME Exchange Volume Report - Monthly
Interest Rate Futures 1-MONTH EURODOLLAR 0 2,091-100.0% 115-100.0% 31,742 49,955-36.5% EURODOLLARS 72,841,873 52,213,924 39.5% 55,083,996 32.2% 634,288,868 543,415,667 16.7% SOFR 184,935 0-87,706 110.9%
CME Exchange Volume Report - Monthly
Interest Rate Futures 1-MONTH EURODOLLAR 1,282 8,012-84.0% 5,552-76.9% 14,511 15,993-9.3% EURODOLLARS 54,086,440 51,369,120 5.3% 87,329,250-38.1% 301,761,099 243,992,551 23.7% Interest Rate Options EURODOLLARS
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