CME Group Reports June and Second-Quarter 2020 Market Statistics

Rhea-AI Summary

CME Group reported average daily volume (ADV) of 17.6 million contracts for Q2 2020 and 17.1 million contracts for June. Open interest reached 101 million contracts at June's end. Key performance metrics include:

• Interest Rate: 6.9 million ADV
• Equity Index: 5.6 million ADV, with a record 1.9 million in Micro E-mini Equity futures
• Options: 2.8 million ADV
• Energy: 2.6 million ADV
• Agricultural: 1.3 million ADV
• Foreign Exchange: 725,000 ADV
• Metals: 519,000 ADV

Positive

• Quarterly ADV growth across key asset classes, including Equity Index which grew 64% year-over-year.
• SOFR futures ADV increased 43% year-over-year.
• Record 1.9 million ADV in Micro E-mini Equity futures.
• Energy options ADV grew 2% year-over-year.

Negative

• None.

CHICAGO, July 2, 2020 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today reported its June and second-quarter 2020 market statistics, showing it reached average daily volume (ADV) of 17.6 million contracts during the quarter and 17.1 million contracts during the month of June. Open interest at the end of June was 101 million contracts. Market statistics are available online in greater detail at https://cmegroupinc.gcs-web.com/monthly-volume.

Quarterly ADV across asset classes includes:

• -1%26h%3D635986678%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Finterest-rates%252F%26a%3DInterest%2BRate%2Bvolume&a=Interest+Rate" rel="nofollow">Interest Rate ADV of 6.9 million contracts
• -1%26h%3D1548968438%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fequity-index%252F%26a%3DEquity%2BIndex%2Bvolume&a=Equity+Index" rel="nofollow">Equity Index ADV of 5.6 million contracts, including a record 1.9 million Micro E-mini Equity futures ADV
• Options ADV of 2.8 million contracts
• -1%26h%3D3338745176%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fenergy%252F%26a%3DEnergy%2Bvolume&a=Energy" rel="nofollow">Energy ADV of 2.6 million contracts
• -1%26h%3D2179071186%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fagricultural%252F%26a%3DAgricultural%2Bvolume&a=Agricultural+" rel="nofollow">Agricultural ADV of 1.3 million contracts
• -1%26h%3D734701264%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Ffx%252F%26a%3DForeign%2BExchange%2Bvolume&a=Foreign+Exchange+" rel="nofollow">Foreign Exchange ADV of 725,000 contracts
• -1%26h%3D1802770329%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fmetals%252F%26a%3DMetals%2Bvolume&a=Metals" rel="nofollow">Metals ADV of 519,000 contracts

June ADV across asset classes includes:

• -1%26h%3D1548968438%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fequity-index%252F%26a%3DEquity%2BIndex%2Bvolume&a=Equity+Index+" rel="nofollow">Equity Index ADV of 6.4 million contracts
• -1%26h%3D635986678%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Finterest-rates%252F%26a%3DInterest%2BRate%2Bvolume&a=Interest+Rate" rel="nofollow">Interest Rate ADV of 5.8 million contracts
• Options ADV of 2.5 million contracts
• -1%26h%3D3338745176%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fenergy%252F%26a%3DEnergy%2Bvolume&a=Energy+" rel="nofollow">Energy ADV of 2 million contracts
• -1%26h%3D2179071186%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fagricultural%252F%26a%3DAgricultural%2Bvolume&a=Agricultural+" rel="nofollow">Agricultural ADV of 1.5 million contracts
• -1%26h%3D734701264%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Ffx%252F%26a%3DForeign%2BExchange%2Bvolume&a=Foreign+Exchange+" rel="nofollow">Foreign Exchange ADV of 940,000 contracts
• -1%26h%3D1802770329%26u%3Dhttp%253A%252F%252Fwww.cmegroup.com%252Ftrading%252Fmetals%252F%26a%3DMetals%2Bvolume&a=Metals+" rel="nofollow">Metals ADV of 531,000 contracts

Additional June highlights include:

• Equity Index ADV grew 64% from June 2019
• Russell 2000 futures ADV grew 49%
• E-mini S&P 500 futures ADV increased 32%
• Energy options ADV in Q2 grew 2% from Q2 2019
• Natural Gas options ADV increased 75% from Q2 2019
• SOFR futures ADV increased 43% from June 2019

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) enables clients to trade futures, options, cash and OTC markets, optimize portfolios, and analyze data – empowering market participants worldwide to efficiently manage risk and capture opportunities. CME Group exchanges offer the widest range of global benchmark products across all major asset classes based on interest rates, equity indexes, foreign exchange, energy, agricultural products and metals.  The company offers futures and options on futures trading through the CME Globex® platform, fixed income trading via BrokerTec and foreign exchange trading on the EBS platform. In addition, it operates one of the world's leading central counterparty clearing providers, CME Clearing. With a range of pre- and post-trade products and services underpinning the entire lifecycle of a trade, CME Group also offers optimization and reconciliation services through TriOptima, and trade processing services through Traiana.

CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex, and, E-mini are trademarks of Chicago Mercantile Exchange Inc.  CBOT and Chicago Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc.  NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, Inc. BrokerTec, EBS, TriOptima, and Traiana are trademarks of BrokerTec Europe LTD, EBS Group LTD, TriOptima AB, and Traiana, Inc., respectively. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc.  All other trademarks are the property of their respective owners. 

CME-G

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SOURCE CME Group

FAQ

What were CME Group's average daily volumes for June 2020?

CME Group reported an average daily volume (ADV) of 17.1 million contracts in June 2020.

How much did open interest reach at the end of June 2020?

Open interest reached 101 million contracts at the end of June 2020.

What was the ADV for Equity Index at CME Group in Q2 2020?

The Equity Index ADV for Q2 2020 was 5.6 million contracts.

What record was set in Micro E-mini Equity futures?

CME Group set a record with 1.9 million ADV in Micro E-mini Equity futures.

How did CME Group's Interest Rate ADV perform in June 2020?

The Interest Rate ADV in June 2020 was 6.9 million contracts.