CME Group Reaches Highest-Ever Monthly Volume of 27.3 Million Contracts for February 2018

CHICAGO, March 2, 2018

Equity Index volume averaged 4.9 million contracts per day in February 2018, up 93 percent from February 2017.  Highlights include:

• Record Equity Index options ADV, up 98 percent to 1.5 million contracts, including 74 percent growth in E-mini S&P 500 Weekly options and 161 percent growth in E-mini S&P 500 End-of-Month (EOM) options
• Record E-mini Dow futures ADV, up 181 percent to 348,000 contracts
• E-mini S&P 500 futures and options ADV grew 74 percent to 3.6 million contracts
• E-mini Nasdaq 100 futures and options ADV rose 192 percent to 547,000 contracts
• E-mini Russell 2000 futures and options averaged 162,000 contracts per day, up from an average 110,000 contracts during January 2018
• Monday and Wednesday Weekly S&P 500 options (E-mini and Standard) traded an average 144,000 contracts per day, up from an average 91,000 contracts per day in January 2018

Options volume averaged 6.1 million contracts per day in February 2018, up 59 percent from February 2017. Highlights include:

• Second consecutive monthly ADV record of 6.1 million contracts, surpassing previous record of 4.5 million contracts in January 2018
• Record electronic options ADV of 3.8 million contracts, up 76 percent

Interest Rate volume averaged a record 15.8 million contracts per day in February 2018, up 50 percent from February 2017.  Highlights include:

• Record Eurodollar futures ADV, up 59 percent to 4.8 million contracts
• Record Interest Rate options ADV, up 58 percent to 3.9 million contracts
• Record daily open interest for Eurodollar futures of more than 17 million on February 28
• Record 10-Year U.S. Treasury Note futures ADV, up 33 percent to 2.7 million contracts
• Treasury futures and options ADV rose 48 percent to 8.2 million contracts
• Record monthly ADV across 10-Year, 5-Year and 2-Year U.S. Treasury Note futures, as well as Ultra 10-Year Treasury Note futures and Ultra 30-Year Treasury Bond futures
• Record monthly ADV across the 5-Year, 10-Year and 30-Year U.S. Treasury Note options
• Eurodollar options ADV increased 47 percent to 2.5 million contracts
• Electronic Eurodollar options ADV grew 55 percent to 735,000 contracts
• Fed Fund futures ADV rose 11 percent to 371,000 contracts

Foreign Exchange volume averaged 1.1 million contracts per day in February 2018, up 42 percent from February 2017.  Highlights include:

• Euro FX futures and options ADV grew 41 percent to 307,000 contracts
• Japanese yen futures and options ADV rose 23 percent to 198,000 contracts
• British pound futures and options ADV increased 39 percent to 158,000 contracts
• Australian dollar futures and options ADV grew 68 percent to 142,000 contracts

Metals volume averaged 690,000 contracts per day in February 2018, up 32 percent from February 2017.  Highlights include:

• Gold futures and options ADV grew 38 percent to 380,000 contracts
• Copper futures and options ADV increased 28 percent to 159,000 contracts
• Silver futures and options ADV rose 21 percent to 121,000 contracts
• Record Copper options ADV, up more than 400 percent to 1,100 contracts

Agricultural volume averaged a record 2 million contracts per day in February 2018, up 29 percent from February 2017.  Highlights include: