share_log

CME Group Reports Second-Highest July ADV on Record

CME Group Reports Second-Highest July ADV on Record

芝加哥商品交易所集团公布7月份ADV有记录以来第二高
芝商所CME ·  2023/08/01 12:00
  • Strongest July ADV in company history for interest rate, agricultural and options products
  • SOFR futures and options continue strong ADV growth
  • 利率、农产品和期权产品有史以来公司历史上最强的7月ADV
  • SOFR 期货和期权继续强劲的 ADV 增长

CHICAGO, Aug. 2, 2023 /PRNewswire/ -- CME Group, the world's leading derivatives marketplace, today reported its July 2023 market statistics, reaching an average daily volume (ADV) of 19.9 million contracts during the month, the second-highest July ADV in company history. Market statistics are available in greater detail at

芝加哥2023年8月2日 /PRNewswire/ — 世界领先的衍生品市场芝加哥商品交易所集团今天报告说 2023 年 7 月 市场统计数据,该月的平均日成交量(ADV)达到1,990万张合约,是公司历史上第二高的7月份日均成交量。更详细的市场统计数据可在以下网址获得

July 2023 ADV across asset classes includes:

2023 年 7 月 各资产类别的ADV包括:

  • Interest Rate ADV of 9.4 million contracts
  • Equity Index ADV of 5.4 million contracts
  • Options ADV of 4.2 million contracts
  • Energy ADV of 2.0 million contracts
  • Agricultural ADV of 1.7 million contracts
  • Foreign Exchange ADV of 881,000 contracts
  • Metals ADV of 575,000 contracts
  • 940万张合约的平均利率
  • 股票指数平均成交量为540万张合约
  • 420万张合约的期权预估值
  • 200万份合同的能源ADV
  • 170万份合约的农业预估值
  • 88.1万张合约的外汇预付利率
  • 57.5万张合约的金属预估值

Additional July 2023 product highlights compared to July 2022 include:

额外 2023 年 7 月 与之相比,产品亮点 2022 年 7 月 包括:

  • Interest Rate ADV increased 4%
    • Record U.S. Treasury futures open interest of 18,574,440 contracts on July 31
    • SOFR futures ADV increased 57% to 2.8 million contracts
    • SOFR options ADV increased 204% to 1.2 million contracts
    • Ultra 10-Year U.S. Treasury futures ADV increased 37% to 361,000 contracts
  • Options ADV increased 19%
    • Interest Rate options ADV increased 18% to 2.2 million contracts
    • Equity Index options ADV increased 20% to 1.2 million contracts
    • Agricultural options ADV increased 33% to 446,000 contracts
  • Energy ADV increased 2%
    • RBOB Gasoline futures ADV increased 26% to 187,000 contracts
    • Natural Gas options ADV increased 22% to 125,000 contracts
  • Agricultural ADV increased 30%
    • Corn options ADV increased 38% to 233,000 contracts
    • Chicago SRW Wheat futures ADV increased 54% to 139,000 contracts
    • Soybean Oil options ADV increased 76% to 26,000 contracts
    • Live Cattle options ADV increased 89% to 16,000 contracts
  • Metals ADV increased 4%
    • Silver options ADV increased 78% to 9,000 contracts
    • Copper options ADV increased 35% to 6,000 contracts
    • Aluminum futures ADV increased 29% to 5,000 contracts
  • International ADV increased 7% to 5.9 million contracts
  • Micro Products ADV
    • Micro E-mini Equity Index futures and options ADV of 1.8 million contracts represented 33.6% of overall Equity Index ADV, Micro WTI Crude Oil futures accounted for 4.4% of overall Energy ADV, Micro Bitcoin futures accounted for 0.2% of overall Equity Index ADV and Micro Ether futures accounted for 0.1% of overall Equity Index ADV
  • BrokerTec U.S. Repo average daily notional value (ADNV) increased 4% to $270B
  • 利率 ADV 上升了 4%
    • 创纪录的美国国债期货未平仓合约为18,574,440张合约 7 月 31 日
    • SOFR期货ADV上涨57%,至280万张合约
    • SOFR 期权 ADV 上涨了 204%,达到120万张合约
    • Ultra 10年期美国国债期货ADV上涨37%,至36.1万张合约
  • 期权自动增值上涨了19%
    • 利率期权ADV上涨了18%,达到220万张合约
    • 股票指数期权ADV上涨了20%,达到120万张合约
    • 农业期权ADV上涨了33%,达到44.6万张合约
  • 能量平均值增加 2%
    • RBOB汽油期货ADV上涨26%,至18.7万张合约
    • 天然气期权ADV上涨22%,至12.5万张合约
  • 农业广告收入增加了 30%
    • 玉米期权ADV上涨38%,至23.3万张合约
    • 芝加哥SRW小麦期货ADV上涨54%,至13.9万张合约
    • 大豆油期权ADV上涨76%,至26,000张合约
    • 活牛期权ADV上涨89%,达到16,000张合约
  • 金属股市盈率上涨了4%
    • 白银期权ADV上涨78%,至9,000张合约
    • 铜期权ADV上涨35%,至6,000张合约
    • 铝期货ADV上涨29%,至5,000张合约
  • 国际ADV增长了7%,达到590万张合约
  • 微型产品 ADV
    • 180万张合约的微型E-mini股票指数期货和期权ADV占整个股票指数ADV的33.6%,Micro WTI原油期货占整个Energy ADV、Micro的4.4% 比特币 期货占整个股票指数ADV的0.2%,微型以太币期货占整个股票指数ADV的0.1%
  • BrokerTec 美国回购协议平均每日名义价值(ADNV)增长了4%,至2700亿美元

About CME Group

关于芝加哥商品交易所集团

As the world's leading derivatives marketplace, CME Group () 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.

作为全球领先的衍生品市场,CME Group () 使客户能够交易期货、期权、现金和场外交易市场,优化投资组合和分析数据,使全球市场参与者能够有效地管理风险和抓住机会。芝加哥商品交易所集团交易所根据利率、股票指数、外汇、能源、农产品和金属,在所有主要资产类别中提供最广泛的全球基准产品。该公司通过CME Globex平台提供期货交易的期货和期权,通过BrokerTec进行固定收益交易以及在EBS平台上进行外汇交易。此外,它还运营着全球领先的中央交易对手清算提供商之一CME Clearing。

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 and EBS are trademarks of BrokerTec Europe LTD and EBS Group LTD, respectively. The S&P 500 Index is a product of S&P Dow Jones Indices LLC ("S&P DJI"). "S&P", "S&P 500", "SPY", "SPX", US 500 and The 500 are trademarks of Standard & Poor's Financial Services LLC; Dow Jones, DJIA and Dow Jones Industrial Average are service and/or trademarks of Dow Jones Trademark Holdings LLC. These trademarks have been licensed for use by Chicago Mercantile Exchange Inc. Futures contracts based on the S&P 500 Index are not sponsored, endorsed, marketed, or promoted by S&P DJI, and S&P DJI makes no representation regarding the advisability of investing in such products. All other trademarks are the property of their respective owners.

芝加哥商品交易所集团、环球徽标、芝加哥商品交易所、芝加哥商品交易所、Globex 和 e-mini 是芝加哥商品交易所公司的商标。CBOT 和 芝加哥 贸易委员会是贸易委员会的商标 芝加哥市,Inc. NYMEX、纽约商品交易所和ClearPort是纽约商品交易所公司的商标。COMEX是商品交易所公司的商标。BrokerTec和EBS分别是BrokerTec Europe LTD和EBS Group LTD的商标。标准普尔500指数是标普道琼斯指数有限责任公司(“标普道琼斯指数”)的产品。“标准普尔”、“标准普尔500”、“SPY”、“SPX”、US 500 和 500 是标准普尔金融服务有限责任公司的商标;道琼斯、道琼斯工业平均指数和道琼斯工业平均指数是道琼斯商标控股有限责任公司的服务和/或商标。这些商标已获芝加哥商品交易所公司许可使用。基于标准普尔500指数的期货合约不由标普道琼斯指数赞助、认可、销售或推广,标普道琼斯指数对投资此类产品的可取性不作任何陈述。所有其他商标均为其各自所有者的财产。

CME-G

CME-G

SOURCE CME Group

来源 CME 集团

Contact Us
联系我们

+1 312 930 3434
Corporate.Communications@cmegroup.com

+1 312 930 3434
Corporate.Communications@cmegroup.com

Media Room
媒体室

Keep updated on all relevant futures and options press releases, videos, tweets and reports pertaining to our derivatives market.

随时了解与我们的衍生品市场有关的所有相关期货和期权新闻稿、视频、推文和报告。

Most Recent
最新
声明:本内容仅用作提供资讯及教育之目的,不构成对任何特定投资或投资策略的推荐或认可。 更多信息
    抢沙发