Chicago Mercantile Exchange - CME: The Chicago Mercantile Exchange (CME) is the world's second-largest exchange for futures and options on futures and the largest in the U.S. Trading involves Record Driven by Interest Rate Futures and Options Open Interest Surpassing 109 MillionOptions Open Interest Reaches Record 96 Million. CHICAGO, June 12, 2019 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, announced total open interest (OI) reached a record 150,400,590 contracts on June 11. "Today, CME Group is the only exchange offering customers a holistic SOFR solution covering the entire yield curve," said Agha Mirza, Global Head of Interest Rate Products at CME Group. "Offering options on futures builds on our ever-growing SOFR ecosystem and deep expertise in listed interest rate options, and provides clients with another CME is the largest and most diverse financial futures and options exchange in the world – handling nearly 800 million futures contracts worth more than $460 trillion in a single year.
CME Group’s Exchange Daily Volume and Open Interest Report summarizes exchange-wide volume, including futures and options volume, for Globex, Clearport/PNT and Open Outcry. Volume figures are reported across divisions and asset classes to give you an instant grasp of market activity.
31 Jul 2017 On the other hand , those that have occasional use of these options (such as interest rate derivatives dealers who might use them to hedge otc Stocks, options, and 24/6 futures trading—all in one intuitive platform. a variety of futures products such as energies, metals, currencies, indices, interest rates, Educational videos by CME Group* are available to help you learn more about In a basic futures contract without delivery options, If interest rates are uncorrelated with the value of the 13-week Treasury bills, $1,000,000 par, CME . The CME's matching engine operates 10 different algorithms for electronic orders . The Pro Rata algorithm applies to FX futures spreads and is a simple pro rata The Threshold Pro-Rata with LMM applies primarily to interest rate options Bitcoin futures market data, including CME and Cboe Global Markets Bitcoin futures, quotes, charts, news and analysis. Bitcoin and other cryptocurrency and 1 Mar 2019 All commissions quoted are not inclusive of any fees, unless otherwise noted. Apex does not charge for futures data, the CME charges $2-12 per
Eurodollar futures open interest, tracked by the CFTC Commitment of Traders report, shows that asset managers and hedge funds seem to hold opposite positions
CME is the largest and most diverse financial futures and options exchange in the world – handling nearly 800 million futures contracts worth more than $460 trillion in a single year. The options will trade electronically on CME Globex as well as in open outcry. Eurodollar calendar spread options are designed to help market participants better manage risk exposures specifically tied to the slope of the Eurodollar rate curve. Call options will be exercisable into one long nearby Eurodollar futures contract and one short deferred Eurodollar futures contract, for example June 2008 (long) and June 2009 (short). Put options will be exercisable into a short nearby Eurodollar In the fourth quarter, average daily volume of futures and options trading on the CME totaled 16.7 million contracts, with an average revenue per contract of $0.717. Record Interest Rate options ADV of 4.3 million contracts ; Record Micro E-mini Equity futures ADV of 1.3 million contracts ; Record U.S. Treasury Bond futures and options ADV of 881,000 contracts ; Record E-mini Nasdaq 100 futures and options ADV of 825,000 contracts ; Record SOFR futures ADV of 67,000 contracts