The Chicago Merchantile Exchange, CME Group, said it April 2017 average daily volume (ADV) reached 16.3 million contracts, up 18 percent from April 2016.
The group’s April 2017 options volume averaged 4 million contracts per day, up 52 percent versus April 2016, with electronic options averaging 2.4 million contracts per day, up 53 percent over the same period last year. Open interest at the end of April was 121 million contracts, up 10 percent from the end of April 2016.
Interest rate volume averaged 8.3 million contracts per day in April 2017, up 50 percent from April 2016.
The exchange grew Eurodollar futures and options ADV 57 percent to 4.5 million contracts, this includes Eurodollar options ADV of 1.8 million contracts, up 98 percent; the proportion of these trades executed electronically reached 32 percent, a monthly record.
There was an increase in Treasury futures and options ADV 40 percent to 3.6 million contracts, including 93 percent growth in Treasury options ADV, the second highest monthly ADV, with a record 81 percent traded electronically
Reached record level of Large Open Interest Holders (LOIH) of 1,837 in Interest Rate futures as of April 11, 2017, up 11 percent from the 2016 annual average of 1,649
Also there was an Increase in Ultra 10-Year Treasury Note Futures open interest to nearly 350,000 contracts, including more than 61 large open interest holders with positions of at least 2,000 contracts each.