- 9 Aug 2019
- By CME Group
Reviews by Asset Class
Interest Rates | Equity Index | Energy | Agricultural | FX | Metals
Asset Class |
ADV |
% YoY |
% Globex |
Month-End OI |
OI % YoY |
Total Options |
3,618,998 |
31% |
64% |
84,639,315 |
28% |
Interest Rates |
2,489,205 |
60% |
53% |
68,396,091 |
40% |
Equity Index |
504,510 |
-11% |
94% |
4,043,537 |
-9% |
Agricultural |
265,083 |
-8% |
86% |
3,733,889 |
-2% |
Energy |
221,700 |
-9% |
68% |
5,983,776 |
-9% |
Metals |
92,502 |
66% |
77% |
1,863,048 |
28% |
FX |
45,998 |
-24% |
99% |
618,974 |
-15% |
- Though volatility subsided relative to June, options volumes remained strong, +31% YoY
- Fed policy uncertainty continues to drive huge volumes in Eurodollars options
- Gold and Silver options were extremely active with volumes +59% and 66% respectively
- October Lean Hog call skew decreased significantly in July, volume +32%
- Natural Gas Calendar Spread Options saw volume jump to 5.4K contracts/day, +397% YoY and the highest since January (this trend has continued with ADV growing to over 10K during the first week in August)
|
Symbol |
ADV |
% YoY |
% Globex |
Month-End OI |
OI % Puts |
Eurodollar options |
|
1,527,882 |
66% |
37% |
61,582,555 |
51% |
Eurodollars (Quarterly/Serial) |
GE |
1,093,278 |
106% |
37% |
44,906,040 |
53% |
1-Year Mid-Curve |
GE0 |
307,300 |
70% |
32% |
9,138,954 |
45% |
2-Year Mid-Curve |
GE2 |
76,318 |
-43% |
40% |
4,807,026 |
53% |
3-Year Mid-Curve |
GE3 |
46,531 |
-32% |
41% |
2,535,770 |
47% |
4-Year Mid-Curve |
GE4 |
2,105 |
-7% |
44% |
170,916 |
57% |
10-Year Note |
|
594,573 |
41% |
82% |
3,688,703 |
62% |
Quarterly/Serial |
OZN |
436,162 |
26% |
80% |
3,243,202 |
63% |
Friday Weekly |
ZN1-5 |
138,274 |
147% |
85% |
443,700 |
58% |
Wednesday Weekly |
WY1-5 |
20,137 |
16% |
84% |
1,801 |
54% |
5-Year Note |
|
228,474 |
145% |
73% |
1,951,944 |
70% |
Quarterly/Serial |
OZF |
169,454 |
106% |
70% |
1,733,770 |
73% |
Friday Weekly |
ZF1-5 |
51,406 |
522% |
82% |
217,229 |
51% |
Wednesday Weekly |
WF1-5 |
8,239 |
153% |
81% |
945 |
77% |
T-Bond |
|
115,176 |
14% |
89% |
812,965 |
58% |
Quarterly/Serial |
OZB |
87,365 |
10% |
87% |
703,480 |
57% |
Friday Weekly |
ZB1-5 |
24,673 |
55% |
94% |
108,832 |
63% |
Wednesday Weekly |
WB1-5 |
3,138 |
-47% |
93% |
653 |
33% |
2-Year Note |
|
21,670 |
4% |
82% |
6,813,536 |
64% |
Quarterly/Serial |
OZT |
20,949 |
4% |
81% |
294,549 |
69% |
Friday Weekly |
ZT1-5 |
95 |
45% |
0% |
600 |
100% |
Ultra T-Bond |
OUB |
1,408 |
1142% |
1% |
58,604 |
97% |
Ultra 10-Year Note |
OTN |
23 |
N/A |
0% |
6,171 |
3% |
Fed Funds |
|
850 |
N/A |
9% |
18,149 |
97% |
|
Symbol |
ADV |
% YoY |
Month-End OI |
OI % Puts |
E-mini S&P 500 options |
|
465,586 |
-9% |
3,794,187 |
75% |
Quarterlies |
ES |
95,378 |
21% |
2,150,998 |
77% |
Monday Weekly |
E1A-E5A |
36,591 |
19% |
43,962 |
75% |
Wednesday Weekly |
E1C-E5C |
40,103 |
5% |
47,969 |
71% |
Friday Weekly |
EW1-EW4 |
224,536 |
-21% |
996,597 |
72% |
End-of-Month |
EW |
68,979 |
-15% |
554,661 |
74% |
S&P 500 options |
|
28,506 |
-28% |
160,719 |
69% |
Quarterlies |
SP |
1,141 |
-62% |
36,632 |
45% |
Monday Weekly |
S1A-S5A |
3,066 |
15% |
1 |
100% |
Wednesday Weekly |
S1C-S5C |
2,320 |
-8% |
900 |
0% |
Friday Weekly |
EV1-EV4 |
16,867 |
-37% |
98,178 |
74% |
End-of-Month |
EV |
5,112 |
16% |
25,008 |
88% |
E-mini NASDAQ-100 options |
|
8,040 |
-29% |
62,172 |
54% |
Quarterlies |
NQ |
2,070 |
-34% |
33,314 |
52% |
Weekly |
QN1-QN4 |
5,179 |
-32% |
23,903 |
58% |
End-of-Month |
QNE |
792 |
19% |
4,955 |
54% |
E-mini Russell 2000 options |
RTO |
2,283 |
81% |
23,540 |
72% |
E-mini Dow ($5) options |
YM |
96 |
-68% |
2,912 |
45% |
|
Symbol |
Settlement |
ADV |
% YoY |
% Globex |
Month-End OI |
OI % Puts |
Crude Oil options |
|
|
137,255 |
-22% |
75% |
3,945,333 |
49% |
WTI Crude Oil |
LO |
Physical |
114,504 |
-21% |
86% |
2,365,235 |
45% |
WTI 1 Month CSO |
WA |
Physical |
11,406 |
-1% |
2% |
647,481 |
64% |
Brent Futures-Style |
BZO |
Financial |
3,406 |
-60% |
55% |
168,780 |
25% |
WTI Weeklies |
LO1-5 |
Physical |
2,394 |
-13% |
99% |
7,489 |
46% |
WTI Average Price |
AAO |
Financial |
1,643 |
151% |
0% |
367,013 |
58% |
WTI-Brent Spread |
BV |
Financial |
1,341 |
-20% |
5% |
115,935 |
41% |
Brent European |
BE |
Financial |
1,112 |
-68% |
0% |
52,725 |
63% |
WTI 1 Month CSO |
7A |
Financial |
910 |
-64% |
0% |
148,335 |
63% |
Natural Gas options |
|
|
81,944 |
26% |
58% |
1,921,580 |
46% |
Natural Gas European |
LN |
Financial |
69,811 |
24% |
60% |
1,687,686 |
45% |
Natural Gas American |
ON |
Physical |
5,894 |
-9% |
99% |
81,795 |
48% |
Natural Gas 1 Month CSO |
G4 |
Financial |
3,730 |
334% |
1% |
68,850 |
69% |
Natural Gas 3 Month CSO |
G3 |
Financial |
1,575 |
950% |
0% |
36,550 |
57% |
Refined Product options |
|
|
1,758 |
-3% |
20% |
87,214 |
26% |
NY Harbor ULSD |
OH |
Physical |
1,154 |
-14% |
14% |
53,265 |
26% |
RBOB Gasoline |
OB |
Physical |
527 |
25% |
37% |
17,260 |
33% |
|
Symbol |
ADV |
% YoY |
% Globex |
Month-End OI |
OI % Puts |
Corn |
OZC |
128,042 |
7% |
86% |
1,614,732 |
41% |
Soybean |
OZS |
48,377 |
-28% |
88% |
504,014 |
46% |
SRW Wheat |
OZW |
27,433 |
-36% |
85% |
371,820 |
42% |
Lean Hogs |
HE |
19,560 |
32% |
94% |
425,289 |
47% |
Soybean Meal |
OZM |
7,412 |
-17% |
83% |
100,958 |
47% |
Short-Dated New Crop |
OCD, OSD |
7,187 |
-10% |
87% |
109,815 |
43% |
Live Cattle |
LE |
6,006 |
-39% |
91% |
193,731 |
48% |
Weekly Corn |
ZC1-5 |
5,953 |
357% |
76% |
25,844 |
39% |
KC HRW Wheat |
OKE |
4,265 |
-2% |
62% |
68,331 |
32% |
Soybean Oil |
OZL |
4,220 |
9% |
84% |
65,993 |
41% |
Class III Milk |
DC |
1,846 |
7% |
96% |
61,466 |
52% |
Feeder Cattle |
GF |
1,323 |
4% |
95% |
42,210 |
49% |
Weekly Soybeans |
ZS1-5 |
965 |
1% |
94% |
3,894 |
52% |
Weekly Wheat |
ZW1-5 |
479 |
304% |
94% |
5,417 |
29% |
|
Symbol |
ADV |
% YoY |
% Globex |
Month-End OI |
OI % Puts |
EUR/USD |
EUU |
25,363 |
1% |
99% |
275,877 |
50% |
JPY/USD |
JPU |
7,511 |
-44% |
99% |
113,024 |
39% |
GBP/USD |
GPU |
6,587 |
-39% |
100% |
119,255 |
50% |
AUD/USD |
ADU |
3,240 |
-34% |
99% |
51,518 |
53% |
CAD/USD |
CAU |
3,101 |
-47% |
100% |
52,181 |
54% |
CHF/USD |
CHU |
118 |
-30% |
100% |
4,684 |
47% |
MXN/USD |
6M |
54 |
-51% |
100% |
1,811 |
49% |
|
Symbol |
ADV |
% YoY |
% Globex |
Month-End OI |
OI % Puts |
Gold |
OG |
70,297 |
59% |
74% |
1,560,943 |
30% |
Silver |
SO |
11,353 |
66% |
87% |
211,302 |
34% |
Gold Weeklies |
OG1-5 |
8,249 |
249% |
92% |
36,815 |
39% |
Copper |
HX |
2,252 |
35% |
91% |
38,839 |
36% |
Silver Weeklies |
SO1-5 |
259 |
55% |
85% |
2,403 |
38% |
Platinum |
PO |
52 |
-84% |
80% |
8,041 |
36% |
Palladium |
PAO |
21 |
-78% |
59% |
1,899 |
65% |
Open Interest as of 7/31/19, unless otherwise specified
YoY – Compares current period 2019 to same period 2018, MoM – Compares current month 2019 to previous month 2019
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