Moscow Exchange MOEX

Foreign Exchange Volume in CME and MOEX takes a Downturn in November 2018

CME GroupCME

Derivatives marketplace, CME Group has revealed its November monthly volumes recording steady gains across the segment. During the month, the exchange has witnessed record Energy futures and options volume and Energy options.

The Foreign Exchange volume averaged 904,000 contracts per day which is down by 1 percent compared to the November 2017 figures. Most of the trading activities are noted in the following currency futures.

  • AUD F&O ADV increased by 14 per cent to 113,000 contracts
  • USD F&O ADV increased by 7 per cent to 79,000 contracts
  • Mexican Peso F&O ADV increased by 27 per cent to 62,000 contracts

Trading volume for other segments within CME:

  • The Equity Index volume averaged 3.7 million contracts daily in November, marking a growth of 35 per cent year-on-year.
  • The Interest Rate Volume during the month averaged to 12 million contracts per day, with a growth of 27 per cent year-on-year from November 2017.
  • The Options volume averaged around 4.3 million contracts per day, up from 23 per cent from November 2017 ].
  • The Energy volume averaged a record 3.1 million contracts per day in November 2018, up by 16 per cent compared to November 2017 figures.
  • The Agricultural Volume averaged 1.5 million contracts per day, down by 6 per cent compared to November 2017 figures.
  • The Metals volume averaged 624,000 contracts per day, down by 17 per cent compared to November 2017 volumes.

Moscow Exchange

Russia’s largest institutional trading venue has failed to continue to strong momentum seen last month in the light of a less volatile market trading environment.

During the month, the forex volume decreased by over 11.2 per cent month-on-month coming in at RUB 26.8 trillion ($401 billion) compared to RUB 30.4 trillion ($460 billion) in October 2018. The ADV during the month was RUB 1.27 trillion ($19 billion), a drop of 5 per cent month on month RUB 1.32 trillion ($20 billion) in October while 1.6 per cent higher year-over-year from RUB 1.29 trillion in November 2017.

The spot trades in the Fx volumes were at RUB 7.1 trillion, up by 8 per cent month-on-month, swap trades and forwards came in at RUB 19.7 trillion, down by 16 per cent compared to (RUB 23.4 trillion) for October 2018.