CHICAGO, April 4, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that first-quarter 2016 volume averaged a record 16.9
million contracts per day, up 13 percent from first-quarter
2015. CME Group first-quarter 2016 options volume averaged a
record 3.5 million contracts per day, up 22 percent versus
first-quarter 2015, with electronic options averaging 1.8 million
contracts per day, up 26 percent over the same period last
year. March 2016 volume
averaged 14.3 million contracts per day, up 4 percent from
March 2015. Open interest at
the end of March was 106 million contracts, up 16 percent from
year-end 2015.
Interest rate volume averaged 8.2 million contracts per day in
first-quarter 2016, up 9 percent from first-quarter 2015, and 6.4
million contracts per day in March
2016, down 1 percent over the same period last year.
Highlights include:
- Reached record quarterly Interest Rate options average daily
volume of 2.1 million contracts
- Grew participation in recently launched Ultra 10-Year U.S.
Treasury Note futures and options contracts, reaching an average
daily volume of more than 45,000 contracts and open interest of
above 105,000 contracts in March
- Reached record electronic trading levels for Treasury options
and Eurodollar options in March, at 71 percent and 25 percent,
respectively
Equity index volume averaged 3.6 million contracts per day in
first-quarter 2016, up 28 percent from first-quarter 2015, and in
March 2016 averaged 3.1 million
contracts per day, up 10 percent from March
2015. Highlights include:
- First-quarter 2016 Equity options average daily volume grew 20
percent compared with first-quarter 2015
- Reached quarterly record in Nikkei 225
Yen stock futures and options
Foreign exchange volume averaged 944,000 contracts per day in
first-quarter 2016, down 1 percent from first-quarter 2015, and
912,000 contracts per day in March
2016, down 16 percent from the same period a year ago.
Highlights include:
- Achieved FX futures and options daily volume record of more
than 2.5 million contracts on March 10,
2016
- Set quarterly average daily volume records for futures and
options across Mexican Peso, Brazilian Real and E-micro FX
contracts
Energy volume averaged a record 2.5 million contracts per day in
first-quarter 2016, up 18 percent from first-quarter 2015, and 2.3
million contracts per day in March
2016, up 24 percent from March 2015. Highlights
include:
- Achieved record quarterly WTI futures average daily volume of
1.2 million contracts, and record quarterly WTI options average
daily volume of 224,000 contracts
- Set record quarterly Gasoline futures and options average daily
volume of 185,000 contracts
Agricultural volume averaged 1.2 million contracts per day in
first-quarter 2016, up 1 percent from first-quarter 2015, and
averaged 1.1 million contracts per day in March 2016, up 2 percent from the prior-year
period. Highlights include:
- Achieved Corn futures daily trading volume record of more than
930,000 on March 31, 2016
- Set both quarterly and monthly average daily volume records for
Crude Palm Oil (CPO) swap volume
Metals volume averaged 454,000 contracts per day in
first-quarter 2016, up 23 percent from first-quarter 2015, and
467,000 contracts per day in March
2016, up 28 percent from the same period a year ago.
Highlights include:
- Second highest quarterly average daily volume for Gold futures
and options contracts of 284,000 contracts
- Set quarterly average daily volume record for Aluminum futures
and options
Footnote: To see CME Group daily over-the-counter (OTC)
notional cleared volumes and open interest, monthly OTC notional
cleared volumes and monthly total trade count, go to
http://www.cmegroup.com/education/cme-volume-oi-records.html
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Q1
2016
|
Q1
2015
|
|
Trading
Days
|
61
|
61
|
|
|
|
|
|
PRODUCT
LINE
|
Q1
2016
|
Q1
2015
|
Percent
Change
|
Interest
Rates
|
8,246
|
7,564
|
9%
|
Equity
Indexes
|
3,557
|
2,772
|
28%
|
Foreign Exchange
(FX)
|
944
|
954
|
-1%
|
Energy
|
2,536
|
2,142
|
18%
|
Agricultural
Commodities
|
1,206
|
1,189
|
1%
|
Metals
|
454
|
369
|
23%
|
Total
|
16,944
|
14,990
|
13%
|
|
|
|
|
VENUE
|
Q1
2016
|
Q1
2015
|
Percent
Change
|
Open
outcry
|
1,423
|
1,291
|
10%
|
CME Globex
|
14,713
|
13,034
|
13%
|
Privately
negotiated
|
807
|
665
|
21%
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Mar
2016
|
Mar
2015
|
|
Trading
Days
|
22
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Mar
2016
|
Mar
2015
|
Percent
Change
|
Interest
Rates
|
6,385
|
6,467
|
-1%
|
Equity
Indexes
|
3,124
|
2,833
|
10%
|
Foreign Exchange
(FX)
|
912
|
1,087
|
-16%
|
Energy
|
2,299
|
1,859
|
24%
|
Agricultural
Commodities
|
1,119
|
1,096
|
2%
|
Metals
|
467
|
365
|
28%
|
Total
|
14,307
|
13,706
|
4%
|
|
|
|
|
VENUE
|
Mar
2016
|
Mar
2015
|
Percent
Change
|
Open
outcry
|
985
|
1,136
|
-13%
|
CME Globex
|
12,611
|
12,004
|
5%
|
Privately
negotiated
|
711
|
567
|
25%
|
ROLLING THREE-MONTH AVERAGES
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Mar-16
|
Feb-16
|
Jan-16
|
Dec-15
|
Interest
Rates
|
8,246
|
7,996
|
7,087
|
6,097
|
Equity
Indexes
|
3,557
|
3,552
|
3,187
|
2,743
|
Foreign Exchange
(FX)
|
944
|
934
|
855
|
779
|
Energy
|
2,536
|
2,448
|
2,196
|
2,032
|
Agricultural
Commodities
|
1,206
|
1,175
|
1,176
|
1,200
|
Metals
|
454
|
381
|
359
|
326
|
Total
|
16,944
|
16,486
|
14,861
|
13,178
|
|
|
|
|
|
VENUE
|
Mar-16
|
Feb-16
|
Jan-16
|
Dec-15
|
Open
outcry
|
1,423
|
1,448
|
1,330
|
1,055
|
Electronic
|
14,713
|
14,245
|
12,799
|
11,420
|
Privately
negotiated
|
807
|
793
|
732
|
704
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Feb-16
|
Jan-16
|
Dec-15
|
Nov-15
|
Interest
Rates
|
0.507
|
0.514
|
0.517
|
0.514
|
Equity
Indexes
|
0.723
|
0.717
|
0.718
|
0.723
|
Foreign Exchange
(FX)
|
0.769
|
0.788
|
0.813
|
0.799
|
Energy
|
1.217
|
1.240
|
1.232
|
1.186
|
Agricultural
Commodities
|
1.329
|
1.333
|
1.339
|
1.320
|
Metals
|
1.592
|
1.631
|
1.644
|
1.641
|
Total
|
0.758
|
0.772
|
0.789
|
0.775
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) is where the world comes to manage
risk. CME Group exchanges offer the widest range of global
benchmark products across all major asset classes, including
futures and options based on interest rates, equity indexes,
foreign exchange, energy, agricultural products and metals. Around
the world, CME Group brings buyers and sellers together through its
CME Globex® electronic trading platform and its exchanges based in
Chicago, New York and London. CME Group also operates one of the
world's leading central counterparty clearing providers through CME
Clearing and CME Clearing Europe, which offer clearing and
settlement services across asset classes for exchange-traded and
over-the-counter derivatives. CME Group's products and services
ensure that businesses around the world can effectively manage risk
and achieve growth.
CME Group is a trademark of CME Group Inc. The Globe Logo, CME,
Globex and Chicago Mercantile Exchange are trademarks of Chicago
Mercantile Exchange Inc. CBOT, the Chicago Board of Trade, KCBOT, KCBT and
Kansas City Board of Trade are
trademarks of the Board of Trade of the City of Chicago, Inc. NYMEX, New York
Mercantile Exchange and ClearPort are registered trademarks of New
York Mercantile Exchange, Inc. COMEX is a trademark of Commodity
Exchange, Inc All other trademarks are the property of their
respective owners. Further information about CME Group (NASDAQ:
CME) and its products can be found at www.cmegroup.com.
CME-G
To view the original version on PR Newswire,
visit:http://www.prnewswire.com/news-releases/cme-group-achieved-record-average-daily-volume-of-169-million-contracts-per-day-in-first-quarter-2016-up-13-percent-from-first-quarter-2015-300245249.html
SOURCE CME Group