CHICAGO, May 3, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that April 2016 volume
averaged 13.8 million contracts per day, up 21 percent from April
2015. CME Group April 2016
options volume averaged 2.6 million contracts per day, up 15
percent versus April 2015, with
electronic options averaging 1.6 million contracts per day, up 31
percent over the same period last year. Total open interest
at the end of April was 110 million contracts, up 20 percent from
year-end 2015.
Agricultural volume averaged a record 1.9 million contracts per
day in April 2016, up 52 percent from
April 2015. Highlights include:
- Achieved Corn futures and options monthly average daily volume
record of more than 658,000 contracts, up 55 percent from
April 2015
- Set monthly average daily volume records for Soybeans, Soybean
Meal and Soybean Oil, with 80 percent, 59 percent and 44 percent
year-over-year growth, respectively
- Set monthly average daily volume record in Hard Red Winter
Wheat futures and options, up 32 percent compared with April last
year, and in Cocoa futures
- Reached a record high in aggregate number of large open
interest holders in CME Group agricultural futures of 3,988 on
April 12, 2016
Interest rate volume averaged 5.5 million contracts per day in
April 2016, up 8 percent from April
2015. Highlights include:
- Grew Eurodollar options average daily volume 14 percent in
April 2016, to 903,000 contracts per
day, compared with the same period a year ago
- Increased Fed Funds futures average daily volume 103 percent,
to 103,000 contracts per day, compared with April 2015
- Grew participation in recently launched Ultra 10-Year U.S.
Treasury Note futures and options contracts, reaching open interest
of more than 118,000 contracts in April
- Reached record electronic trading levels for Eurodollar options
in April, at 27 percent, with electronic trading levels for
Treasuries remaining at a record 71 percent
Equity index volume averaged 2.7 million contracts per day in
April 2016, up 29 percent from
April 2015. Highlights
include:
- Grew April 2016 Equity options
average daily volume 21 percent compared with April 2015
- Increased E-mini S&P 500 futures average daily volume 35
percent, compared with April 2015,
trading an average of 1.6 million contracts per day
- Grew E-mini S&P 500 options average daily volume 5 percent
compared with April 2015, trading an
average of 267,000 contracts per day
- Recorded significant growth in the Nikkei complex, including
Nikkei JPY futures, up 68 percent, and Nikkei USD futures, up 56
percent, compared with the same time a year ago. On average,
the Nikkei complex traded 87,000 contracts per day in April 2016.
Foreign exchange volume averaged 771,000 contracts per day in
April 2016, down 8 percent from April
2015. Highlights include:
- Increased Japanese Yen futures and options average daily volume
21 percent to 146,000 contracts per day in April 2016
- Grew Mexican Peso futures and options average daily volume 31
percent, compared with April 2015,
trading an average of 55,000 contracts daily in April 2016
Energy volume averaged 2.5 million contracts per day in
April 2016, up 38 percent from April
2015. Highlights include:
- Achieved 40 percent year-over-year growth in Natural Gas
average daily volume in April 2016,
with 55 percent growth in electronic Natural Gas average daily
volume
- Grew Natural Gas options average daily volume 44 percent in
April 2016, compared with April last
year
- Grew average daily volume 34 percent across Crude Oil products
in April 2016, driven primarily by
WTI futures average daily volume of 1.1 million contracts, up 39
percent from the same period last year
Metals volume averaged 440,000 contracts per day in April 2016, up 36 percent from April 2015.
Highlights include:
- Grew Gold futures average daily volume 36 percent to 191,000
contracts per day in April 2016,
compared with April 2015
- Grew Silver futures and options average daily volume 46 percent
to 102,000 contracts per day in April
2016, compared with April last year
- Increased Copper futures average daily volume 35 percent to
96,000 contracts per day in April
2016
- Reached new daily open interest records in Silver and Copper
during the month
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
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Apr
2016
|
Apr
2015
|
|
Trading
Days
|
21
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Apr
2016
|
Apr
2015
|
Percent
Change
|
Interest
Rates
|
5,525
|
5,126
|
8%
|
Equity
Indexes
|
2,696
|
2,092
|
29%
|
Foreign Exchange
(FX)
|
771
|
838
|
-8%
|
Energy
|
2,463
|
1,791
|
38%
|
Agricultural
Commodities
|
1,941
|
1,279
|
52%
|
Metals
|
440
|
324
|
36%
|
Total
|
13,836
|
11,450
|
21%
|
|
|
|
|
|
|
VENUE
|
Apr
2016
|
Apr
2015
|
Percent
Change
|
Open
outcry
|
933
|
956
|
-2%
|
CME Globex
|
12,332
|
10,007
|
23%
|
Privately
negotiated
|
570
|
487
|
17%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Apr-16
|
Mar-16
|
Feb-16
|
Jan-16
|
Interest
Rates
|
7,131
|
8,246
|
7,996
|
7,087
|
Equity
Indexes
|
3,095
|
3,557
|
3,552
|
3,187
|
Foreign Exchange
(FX)
|
878
|
944
|
934
|
855
|
Energy
|
2,493
|
2,536
|
2,448
|
2,196
|
Agricultural
Commodities
|
1,473
|
1,206
|
1,175
|
1,176
|
Metals
|
464
|
454
|
381
|
359
|
Total
|
15,535
|
16,944
|
16,486
|
14,861
|
|
|
|
|
|
VENUE
|
Apr-16
|
Mar-16
|
Feb-16
|
Jan-16
|
Open
outcry
|
1,100
|
1,423
|
1,448
|
1,330
|
Electronic
|
13,718
|
14,713
|
14,245
|
12,799
|
Privately
negotiated
|
717
|
807
|
793
|
732
|
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Mar-16
|
Feb-16
|
Jan-16
|
Dec-15
|
Interest
Rates
|
0.501
|
0.507
|
0.514
|
0.517
|
Equity
Indexes
|
0.726
|
0.723
|
0.717
|
0.718
|
Foreign Exchange
(FX)
|
0.767
|
0.769
|
0.788
|
0.813
|
Energy
|
1.203
|
1.217
|
1.240
|
1.232
|
Agricultural
Commodities
|
1.321
|
1.329
|
1.333
|
1.339
|
Metals
|
1.597
|
1.592
|
1.631
|
1.644
|
Total
|
0.756
|
0.758
|
0.772
|
0.789
|
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
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SOURCE CME Group