CHICAGO, Jan. 4, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that 2016 average daily volume (ADV) reached a record
15.6 million contracts, up 12 percent from 2015. Five of CME
Group's top ten daily volume days occurred within 2016, with three
of those during the fourth quarter. CME Group fourth-quarter
2016 ADV reached a 16.3 million contracts, up 24 percent from
fourth-quarter 2015, while December
2016 ADV reached 15 million contracts, up 15 percent
compared with December last year. Full-year 2016 options
volume averaged a record 3.1 million contracts per day, up 14
percent versus 2016, with electronic options averaging a record 1.7
million contracts per day, up 21 percent over the same period last
year. Open interest at the end of December was 103 million
contracts, up 13 percent from year-end 2015, and daily open
interest reached an all-time high of 122.6 million contracts on
December 15, 2016.
Metals volume averaged a record 488,000 contracts per day in
fourth-quarter 2016, up 49 percent from fourth-quarter 2015.
Highlights include:
- Grew Gold futures and options ADV 51 percent to 279,000
contracts
- Increased Silver futures and options ADV 45 percent to 80,000
contracts
Interest rate volume averaged a record 8.3 million contracts per
day in fourth-quarter 2016, up 36 percent from fourth-quarter
2015. Highlights include:
- Grew Eurodollar futures ADV 47 percent to nearly 3 million
contracts, and Eurodollar options ADV 21 percent to 1.3 million
contracts
- Grew Fed Fund futures ADV 46 percent to 123,000 contracts
- Achieved Treasury futures ADV of 3.2 million contracts, up 32
percent, and Treasury options ADV of 664,000 contracts, up 44
percent
- Reached highest quarterly ADV in Ultra 10-Year Treasury Note
futures and options, launched in early January 2016, with nearly 100,000 contracts per
day
- Reached record levels in overall interest rate open interest of
nearly 74 million contracts during December, with quarter-end open
interest of 58 million contracts, up 25 percent from 47 million
contracts at the same time last year
Energy volume averaged a record 2.6 million contracts per day in
fourth-quarter 2016, up 27 percent from fourth-quarter 2015.
Highlights include:
- Grew WTI Crude Oil futures and options ADV 45 percent to a
record 1.4 million contracts
- Maintained November 2016
month-end record level of WTI Crude Oil futures (CL) open interest
of more than 2.1 million contracts during December, and finished
quarter-end up 24 percent
Foreign exchange volume averaged 883,000 contracts per day in
fourth-quarter 2016, up 13 percent from fourth-quarter 2015.
Highlights include:
- Grew British Pound futures and options ADV 52 percent to
133,000 contracts
- Achieved quarterly ADV record in European option and Mexican
Peso options
Equity index volume averaged 2.9 million contracts per day in
fourth-quarter 2016, up 5 percent from fourth-quarter 2015.
Highlights include:
- Grew Equity Index options ADV 26 percent to a record 680,000
contracts
- Achieved ADV of 42,000 contracts for S&P 500 and E-mini
S&P 500 Wednesday Weekly options launched September 26, 2016
Agricultural volume averaged 1.2 million contracts per day in
fourth-quarter 2016, down 1 percent from fourth-quarter 2015.
Highlights include:
- Grew Hard Red Winter Wheat futures and options ADV 36
percent
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
ANNUAL AVERAGE
DAILY VOLUME (ADV)
|
|
Total Exchange
ADV (in thousands)
|
|
|
2016
|
2015
|
|
Trading
Days
|
252
|
253
|
|
|
|
|
|
PRODUCT
LINE
|
2016
|
2015
|
Percent
Change
|
Interest
Rates
|
7,517
|
6,735
|
12%
|
Equity
Indexes
|
3,061
|
2,743
|
5%
|
Foreign Exchange
(FX)
|
858
|
872
|
-2%
|
Energy
|
2,432
|
1,970
|
23%
|
Agricultural
Commodities
|
1,321
|
1,265
|
4%
|
Metals
|
460
|
345
|
34%
|
Total
|
15,649
|
13,963
|
12%
|
VENUE
|
2016
|
2015
|
Percent
Change
|
Open
outcry
|
1,149
|
1,139
|
1%
|
CME Globex
|
13,766
|
12,185
|
13%
|
Privately
negotiated
|
735
|
639
|
15%
|
QUARTERLY AVERAGE
DAILY VOLUME (ADV)
|
|
Total Exchange
ADV (in
thousands)
|
|
|
4Q
2016
|
4Q
2015
|
|
Trading
Days
|
63
|
64
|
|
|
|
|
|
PRODUCT
LINE
|
4Q
2016
|
4Q
2015
|
Percent
Change
|
Interest
Rates
|
8,300
|
6,097
|
36%
|
Equity
Indexes
|
2,875
|
2,759
|
4%
|
Foreign Exchange
(FX)
|
883
|
779
|
13%
|
Energy
|
2,586
|
2,032
|
27%
|
Agricultural
Commodities
|
1,193
|
1,200
|
-1%
|
Metals
|
488
|
326
|
49%
|
Total
|
16,325
|
13,178
|
24%
|
VENUE
|
4Q
2016
|
4Q
2015
|
Percent
Change
|
Open
outcry
|
1,130
|
1,056
|
7%
|
CME Globex
|
14,375
|
11,420
|
26%
|
Privately
negotiated
|
820
|
704
|
17%
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
Total Exchange
ADV (in
thousands)
|
|
|
Dec
2016
|
Dec
2015
|
|
Trading
Days
|
21
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Dec
2016
|
Dec
2015
|
Percent
Change
|
Interest
Rates
|
7,334
|
5,692
|
29%
|
Equity
Indexes
|
2,846
|
3,110
|
-8%
|
Foreign Exchange
(FX)
|
892
|
884
|
1%
|
Energy
|
2,575
|
2,055
|
25%
|
Agricultural
Commodities
|
1,024
|
1,033
|
-1%
|
Metals
|
359
|
264
|
36%
|
Total
|
15,030
|
13,039
|
15%
|
VENUE
|
Dec
2016
|
Dec
2015
|
Percent
Change
|
Open
outcry
|
1,442
|
1,054
|
8%
|
CME Globex
|
13,070
|
11,312
|
16%
|
Privately
negotiated
|
817
|
672
|
22%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Dec-16
|
Nov-16
|
Oct-16
|
Sep-16
|
Interest
Rates
|
8,300
|
8,025
|
6,445
|
6,791
|
Equity
Indexes
|
2,875
|
3,180
|
2,882
|
2,876
|
Foreign Exchange
(FX)
|
883
|
909
|
786
|
772
|
Energy
|
2,586
|
2,541
|
2,358
|
2,294
|
Agricultural
Commodities
|
1,193
|
1,173
|
1,110
|
1,156
|
Metals
|
488
|
496
|
395
|
431
|
Total
|
16,325
|
16,323
|
13,975
|
14,319
|
|
|
|
|
|
VENUE
|
Dec-16
|
Nov-16
|
Oct-16
|
Sep-16
|
Open
outcry
|
1,130
|
1,063
|
847
|
982
|
Electronic
|
14,375
|
14,493
|
12,508
|
12,672
|
Privately
negotiated
|
820
|
767
|
620
|
665
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-16
|
Oct-16
|
Sep-16
|
Aug-16
|
Interest
Rates
|
0.496
|
0.505
|
0.508
|
0.504
|
Equity
Indexes
|
0.682
|
0.673
|
0.676
|
0.693
|
Foreign Exchange
(FX)
|
0.782
|
0.806
|
0.806
|
0.806
|
Energy
|
1.087
|
1.100
|
1.097
|
1.125
|
Agricultural
Commodities
|
1.338
|
1.351
|
1.335
|
1.326
|
Metals
|
1.487
|
1.537
|
1.542
|
1.557
|
Total
|
0.731
|
0.753
|
0.750
|
0.763
|
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,
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Chicago, Inc. NYMEX, New York Mercantile Exchange and
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Inc. All other trademarks are the property of their
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(NASDAQ: CME) and its products can be found at
www.cmegroup.com.
CME-G
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SOURCE CME Group