CHICAGO, Feb. 2, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that January 2017 average
daily volume (ADV) reached 16 million contracts per day, down 12
percent from a strong January 2016. CME Group January 2017 options volume averaged 3.4 million
contracts per day, down 19 percent versus January 2016, with electronic options averaging
1.9 million contracts per day, down 5 percent over the same period
last year. Open interest at the end of January was 111
million contracts, up 3 percent from the end of January 2016.
Metals volume averaged 525,000 contracts per day in January 2017, up 30 percent from January
2016. Highlights include:
- Grew Gold futures ADV 38 percent to 303,000 contracts
- Increased Silver futures ADV 40 percent to 71,000
contracts
- Achieved 23 percent year-over-year growth for base metals for
the month
Agricultural volume averaged 1.2 million contracts per day in
January 2017, up 3 percent from
January 2016. Highlights include:
- Achieved 9 percent and 15 percent growth in Soybean Oil and
Soybean Meal futures and options, respectively
Energy volume averaged 2.5 million contracts per day in
January 2017, down 2 percent from
January 2016. Highlights include:
- Finished January with record level of WTI Crude Oil futures
(CL) open interest of nearly 2.2 million contracts, up 19 percent
versus the same period last year
- Increased Natural Gas futures and options ADV 20 percent to
631,000 contracts
- Grew Natural Gas Liquids and Plastics, as well as Ethanol,
futures and options ADV 45 percent and 34 percent year-over-year,
respectively
Foreign exchange volume averaged 920,000 contracts per day in
January 2017, down 5 percent from
January 2016. Highlights include:
- Grew British Pound futures and options ADV 15 percent to
129,000 contracts
Interest rate volume averaged 8.4 million contracts per day in
January 2017, down 6 percent from
January 2016. Highlights include:
- Grew Fed Fund futures ADV 34 percent to 164,000 contracts per
day
- Increased Treasury options ADV 22 percent to 757,000 contracts
per day, including 21 percent growth in weekly Treasury
options
- Achieved Eurodollar futures ADV of 1 million contracts across
the back 32 quarterly contracts, up 25 percent
- Reached record level of Large Open Interest Holders (LOIH) for
CME Group interest rates tallied in CFTC weekly Commitment of
Traders report of 1,756 as of January 24,
2017, up 6 percent from the 2016 annual average of
1,649
Equity index volume averaged 2.5 million contracts per day in
January 2017, down 40 percent from
January 2016. Highlights include:
- More than doubled E-mini S&P 500 weekly options ADV, and
grew E-mini S&P 500 end- of-month options by 10 percent, to
nearly 90,000 contracts
- Achieved ADV of 50,000 contracts for S&P 500 and E-mini
S&P 500 Wednesday Weekly options, which launched September 26, 2016, up 11 percent sequentially
from December 2016
- Grew participation in CME Group's BTIC functionality, reaching
a record single day for E-mini S&P 500 futures on January 23, 2017, with 26,363 contracts
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)
|
|
|
Jan
2017
|
Jan
2016
|
|
Trading
Days
|
20
|
19
|
|
|
|
|
|
PRODUCT
LINE
|
Jan
2017
|
Jan
2016
|
Percent
Change
|
Interest
Rates
|
8,391
|
8,935
|
-6%
|
Equity
Indexes
|
2,495
|
4,139
|
-40%
|
Foreign Exchange
(FX)
|
920
|
970
|
-5%
|
Energy
|
2,539
|
2,597
|
-2%
|
Agricultural
Commodities
|
1,166
|
1,133
|
3%
|
Metals
|
525
|
405
|
30%
|
Total
|
16,036
|
18,179
|
-12%
|
|
|
|
|
VENUE
|
Jan
2017
|
Jan
2016
|
Percent
Change
|
Open
outcry
|
1,260
|
1,954
|
-36%
|
CME Globex
|
13,962
|
15,382
|
-9%
|
Privately
negotiated
|
815
|
842
|
-3%
|
ROLLING
THREE-MONTH AVERAGES
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jan-17
|
Dec-16
|
Nov-16
|
Oct-16
|
Interest
Rates
|
9,204
|
8,300
|
8,025
|
6,445
|
Equity
Indexes
|
2,846
|
2,875
|
3,180
|
2,882
|
Foreign Exchange
(FX)
|
933
|
883
|
909
|
786
|
Energy
|
2,630
|
2,586
|
2,541
|
2,358
|
Agricultural
Commodities
|
1,184
|
1,193
|
1,173
|
1,110
|
Metals
|
534
|
488
|
496
|
395
|
Total
|
17,331
|
16,325
|
16,323
|
13,975
|
|
|
|
|
|
VENUE
|
Jan-17
|
Dec-16
|
Nov-16
|
Oct-16
|
Open
outcry
|
1,281
|
1,130
|
1,063
|
847
|
Electronic
|
15,156
|
14,375
|
14,493
|
12,508
|
Privately
negotiated
|
894
|
820
|
767
|
620
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Dec-16
|
Nov-16
|
Oct-16
|
Sep-16
|
Interest
Rates
|
0.491
|
0.496
|
0.505
|
0.508
|
Equity
Indexes
|
0.691
|
0.682
|
0.673
|
0.676
|
Foreign Exchange
(FX)
|
0.804
|
0.782
|
0.806
|
0.806
|
Energy
|
1.099
|
1.087
|
1.100
|
1.097
|
Agricultural
Commodities
|
1.336
|
1.338
|
1.351
|
1.335
|
Metals
|
1.486
|
1.487
|
1.537
|
1.542
|
Total
|
0.731
|
0.731
|
0.753
|
0.750
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) is where the world comes to manage
risk. Through its exchanges, CME Group offers 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. CME Group provides electronic trading globally on its
CME Globex platform. The company also offers clearing
and settlement services across asset classes for exchange-traded
and over-the-counter derivatives through its clearinghouses CME
Clearing and CME Clearing Europe. CME Group's products and
services ensure that businesses around the world can effectively
manage risk and achieve growth.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange,
Globex and E-mini are trademarks of Chicago Mercantile Exchange
Inc. CBOT, Chicago Board of
Trade, KCBT and Kansas City Board
of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York
Mercantile Exchange and ClearPort are trademarks of New York
Mercantile Exchange, Inc. COMEX is a trademark of Commodity
Exchange, Inc. Dow Jones, Dow Jones Industrial Average,
S&P 500 and S&P are service and/or trademarks of Dow Jones
Trademark Holdings LLC, Standard & Poor's Financial Services
LLC and S&P/Dow Jones Indices LLC, as the case may be, and have
been licensed for use by Chicago Mercantile Exchange Inc. All
other trademarks are the property of their respective
owners.
CME-G
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SOURCE CME Group