CHICAGO, Dec. 2, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that November 2016 average
daily volume (ADV) reached a record 20.9 million contracts per day,
up 52 percent from November 2015.
CME Group November 2016 options
volume averaged 4.3 million contracts per day, up 63 percent versus
November 2015, with electronic
options averaging a record 2.4 million contracts per day, up 74
percent over the same period last year. CME Group year-to-date 2016
ADV through November averaged 15.7 million contracts per day, up 12
percent from the same period a year ago. Open interest at the
end of November was 113 million contracts, up 11 percent from
November 2015, and daily open
interest reached a record of 117 million contracts on November 23, 2016.
Interest rate volume averaged a record 11.8 million contracts
per day in November 2016, up 73
percent from November 2015. Highlights include:
- Achieved record Treasury futures and options ADV of 5.9 million
contracts, up 55 percent, including monthly ADV records across
10-Year, 5-Year, 2-Year and Ultra 10-Year Treasury Notes and Ultra
Treasury Bonds
- Grew Eurodollar futures ADV 102 percent to more than 4 million
contracts, and Eurodollar options ADV 73 percent to 1.8 million
contracts
- Grew Fed Fund futures ADV 143 percent to 161,000 contracts per
day
- Reached record levels in overall interest rate open interest of
more than 69 million contracts during the month, with month-end
open interest of 67 million contracts, up 22 percent from 56
million contracts at the same time last year
Metals volume averaged a record 718,000 contracts per day in
November 2016, up 71 percent from
November 2015. Highlights
include:
- Grew Gold futures and options ADV 74 percent to a record
408,000 contracts
- Increased Silver futures and options ADV 62 percent to 112,000
contracts
- Achieved monthly futures and options ADV record for Copper of
168,000 contracts per day, up 82 percent
- Achieved daily volume record of 897,219 Gold futures on
November 9 and a record 332,467
Copper futures contracts on November
11
Energy volume averaged a record 2.8 million contracts per day in
November 2016, up 41 percent from
November 2015. Highlights include:
- Grew WTI Crude Oil futures and options ADV 63 percent to a
record 1.6 million contracts, and achieved a single-day trading
volume record of 2.5 million contracts on November 30
- Achieved record energy options ADV of 405,000 contracts, up 42
percent
- Finished November with record level of physically delivered WTI
Crude Oil futures (CL) open interest of more than 2.1 million
contracts, up 27 percent
- Increased electronic Natural Gas futures ADV 44 percent to
481,000 contracts
- Reached record volume in Ethanol
Foreign exchange volume averaged 987,000 contracts per day in
November 2016, up 39 percent from
November 2015. Highlights include:
- Grew British Pound futures and options ADV 61 percent to
135,000 contracts
- Achieved monthly volume records across E-micro FX futures and
options, European Option futures and options, Indian Rupee futures
and options and Mexican Peso options
Equity index volume averaged 3.2 million contracts per day in
November 2016, up 34 percent from
November 2015. Highlights include:
- Grew Equity Index options ADV 60 percent to 803,000
contracts
- Achieved ADV of 55,000 contracts for S&P 500 and E-mini
S&P 500 Wednesday Weekly options launched September 26, 2016
Agricultural volume averaged 1.4 million contracts per day in
November 2016, down 1 percent from
November 2015. Highlights include:
- Achieved 16 percent growth in Soybean futures and options and
11 percent growth in Soybean Oil futures and options
- Grew Hard Red Winter Wheat futures and options ADV 14
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
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
Nov
2016
|
Nov
2015
|
|
Trading
Days
|
21
|
20
|
|
|
|
|
|
PRODUCT
LINE
|
Nov
2016
|
Nov
2015
|
Percent
Change
|
Interest
Rates
|
11,848
|
6,866
|
73%
|
Equity
Indexes
|
3,179
|
2,367
|
34%
|
Foreign Exchange
(FX)
|
987
|
713
|
39%
|
Energy
|
2,772
|
1,971
|
41%
|
Agricultural
Commodities
|
1,363
|
1,376
|
-1%
|
Metals
|
718
|
419
|
71%
|
Total
|
20,867
|
13,712
|
52%
|
|
|
|
|
|
|
VENUE
|
Nov
2016
|
Nov
2015
|
P Percent
Change
|
Open
outcry
|
1,441
|
1,041
|
38%
|
CME Globex
|
18,378
|
11,980
|
53%
|
Privately
negotiated
|
1,048
|
692
|
51%
|
ROLLING
THREE-MONTH AVERAGES
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-16
|
Oct-16
|
Sep-16
|
Aug-16
|
Interest
Rates
|
8,025
|
6,445
|
6,791
|
7,062
|
Equity
Indexes
|
3,180
|
2,882
|
2,876
|
2,816
|
Foreign Exchange
(FX)
|
909
|
786
|
772
|
791
|
Energy
|
2,541
|
2,358
|
2,294
|
2,239
|
Agricultural
Commodities
|
1,173
|
1,110
|
1,156
|
1,437
|
Metals
|
496
|
395
|
431
|
464
|
Total
|
16,323
|
13,975
|
14,319
|
14,809
|
|
|
|
|
|
VENUE
|
Nov-16
|
Oct-16
|
Sep-16
|
Aug-16
|
Open
outcry
|
1,063
|
847
|
982
|
1,075
|
Electronic
|
14,493
|
12,508
|
12,672
|
13,038
|
Privately
negotiated
|
767
|
620
|
665
|
697
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Oct-16
|
Sep-16
|
Aug-16
|
Jul-16
|
Interest
Rates
|
0.505
|
0.508
|
0.504
|
0.499
|
Equity
Indexes
|
0.673
|
0.676
|
0.693
|
0.708
|
Foreign Exchange
(FX)
|
0.806
|
0.806
|
0.806
|
0.804
|
Energy
|
1.100
|
1.097
|
1.125
|
1.145
|
Agricultural
Commodities
|
1.351
|
1.335
|
1.326
|
1.294
|
Metals
|
1.537
|
1.542
|
1.557
|
1.567
|
Total
|
0.753
|
0.750
|
0.763
|
0.765
|
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 and the Chicago 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