CHICAGO, Feb. 2, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that January 2016 volume
averaged a record 18.2 million contracts per day, up 16 percent
from January 2015. Total volume for January 2016 was more than 345 million contracts,
of which 85 percent was traded electronically. Options volume
in January averaged a record 4.3 million contracts per day, up 37
percent versus January 2015, with
electronic options growing 30 percent over the same period.
CME Group open interest ended up at 107.9 million contracts for
January 2016, which is the highest
month-over-month increase and is up 16.6 million contracts since
Dec 31, 2015.
CME Group interest rate volume averaged 8.9 million contracts
per day in January 2016, up 16
percent compared with January 2015. Eurodollar futures volume
averaged 3.2 million contracts per day, up 6 percent compared with
January 2015. Eurodollar options volume averaged 2.2 million
contracts per day, up 110 percent in January, with record
electronic Eurodollar options average daily volume of 458,000
contracts, which made up 21 percent of overall Eurodollar options
volume. Treasury futures volume averaged 2.8 million contracts per
day, down 1 percent from the same period a year ago. Treasury
options volume was down 12 percent at 622,000 contracts per
day.
CME Group equity index volume in January
2016 averaged 4.1 million contracts per day, up 30 percent
from January 2015. CME Group foreign exchange volume averaged
970,000 contracts per day, down 3 percent from the same period a
year ago. The average daily notional value of FX
contracts traded in January was $92 billion.
CME Group energy volume averaged a record 2.6 million contracts
per day in January 2016, up 18
percent from January 2015, and
included monthly average daily volume records across WTI crude oil
futures and options, Gasoil, NGLs and Plastics, and Coal
products. CME Group agricultural commodities volume averaged
1.1 million contracts per day, down 1 percent compared with the
prior-year period. CME Group metals volume averaged 405,000
contracts per day, down 1 percent compared with the prior
January.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Jan
2016
|
Jan
2015
|
|
Trading
Days
|
19
|
20
|
|
|
|
|
|
PRODUCT
LINE
|
Jan
2016
|
Jan
2015
|
Percent
Change
|
Interest
Rates
|
8,935
|
7,686
|
16%
|
Equity
Indexes
|
4,139
|
3,193
|
30%
|
Foreign Exchange
(FX)
|
970
|
996
|
-3%
|
Energy
|
2,597
|
2,197
|
18%
|
Agricultural
Commodities
|
1,133
|
1,141
|
-1%
|
Metals
|
405
|
410
|
-1%
|
Total
|
18,179
|
15,622
|
16%
|
|
|
|
|
VENUE
|
Jan
2016
|
Jan
2015
|
Percent
Change
|
Open
outcry
|
1,954
|
1,323
|
48%
|
CME Globex
|
15,382
|
13,545
|
14%
|
Privately
negotiated
|
842
|
754
|
12%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jan-16
|
Dec-15
|
Nov-15
|
Oct-15
|
Interest
Rates
|
7,087
|
6,097
|
6,272
|
6,614
|
Equity
Indexes
|
3,187
|
2,743
|
2,922
|
3,348
|
Foreign Exchange
(FX)
|
855
|
779
|
799
|
856
|
Energy
|
2,196
|
2,032
|
1,996
|
2,044
|
Agricultural
Commodities
|
1,176
|
1,200
|
1,211
|
1,195
|
Metals
|
359
|
326
|
337
|
326
|
Total
|
14,861
|
13,178
|
13,538
|
14,383
|
|
|
|
|
|
VENUE
|
Jan-16
|
Dec-15
|
Nov-15
|
Oct-15
|
Open
outcry
|
1,330
|
1,055
|
1,055
|
1,078
|
Electronic
|
12,799
|
11,420
|
11,749
|
12,586
|
Privately
negotiated
|
732
|
704
|
734
|
719
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-15
|
Oct-15
|
Sept-15
|
Aug-15
|
Interest
Rates
|
0.514
|
0.509
|
0.506
|
0.501
|
Equity
Indexes
|
0.723
|
0.718
|
0.708
|
0.705
|
Foreign Exchange
(FX)
|
0.799
|
0.783
|
0.785
|
0.798
|
Energy
|
1.186
|
1.194
|
1.197
|
1.236
|
Agricultural
Commodities
|
1.320
|
1.302
|
1.290
|
1.294
|
Metals
|
1.641
|
1.615
|
1.600
|
1.606
|
Total
|
0.775
|
0.762
|
0.759
|
0.766
|
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 commodities, metals, weather
and real estate. CME Group brings buyers and sellers together
through its CME Globex® electronic trading platform, its trading
facilities in New York and
Chicago, and through its
London-based CME Europe
derivatives exchange. 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
contracts and over-the-counter derivatives transactions.
These products and services ensure that businesses everywhere can
substantially mitigate counterparty credit risk.
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. KCBOT, KCBT and Kansas
City Board of Trade are trademarks of The Board of Trade of
Kansas City, Missouri, 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