CHICAGO, March 2, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that February 2016 volume
averaged a record 18.7 million contracts per day, up 18 percent
from February 2015. CME Group options volume averaged 3.5
million contracts per day, up 24 percent versus February 2015, with electronic options growing 38
percent over the same period.
Financial Products
Interest rate volume averaged 9.6 million contracts per day in
February 2016, up 11 percent compared
with February 2015, with record
interest rate futures of 7.5 million contracts per day, up 7
percent from over the same period. Treasury futures and
options volume was a record 5.1 million contracts per day, up 6
percent from the same period a year ago, and included record 5-year
note and 10-year note futures. The new ultra 10-year U.S.
Treasury note futures averaged 43,000 contracts per day in
February, up from 17,000 per day in January, the month they
launched. Treasury options reached 70 percent traded
electronically for the first time. Eurodollar futures and
options average daily volume of 4.4 million was up 15
percent. Eurodollar options reached an open interest record
of 39.6 million contracts during the month, and Treasury futures
open interest reached an all-time high of 8.5 million
contracts.
Equity index volume in February
2016 averaged 3.5 million contracts per day, up 54 percent
from February 2015. E-mini futures and options volume
averaged 3.3 million contracts per day, up 53 percent. Equity
futures averaged 2.8 million contracts per day, up 60 percent from
the year-ago period, and equity options were up 33 percent over the
same period.
Foreign exchange volume averaged 954,000 contracts per day in
February 2016, up 26 percent from the
same period a year ago.
Commodity Products
Energy volume averaged a record 2.7 million contracts per day in
February 2016, up 13 percent from
February 2015. It included record energy futures of 2.4
million contracts per day, record WTI crude oil futures and options
of 1.5 million contracts per day, record RBOB gasoline futures of
192,000 contracts per day and record European gasoil futures of
23,000 contracts per day.
Agricultural commodities volume averaged 1.4 million contracts
per day, up 2 percent from the prior-year period. Average
daily volume for the month represented the fourth highest month
ever.
Metals volume averaged 487,000 contracts per day, up 48 percent
from the same period a year ago, representing the fourth highest
monthly average daily volume. It also included monthly
average daily volume records in gold weekly options, gold kilo
futures, and E-micro gold futures.
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)
|
|
|
Feb
2016
|
Feb
2015
|
|
Trading
Days
|
20
|
19
|
|
|
|
|
|
PRODUCT
LINE
|
Feb
2016
|
Feb
2015
|
Percent
Change
|
Interest
Rates
|
9,639
|
8,706
|
11%
|
Equity
Indexes
|
3,481
|
2,258
|
54%
|
Foreign Exchange
(FX)
|
954
|
755
|
26%
|
Energy
|
2,738
|
2,413
|
13%
|
Agricultural
Commodities
|
1,371
|
1,349
|
2%
|
Metals
|
487
|
329
|
48%
|
Total
|
18,671
|
15,810
|
18%
|
|
|
|
|
VENUE
|
Feb
2016
|
Feb
2015
|
Percent
Change
|
Open
outcry
|
1,402
|
1,436
|
-2%
|
CME Globex
|
16,390
|
13,690
|
20%
|
Privately
negotiated
|
879
|
684
|
29%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Feb-16
|
Jan-16
|
Dec-15
|
Nov-15
|
Interest
Rates
|
7,996
|
7,087
|
6,097
|
6,272
|
Equity
Indexes
|
3,552
|
3,187
|
2,743
|
2,922
|
Foreign Exchange
(FX)
|
934
|
855
|
779
|
799
|
Energy
|
2,448
|
2,196
|
2,032
|
1,996
|
Agricultural
Commodities
|
1,175
|
1,176
|
1,200
|
1,211
|
Metals
|
381
|
359
|
326
|
337
|
Total
|
16,486
|
14,861
|
13,178
|
13,538
|
|
|
|
|
|
VENUE
|
Feb-16
|
Jan-16
|
Dec-15
|
Nov-15
|
Open
outcry
|
1,448
|
1,330
|
1,055
|
1,055
|
Electronic
|
14,245
|
12,799
|
11,420
|
11,749
|
Privately
negotiated
|
793
|
732
|
704
|
734
|
Average Rate
Per Contract (In dollars)
|
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jan-16
|
Dec-15
|
Nov-15
|
Oct-15
|
Interest
Rates
|
0.514
|
0.517
|
0.514
|
0.509
|
Equity
Indexes
|
0.717
|
0.718
|
0.723
|
0.718
|
Foreign Exchange
(FX)
|
0.788
|
0.813
|
0.799
|
0.783
|
Energy
|
1.240
|
1.232
|
1.186
|
1.194
|
Agricultural
Commodities
|
1.333
|
1.339
|
1.320
|
1.302
|
Metals
|
1.631
|
1.644
|
1.641
|
1.615
|
Total
|
0.772
|
0.789
|
0.775
|
0.762
|
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