CHICAGO, June 2, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that May 2016 volume
averaged 14.9 million contracts per day, up 6 percent from
May 2015. CME Group
May 2016 options volume averaged 2.8
million contracts per day, up 10 percent versus May 2015, with electronic options averaging 1.6
million contracts per day, up 13 percent over the same period last
year. Total open interest at the end of May was 113 million
contracts, up 23 percent from year-end 2015.
Metals volume averaged 479,000 contracts per day in May 2016, up 42 percent from May 2015. Highlights include:
- Grew Gold futures average daily volume 52 percent to 286,000
and Silver futures average daily volume 27 percent to 57,000
contracts
- Increased Copper futures and options average daily volume 35
percent to 73,000 contracts
- Set five open interest records for Copper futures, including
the most recent record of 217,128 contracts on May 31
Energy volume averaged 2.2 million contracts per day in
May 2016, up 28 percent from
May 2015. Highlights include:
- Achieved 42 percent growth in average daily volume across Crude
Oil products, driven primarily by WTI futures average daily volume
of 1 million contracts, up 51 percent, while WTI options average
daily volume grew 18 percent
- Grew Heating Oil futures and options average daily volume 24
percent
- Increased Gasoline futures and options average daily volume 18
percent
Equity index volume averaged 2.6 million contracts per day in
May 2016, up 23 percent from
May 2015. Highlights include:
- Grew E-mini S&P 500 futures average daily volume 28 percent
to 1.6 million contracts per day, and E-mini S&P 500 options
average daily volume 16 percent to 503,000 contracts per day
- Achieved 18 percent growth in E-mini NASDAQ 100 futures average
daily volume, with 131 percent growth in E-mini NASDAQ 100 options
average daily volume
- Continued growth trend in Nikkei 225 futures average daily
volume, with a 14 percent increase
- Grew participation in CME Group's BTIC functionality with a
record single day for NASDAQ 100 on May
31
Agricultural volume averaged 1.4 million contracts per day in
May 2016, up 22 percent from
May 2015. Highlights include:
- Grew Soybean futures and options average daily volume 71
percent to 402,000 contracts per day, while Soybean Meal futures
and options average daily volume grew 45 percent
- Achieved 23 percent growth in Hard Red Winter Wheat futures and
options average daily volume
- Grew agricultural options average daily volume 19 percent, with
44 percent growth in electronic agricultural options
Interest rate volume averaged 7.5 million contracts per day in
May 2016, down 5 percent from
May 2015. Highlights include:
- Grew Eurodollar options average daily volume 48 percent to 1.1
million contracts per day
- Saw Fed Fund Futures average daily volume reach 137,000
contacts, third highest month, and achieve record open interest of
more than 1 million contracts on May
31
- Reached highest volume of Ultra 10-Year U.S. Treasury Note
futures traded in a single day on May
26, with 195,000 contracts
Foreign exchange volume averaged 716,000 contracts per day in
May 2016, down 19 percent from
May 2015. Highlights include:
- Increased Emerging Market currency pairs futures and options
average daily volume, with Brazilian Real up 113 percent, South
African Rand up 105 percent, Russian Ruble up 66 percent, Mexican
Peso up 49 percent, and Canadian Dollar and Australian Dollar both
up 21 percent
- Grew Indian Rupee/USD futures average daily volume 12 percent,
reaching a record trading day on May
27 of 1,373 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)
|
|
|
|
|
|
May
2016
|
May
2015
|
|
Trading
Days
|
21
|
20
|
|
|
|
|
|
PRODUCT
LINE
|
May
2016
|
May
2015
|
Percent
Change
|
Interest
Rates
|
7,455
|
7,834
|
-5%
|
Equity
Indexes
|
2,602
|
2,108
|
23%
|
Foreign Exchange
(FX)
|
716
|
880
|
-19%
|
Energy
|
2,234
|
1,743
|
28%
|
Agricultural
Commodities
|
1,416
|
1,162
|
22%
|
Metals
|
479
|
337
|
42%
|
Total
|
14,903
|
14,065
|
6%
|
|
|
|
|
VENUE
|
May
2016
|
May
2015
|
Percent
Change
|
Open
outcry
|
1,067
|
1,134
|
-6%
|
CME Globex
|
13,212
|
12,383
|
7%
|
Privately
negotiated
|
624
|
549
|
14%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
May-16
|
Apr-16
|
Mar-16
|
Feb-16
|
Interest
Rates
|
6,454
|
7,131
|
8,246
|
7,996
|
Equity
Indexes
|
2,812
|
3,095
|
3,557
|
3,552
|
Foreign Exchange
(FX)
|
802
|
878
|
944
|
934
|
Energy
|
2,331
|
2,493
|
2,536
|
2,448
|
Agricultural
Commodities
|
1,486
|
1,473
|
1,206
|
1,175
|
Metals
|
462
|
464
|
454
|
381
|
Total
|
14,348
|
15,535
|
16,944
|
16,486
|
|
|
|
|
|
VENUE
|
May-16
|
Apr-16
|
Mar-16
|
Feb-16
|
Open
outcry
|
995
|
1,100
|
1,423
|
1,448
|
Electronic
|
12,716
|
13,718
|
14,713
|
14,245
|
Privately
negotiated
|
636
|
717
|
807
|
793
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Apr-16
|
Mar-16
|
Feb-16
|
Jan-16
|
Interest
Rates
|
0.498
|
0.501
|
0.507
|
0.514
|
Equity
Indexes
|
0.716
|
0.726
|
0.723
|
0.717
|
Foreign Exchange
(FX)
|
0.785
|
0.767
|
0.769
|
0.788
|
Energy
|
1.183
|
1.203
|
1.217
|
1.240
|
Agricultural
Commodities
|
1.307
|
1.321
|
1.329
|
1.333
|
Metals
|
1.582
|
1.597
|
1.592
|
1.631
|
Total
|
0.777
|
0.756
|
0.758
|
0.772
|
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, the Chicago Board of Trade, KCBOT, KCBT and
Kansas City 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