CHICAGO, Aug. 2, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that July 2016 average
daily volume (ADV) reached 14.1 million contracts per day, up 10
percent from July 2015. CME
Group July 2016 options volume
averaged 3.2 million contracts per day, up 9 percent versus
July 2015, with electronic options
averaging 1.7 million contracts per day, up 6 percent over the same
period last year. Total open interest peaked above 110 million
contracts on July 14, and was 103
million contracts at the end of July, up 13 percent from year-end
2015.
Metals volume averaged 503,000 contracts per day in July 2016, up 32 percent from July 2015. Highlights include:
- Achieved record Metals futures ADV of 465,000 contracts, up 38
percent
- Grew Gold futures ADV 41 percent to 296,000 contracts and
Silver futures ADV 62 percent to 74,000 contracts
- Achieved three consecutive open interest records in gold
futures, surpassing 655,000 contracts
- Increased Copper futures and options ADV 18 percent to 76,000
contracts
- Continued momentum in total Aluminum product suite with open
interest surpassing 42,000 contracts
Energy volume averaged 2.2 million contracts per day in
July 2016, up 20 percent from
July 2015. Highlights
include:
- Achieved 24 percent growth in ADV across Crude Oil products,
driven primarily by WTI futures ADV of 956,000 contracts, up 39
percent
- Grew Natural Gas options ADV 22 percent
- Achieved second consecutive monthly ADV record in Natural Gas
Liquids and Petrochemicals
Interest rate volume averaged 6.8 million contracts per day in
July 2016, up 14 percent from
July 2015. Highlights
include:
- Grew Eurodollar options ADV 45 percent to 1.3 million contracts
per day, with electronic Eurodollar options growing 51 percent to
292,000 contracts per day
- Reached record electronic trading level for Treasury options at
72.5 percent
- Grew Fed Fund futures ADV 41 percent to 111,000 contracts per
day
Equity index volume averaged 2.6 million contracts per day in
July 2016, up 1 percent from
July 2015. Highlights
include:
- Grew E-mini S&P 500 futures ADV 4 percent to 1.6 million
contracts per day, and E-mini S&P 500 options ADV 1 percent to
527,000 contracts per day
- Increased Nikkei 225 Yen stock
futures and options 29 percent
- Grew equity end-of-month options 40 percent, and more than
doubled equity weekly options ADV
Foreign exchange volume averaged 724,000 contracts per day in
July 2016, down 1 percent from
July 2015. Highlights
include:
- Grew British Pound futures and options ADV 47 percent to
126,000 contracts per day
- Increased ADV of Emerging Market currency pairs futures and
options, with Brazilian Real up 33 percent, South African Rand up
26 percent and Mexican Peso up 8 percent
Agricultural volume averaged 1.3 million contracts per day in
July 2016, down 5 percent from
July 2015. Highlights
include:
- Grew Soybean futures and options ADV 24 percent to 346,000
contracts
- Achieved 34 percent growth in Hard Red Winter Wheat futures and
options ADV
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)
|
|
|
Jul
2016
|
Jul
2015
|
|
Trading
Days
|
20
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Jul
2016
|
Jul
2015
|
Percent
Change
|
Interest
Rates
|
6,789
|
5,930
|
14%
|
Equity
Indexes
|
2,569
|
2,542
|
1%
|
Foreign Exchange
(FX)
|
724
|
733
|
-1%
|
Energy
|
2,207
|
1,835
|
20%
|
Agricultural
Commodities
|
1,342
|
1,414
|
-5%
|
Metals
|
503
|
381
|
32%
|
Total
|
14,133
|
12,835
|
10%
|
|
|
|
|
VENUE
|
Jul
2016
|
Jul
2015
|
Percent
Change
|
Open
outcry
|
1,234
|
1,164
|
6%
|
CME Globex
|
12,163
|
11,117
|
9%
|
Privately
negotiated
|
737
|
554
|
33%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jul-16
|
Jun-16
|
May-16
|
Apr-16
|
Interest
Rates
|
7,197
|
6,776
|
6,454
|
7,131
|
Equity
Indexes
|
2,920
|
2,957
|
2,812
|
3,095
|
Foreign Exchange
(FX)
|
824
|
838
|
802
|
878
|
Energy
|
2,238
|
2,322
|
2,331
|
2,493
|
Agricultural
Commodities
|
1,529
|
1,722
|
1,486
|
1,473
|
Metals
|
488
|
468
|
462
|
464
|
Total
|
15,196
|
15,082
|
14,348
|
15,535
|
|
|
|
|
|
VENUE
|
Jul-16
|
Jun-16
|
May-16
|
Apr-16
|
Open
outcry
|
1,173
|
1,075
|
995
|
1,100
|
Electronic
|
13,318
|
13,355
|
12,716
|
13,718
|
Privately
negotiated
|
705
|
651
|
636
|
717
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jun-16
|
May-16
|
Apr-16
|
Mar-16
|
Interest
Rates
|
0.496
|
0.500
|
0.498
|
0.501
|
Equity
Indexes
|
0.709
|
0.710
|
0.716
|
0.726
|
Foreign Exchange
(FX)
|
0.798
|
0.808
|
0.785
|
0.767
|
Energy
|
1.168
|
1.184
|
1.183
|
1.203
|
Agricultural
Commodities
|
1.291
|
1.287
|
1.307
|
1.321
|
Metals
|
1.562
|
1.584
|
1.582
|
1.597
|
Total
|
0.782
|
0.786
|
0.777
|
0.756
|
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