CHICAGO, Oct. 4, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that September 2016 average
daily volume (ADV) reached 15 million contracts per day, up 6
percent from September 2015.
CME Group September 2016
options volume averaged 2.9 million contracts per day, up 9 percent
versus September 2015, with
electronic options averaging 1.7 million contracts per day, up 22
percent over the same period last year. Third-quarter 2016
volume averaged 14.3 million contracts per day, flat compared with
a strong third-quarter 2015. CME Group year-to-date 2016 ADV
through September averaged 15.4 million contracts per day, up 8
percent. Total open interest at the end of third-quarter 2016
was 103 million contracts, up 12 percent from year-end 2015.
During the quarter, CME Group reached open interest approaching
record levels, peaking at 111.2 million contracts on September 15, 2016.
Metals volume averaged 383,000 contracts per day in September 2016, up 30 percent from September 2015. Highlights include:
- Grew Gold futures and options ADV 34 percent to 225,000
contracts
- Increased Silver futures and options ADV 58 percent to 68,000
contracts
Energy volume averaged 2.4 million contracts per day in
September 2016, up 25 percent from
September 2015. Highlights
include:
- Achieved 31 percent growth in ADV across Natural Gas futures
and options products, driven primarily by electronic Natural Gas
futures and options ADV of 405,000 contracts, up 44 percent
- Increased Natural Gas options ADV 40 percent to 105,000
contracts
- Grew WTI Crude Oil futures ADV 46 percent to 1.2 million
contracts
- Achieved record electronic trading levels of WTI options,
hitting 80 percent electronic, and September
2016 electronic WTI options ADV of 146,000 contracts grew 37
percent compared with September
2015
- Reached record RBOB ADV of 223,000 contracts, up 58 percent
from September 2015
Interest rate volume averaged 6.5 million contracts per day in
September 2016, up 5 percent from
September 2015. Highlights include:
- Grew Fed Fund futures ADV 24 percent to 179,000 contracts per
day and hit a new open interest high with more than 1.15 million
contracts on September 30, 2016
- Reached record quarterly electronic trading level for Treasury
options at 73 percent in third-quarter 2016, up from 69 percent
during the prior quarter, and achieved 25 percent growth in weekly
Treasury options ADV
- Achieved new high for Ultra 10-Year Futures, reaching ADV of
72,000 contracts in third-quarter 2016, up from 61,000 in
second-quarter 2016
Equity index volume averaged 3.8 million contracts per day in
September 2016, up 3 percent from
September 2015. Highlights include:
- Grew E-mini S&P 500 end-of-month options ADV 128 percent to
a record 117,000 contracts and E-mini S&P 500 weekly options
ADV 99 percent to 358,000 contracts
- Achieved record monthly volume for E-mini Nasdaq-100
end-of-month options of 51,000 contracts
- Record quarterly participation in CME Group's BTIC
functionality with over 343,000 contracts traded
Foreign exchange volume averaged 969,000 contracts per day in
September 2016, up 2 percent from
September 2015. Highlights include:
- Grew British Pound futures and options ADV 18 percent to
130,000 contracts
- Increased ADV of Emerging Market currency pairs futures and
options, with Russian Ruble up 179 percent, Mexican Peso up 51
percent and Brazilian Real up 31 percent
Agricultural volume averaged 964,000 contracts per day in
September 2016, down 9 percent from
September 2015. Highlights include:
- Grew Hard Red Winter Wheat futures and options ADV 30 percent
and 21 percent respectively
Guidance
At the end of July 2016, CME Group
announced the equity member subscription rate program. It
offers all current and potential equity members the option to
substitute a monthly subscription fee for their existing
requirement to hold CME Group Class A common stock. Choosing
to pay this fee in lieu of holding Class A shares is entirely
voluntary. This program is in early stages; CME Group
anticipates approximately $150,000 of
revenue to be booked in Other Revenue for third-quarter 2016.
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)
|
|
|
Sep
2016
|
Sep
2015
|
|
Trading
Days
|
21
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Sep
2016
|
Sep
2015
|
Percent
Change
|
Interest
Rates
|
6,508
|
6,196
|
5%
|
Equity
Indexes
|
3,761
|
3,664
|
3%
|
Foreign Exchange
(FX)
|
969
|
947
|
2%
|
Energy
|
2,440
|
1,948
|
25%
|
Agricultural
Commodities
|
964
|
1,060
|
-9%
|
Metals
|
383
|
295
|
30%
|
Total
|
15,025
|
14,110
|
6%
|
|
|
|
|
|
|
VENUE
|
Sep
2016
|
Sep
2015
|
Percent
Change
|
Open
outcry
|
942
|
1,054
|
-11%
|
CME Globex
|
13,424
|
12,296
|
9%
|
Privately
negotiated
|
659
|
760
|
-13%
|
|
|
|
|
|
|
|
|
|
|
|
|
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
Q3
2016
|
Q3
2015
|
|
Trading
Days
|
64
|
64
|
|
|
|
|
|
PRODUCT
LINE
|
Q3
2016
|
Q3
2015
|
Percent
Change
|
Interest
Rates
|
6,791
|
6,658
|
2%
|
Equity
Indexes
|
2,876
|
3,287
|
-12%
|
Foreign Exchange
(FX)
|
772
|
855
|
-10%
|
Energy
|
2,294
|
1,965
|
17%
|
Agricultural
Commodities
|
1,156
|
1,267
|
-9%
|
Metals
|
431
|
353
|
22%
|
Total
|
14,319
|
14,384
|
0%
|
|
|
|
|
|
|
VENUE
|
Q3
2016
|
Q3
2015
|
Percent
Change
|
Open
outcry
|
982
|
1,110
|
-12%
|
CME Globex
|
12,672
|
12,620
|
0%
|
Privately
negotiated
|
665
|
653
|
2%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Sep-16
|
Aug-16
|
Jul-16
|
Jun-16
|
Interest
Rates
|
6,791
|
7,062
|
7,197
|
6,776
|
Equity
Indexes
|
2,876
|
2,816
|
2,920
|
2,957
|
Foreign Exchange
(FX)
|
772
|
791
|
824
|
838
|
Energy
|
2,294
|
2,239
|
2,238
|
2,322
|
Agricultural
Commodities
|
1,156
|
1,437
|
1,529
|
1,722
|
Metals
|
431
|
464
|
488
|
468
|
Total
|
14,319
|
14,809
|
15,196
|
15,082
|
|
|
|
|
|
VENUE
|
Sep-16
|
Aug-16
|
Jul-16
|
Jun-16
|
Open
outcry
|
982
|
1,075
|
1,173
|
1,075
|
Electronic
|
12,672
|
13,038
|
13,318
|
13,355
|
Privately
negotiated
|
665
|
697
|
705
|
651
|
|
|
|
|
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Aug-16
|
Jul-16
|
Jun-16
|
May-16
|
Interest
Rates
|
0.504
|
0.499
|
0.496
|
0.500
|
Equity
Indexes
|
0.693
|
0.708
|
0.709
|
0.710
|
Foreign Exchange
(FX)
|
0.806
|
0.804
|
0.798
|
0.808
|
Energy
|
1.125
|
1.145
|
1.168
|
1.184
|
Agricultural
Commodities
|
1.326
|
1.294
|
1.291
|
1.287
|
Metals
|
1.557
|
1.567
|
1.562
|
1.584
|
Total
|
0.763
|
0.765
|
0.782
|
0.786
|
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