CHICAGO, Nov. 2, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that October 2016 average
daily volume (ADV) reached 13.1 million contracts per day, up 2
percent from October 2015. CME
Group October 2016 electronic options
volume averaged 1.5 million contracts per day, up 7 percent versus
October 2015. CME Group year-to-date 2016 ADV through October
averaged 15.2 million contracts per day, up 8 percent from the same
period a year ago. Open interest in October was 104 million
contracts, up 3 percent from October
2015.
Metals volume averaged 386,000 contracts per day in October 2016, up 27 percent from October 2015. Highlights include:
- Grew Gold futures and options ADV 29 percent to 224,000
contracts
- Increased Silver futures and options ADV 25 percent to 69,000
contracts
- Achieved 28 percent growth in Copper futures and options
ADV
Energy volume averaged 2.4 million contracts per day in
October 2016, up 17 percent from
October 2015. Highlights
include:
- Achieved 33 percent growth in ADV across WTI Crude Oil futures
and options products, driven primarily by WTI futures ADV of 1.1
million contracts, up 38 percent
- Finished October with near record level WTI Crude Oil futures
open interest of 1.9 million contracts, up 12 percent compared with
October 2015
- Increased Natural Gas futures ADV 33 percent to 541,000
contracts, and reached record electronic ADV for Henry Hub Natural
Gas futures
- Reached record ADV in Natural Gas Liquids and Plastics
Foreign exchange volume averaged 771,000 contracts per day in
October 2016, up 5 percent from
October 2015. Highlights include:
- Grew British Pound futures ADV 78 percent to 129,000
contracts
- Increased ADV of Emerging Market currency pairs futures and
options, with Brazilian Real up 109 percent, South African Rand up
77 percent, Russian Ruble up 41 percent and Mexican Peso up 36
percent
Interest rate volume averaged 5.7 million contracts per day in
October 2016, down 1 percent from
October 2015. Highlights include:
- Grew Fed Fund futures ADV 35 percent to 110,000 contracts per
day, and hit new open interest high with more than 1.2 million
contracts at end of month across Fed Fund futures and options
- Achieved new high for Ultra 10-Year Futures and Options open
interest of more than 250,000 contracts on October 19, 2016
Agricultural volume averaged 1.2 million contracts per day in
October 2016, down 1 percent from
October 2015. Highlights include:
- Grew Hard Red Winter Wheat futures and options ADV 44
percent
- Reached more than 65,000 contracts traded since launch of
physically delivered European Union (EU) wheat futures and options
in September 2016
Equity index volume averaged 2.6 million contracts per day in
October 2016, down 4 percent from
October 2015. Highlights include:
- Grew Equity Index options ADV 4 percent to 593,000
contracts
- Achieved ADV of 25,000 contracts in October for S&P 500 and
E-mini S&P 500 Wednesday Weekly options launched September 26, 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)
|
|
|
Oct
2016
|
Oct
2015
|
|
Trading
Days
|
21
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Oct
2016
|
Oct
2015
|
Percent
Change
|
Interest
Rates
|
5,719
|
5,804
|
-1%
|
Equity
Indexes
|
2,601
|
2,719
|
-4%
|
Foreign Exchange
(FX)
|
771
|
735
|
5%
|
Energy
|
2,409
|
2,065
|
17%
|
Agricultural
Commodities
|
1,192
|
1,206
|
-1%
|
Metals
|
386
|
304
|
27%
|
Total
|
13,078
|
12,832
|
2%
|
|
|
|
|
VENUE
|
Oct
2016
|
Oct
2015
|
Percent
Change
|
Open
outcry
|
806
|
1,068
|
-25%
|
CME Globex
|
11,678
|
11,019
|
6%
|
Privately
negotiated
|
595
|
746
|
-20%
|
ROLLING
THREE-MONTH AVERAGES
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Oct-16
|
Sep-16
|
Aug-16
|
Jul-16
|
Interest
Rates
|
6,445
|
6,791
|
7,062
|
7,197
|
Equity
Indexes
|
2,882
|
2,876
|
2,816
|
2,920
|
Foreign Exchange
(FX)
|
786
|
772
|
791
|
824
|
Energy
|
2,358
|
2,294
|
2,239
|
2,238
|
Agricultural
Commodities
|
1,110
|
1,156
|
1,437
|
1,529
|
Metals
|
395
|
431
|
464
|
488
|
Total
|
13,975
|
14,319
|
14,809
|
15,196
|
|
|
|
|
|
VENUE
|
Oct-16
|
Sep-16
|
Aug-16
|
Jul-16
|
Open
outcry
|
847
|
982
|
1,075
|
1,173
|
Electronic
|
12,508
|
12,672
|
13,038
|
13,318
|
Privately
negotiated
|
620
|
665
|
697
|
705
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Sep-16
|
Aug-16
|
Jul-16
|
Jun-16
|
Interest
Rates
|
0.508
|
0.504
|
0.499
|
0.496
|
Equity
Indexes
|
0.676
|
0.693
|
0.708
|
0.709
|
Foreign Exchange
(FX)
|
0.806
|
0.806
|
0.804
|
0.798
|
Energy
|
1.097
|
1.125
|
1.145
|
1.168
|
Agricultural
Commodities
|
1.335
|
1.326
|
1.294
|
1.291
|
Metals
|
1.542
|
1.557
|
1.567
|
1.562
|
Total
|
0.750
|
0.763
|
0.765
|
0.782
|
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