CHICAGO, April 4, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that March 2017 average
daily volume (ADV) reached 16.9 million contracts, up 18 percent
from a March 2016. CME Group March
2017 options volume averaged 4 million contracts per day, up
47 percent versus March 2016, with
electronic options averaging 2.3 million contracts per day, up 52
percent over the same period last year. Open interest at the
end of March was 114 million contracts, up 8 percent from the end
of March 2016.
Interest Rate volume averaged 8.7 million contracts per day in
March 2017, up 36 percent from March
2016. Highlights include:
- Reached record quarterly Interest Rates ADV of 9.2 million
contracts, up 11 percent, including record Interest Rate options
ADV of 2.4 million contracts, up 12 percent
- Grew first-quarter Fed Fund futures ADV 107 percent to a record
252,000 contracts
- Increased March 2017 Treasury
options ADV 53 percent to 755,000 contracts, including 88 percent
growth in weekly Treasury options
- Achieved March 2017 Eurodollar
options ADV of 1.7 million contracts, up 73 percent, with a record
29 percent traded electronically
- Reached record level of Large Open Interest Holders (LOIH) of
1,834 in Interest Rate futures as of March
21, 2017, up 11 percent from the 2016 annual average of
1,649, according to the CFTC weekly Commitment of Traders
report
Energy volume averaged 2.5 million contracts per day in
March 2017, up 7 percent from March
2016. Highlights include:
- Grew WTI Crude Oil futures ADV 10 percent to 1.2 million
contracts and WTI Crude Oil options ADV 27 percent to 242,000
contracts
- Reached a number of WTI Crude Oil futures open interest records
during first quarter, including the current daily open interest
record of 2.2 million contracts on March 14,
2017
- Increased Natural Gas futures and options ADV 9 percent to
548,000 contracts, with 16 percent growth in electronic Natural Gas
futures and options ADV
- Grew Refined Products futures and options ADV 10 percent to
364,000 contracts
- Achieved first-quarter 2017 Gasoline futures and options ADV of
208,000 contracts, up 13 percent
Foreign Exchange volume averaged 978,000 contracts per day in
March 2017, up 7 percent from March
2016. Highlights include:
- Increased Japanese Yen futures and options ADV 21 percent to
181,000 contracts
- Grew British Pound futures and options ADV 8 percent to 137,000
contracts
Metals volume averaged 491,000 contracts per day in March 2017, up 5 percent from March 2016.
Highlights include:
- Reached record first-quarter Metals ADV of 512,000 contracts,
up 13 percent
- Achieved 24 percent year-over-year growth for base metals in
the first quarter, led by Copper futures, which averaged nearly
95,000 contracts per day, up 23 percent, during the same
period
- Achieved 14 Copper futures open interest records during the
first quarter, including surpassing 300,000 contracts on
February 13, 2017
- Increased March 2017 Platinum
futures and options ADV and Silver futures and options ADV 19
percent and 17 percent, respectively
Equity Index volume averaged 3.2 million contracts per day in
March 2017, up 2 percent from March
2016. Highlights include:
- Reached record first-quarter Equity Index options ADV of
721,000 contracts, up 13 percent
- Grew March 2017 E-mini S&P
500 options 47 percent to 697,000 contracts, including 167 percent
growth in E-mini S&P 500 weekly options and 154 percent growth
in E-mini S&P 500 end-of-month (EOM) options
- Achieved second highest monthly volume of CME Group Select
Sector futures, with nearly 225,000 contracts traded in March
Agricultural volume averaged 1.1 million contracts per day in
March 2017, down 1 percent from March
2016. Highlights include:
- Achieved 20 percent and 13 percent ADV growth in Soybean Meal
and Corn options, respectively
- Grew Hard Red Winter Wheat futures and options ADV 27 percent
and Soybean Oil futures and options 19 percent
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)
|
|
|
Mar
2017
|
Mar
2016
|
|
Trading
Days
|
23
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Mar
2017
|
Mar
2016
|
Percent
Change
|
Interest
Rates
|
8,702
|
6,385
|
36%
|
Equity
Indexes
|
3,189
|
3,124
|
2%
|
Foreign Exchange
(FX)
|
978
|
912
|
7%
|
Energy
|
2,465
|
2,299
|
7%
|
Agricultural
Commodities
|
1,113
|
1,119
|
-1%
|
Metals
|
491
|
467
|
5%
|
Total
|
16,937
|
14,307
|
18%
|
|
|
|
|
VENUE
|
Mar
2017
|
Mar
2016
|
P Percent
Change
|
Open
outcry
|
1,384
|
985
|
41%
|
CME Globex
|
14,778
|
12,611
|
17%
|
Privately
negotiated
|
775
|
711
|
9%
|
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
1Q
2017
|
1Q
2016
|
|
Trading
Days
|
62
|
61
|
|
|
|
|
|
PRODUCT
LINE
|
1Q
2017
|
1Q
2016
|
Percent
Change
|
Interest
Rates
|
9,169
|
8,246
|
11%
|
Equity
Indexes
|
2,766
|
3,557
|
-22%
|
Foreign Exchange
(FX)
|
894
|
944
|
-5%
|
Energy
|
2,496
|
2,536
|
-2%
|
Agricultural
Commodities
|
1,261
|
1,206
|
5%
|
Metals
|
512
|
454
|
13%
|
Total
|
17,098
|
16,944
|
1%
|
|
|
|
|
VENUE
|
1Q
2017
|
1Q
2016
|
P Percent
Change
|
Open
outcry
|
1,362
|
1,423
|
-4%
|
CME Globex
|
14,947
|
14,713
|
2%
|
Privately
negotiated
|
789
|
807
|
-2%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Mar-17
|
Feb-17
|
Jan-17
|
Dec-16
|
Interest
Rates
|
9,169
|
8,706
|
9,204
|
8,300
|
Equity
Indexes
|
2,766
|
2,631
|
2,846
|
2,875
|
Foreign Exchange
(FX)
|
894
|
861
|
933
|
883
|
Energy
|
2,496
|
2,536
|
2,630
|
2,586
|
Agricultural
Commodities
|
1,261
|
1,235
|
1,184
|
1,193
|
Metals
|
512
|
466
|
534
|
488
|
Total
|
17,098
|
16,435
|
17,331
|
16,325
|
|
|
|
|
|
VENUE
|
Feb-17
|
Feb-17
|
Jan-17
|
Dec-16
|
Open
outcry
|
1,362
|
1,276
|
1,281
|
1,130
|
Electronic
|
14,947
|
14,355
|
15,156
|
14,375
|
Privately
negotiated
|
789
|
804
|
894
|
820
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Feb-17
|
Jan-17
|
Dec-16
|
Nov-16
|
Interest
Rates
|
0.494
|
0.489
|
0.491
|
0.496
|
Equity
Indexes
|
0.708
|
0.702
|
0.691
|
0.682
|
Foreign Exchange
(FX)
|
0.822
|
0.799
|
0.804
|
0.782
|
Energy
|
1.129
|
1.104
|
1.099
|
1.087
|
Agricultural
Commodities
|
1.365
|
1.335
|
1.336
|
1.338
|
Metals
|
1.501
|
1.455
|
1.486
|
1.487
|
Total
|
0.737
|
0.722
|
0.731
|
0.731
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) is where the world comes to manage
risk. Through its exchanges, CME Group offers 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. CME Group provides electronic trading globally on its
CME Globex platform. The company also offers clearing
and settlement services across asset classes for exchange-traded
and over-the-counter derivatives through its clearinghouses CME
Clearing and CME Clearing Europe. CME Group's products and
services ensure that businesses around the world can effectively
manage risk and achieve growth.
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of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York
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CME-G
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SOURCE CME Group