CHICAGO, May 2, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that April 2017 average
daily volume (ADV) reached 16.3 million contracts, up 18 percent
from April 2016. CME Group April
2017 options volume averaged 4 million contracts per day, up
52 percent versus April 2016, with
electronic options averaging 2.4 million contracts per day, up 53
percent over the same period last year. Open interest at the
end of April was 121 million contracts, up 10 percent from the end
of April 2016.
Interest rate volume averaged 8.3 million contracts per day in
April 2017, up 50 percent from April
2016. Highlights include:
- Grew Eurodollar futures and options ADV 57 percent to 4.5
million contracts, this includes Eurodollar options ADV of 1.8
million contracts, up 98 percent; the proportion of these trades
executed electronically reached 32 percent, a monthly record
- Increased Treasury futures and options ADV 40 percent to 3.6
million contracts, including 93 percent growth in Treasury options
ADV, the second highest monthly ADV, with a record 81 percent
traded electronically
- Reached record level of Large Open Interest Holders (LOIH) of
1,837 in Interest Rate futures as of April
11, 2017, up 11 percent from the 2016 annual average of
1,649
- Increased Ultra 10-Year Treasury Note Futures open interest to
nearly 350,000 contracts, including more than 61 large open
interest holders with positions of at least 2,000 contracts
each
Metals volume averaged 548,000 contracts per day in April 2017, up 25 percent from April 2016.
Highlights include:
- Grew Gold futures and options ADV 30 percent to 289,000
contracts
- Increased Silver futures ADV 18 percent to 112,000
contracts
- Achieved 24 percent year-over-year growth for base metals for
the month, including Copper futures and options, which averaged
nearly 120,000 contracts per day, up 24 percent from April 2016
Energy volume averaged 2.5 million contracts per day in
April 2017, up 3 percent from April
2016. Highlights include:
- Grew WTI Crude Oil futures and options ADV 1 percent to 1.4
million contracts, including WTI Crude Oil options growth of 14
percent to 224,000 contracts
- Increased Natural Gas futures and options ADV 4 percent to
566,000 contracts, with 6 percent growth in electronic Natural Gas
futures and options ADV
- Grew Refined Products futures and options ADV 7 percent to
379,000 contracts
- Reached Gasoline futures and options ADV of 202,000 contracts,
up 16 percent
- Achieved Henry Hub Natural Gas options ADV of 115,000
contracts, up 26 percent
Foreign Exchange volume averaged 788,000 contracts per day in
April 2017, up 2 percent from April
2016. Highlights include:
- Increased Japanese Yen futures and options ADV 11 percent to
163,000 contracts
- Grew British Pound futures and options ADV 4 percent to 109,000
contracts
- Increased ADV of Emerging Market currency pairs futures and
options, with South African Rand up 364 percent, Russian Ruble up
66 percent and Brazilian Real up 11 percent
Equity Index volume averaged 2.6 million contracts per day in
April 2017, down 4 percent from April
2016. Highlights include:
- Increased Equity Index options ADV 27 percent to 692,000
contracts
- Grew April 2017 E-mini S&P
500 options 31 percent to 638,000 contracts, including 185 percent
growth in E-mini S&P 500 weekly options and 25 percent growth
in E-mini S&P 500 end-of-month (EOM) options
- Traded more than 615,000 Monday Weekly S&P 500 options
(E-mini and Standard) contracts in just one month since their
April 3 launch; the recently launched
Monday and Wednesday Weekly S&P 500 options (E-mini and
Standard) made up 12 percent of the total Equity Index options ADV
in April
Agricultural volume averaged 1.6 million contracts per day in
April 2017, down 19 percent from
April 2016. Highlights include:
- Achieved 29 percent growth in Hard Red Winter Wheat futures and
options ADV
- Grew Live Cattle futures and options ADV 19 percent, and
reached Live Cattle futures open interest record of 428,233
contracts on April 28, 2017
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)
|
|
|
|
|
|
Apr
2017
|
|
Apr
2016
|
|
|
Trading
Days
|
19
|
|
21
|
|
|
|
|
|
|
|
|
PRODUCT
LINE
|
Apr
2017
|
|
Apr
2016
|
|
Percent
Change
|
Interest
Rates
|
8,264
|
|
5,525
|
|
50%
|
Equity
Indexes
|
2,597
|
|
2,696
|
|
-4%
|
Foreign Exchange
(FX)
|
788
|
|
771
|
|
2%
|
Energy
|
2,539
|
|
2,463
|
|
3%
|
Agricultural
Commodities
|
1,564
|
|
1,941
|
|
-19%
|
Metals
|
548
|
|
440
|
|
25%
|
Total
|
16,301
|
|
13,836
|
|
18%
|
|
|
|
|
|
|
VENUE
|
Apr
2017
|
|
Apr
2016
|
|
Percent
Change
|
Open
outcry
|
1,371
|
|
933
|
|
47%
|
CME Globex
|
14,154
|
|
12,332
|
|
15%
|
Privately
negotiated
|
776
|
|
570
|
|
36%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
|
|
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
|
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Apr-17
|
|
Mar-17
|
|
Feb-17
|
|
Jan-17
|
Interest
Rates
|
9,142
|
|
9,169
|
|
8,706
|
|
9,204
|
Equity
Indexes
|
2,802
|
|
2,766
|
|
2,631
|
|
2,846
|
Foreign Exchange
(FX)
|
852
|
|
894
|
|
861
|
|
933
|
Energy
|
2,496
|
|
2,496
|
|
2,536
|
|
2,630
|
Agricultural
Commodities
|
1,387
|
|
1,261
|
|
1,235
|
|
1,184
|
Metals
|
519
|
|
512
|
|
466
|
|
534
|
Total
|
17,198
|
|
17,098
|
|
16,435
|
|
17,331
|
|
|
|
|
|
|
|
|
VENUE
|
Apr-17
|
|
Mar-17
|
|
Feb-17
|
|
Jan-17
|
Open
outcry
|
1,398
|
|
1,362
|
|
1,276
|
|
1,281
|
Electronic
|
15,023
|
|
14,947
|
|
14,355
|
|
15,156
|
Privately
negotiated
|
777
|
|
789
|
|
804
|
|
894
|
|
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Mar-17
|
|
Feb-17
|
|
Jan-17
|
|
Dec-16
|
Interest
Rates
|
0.492
|
|
0.494
|
|
0.489
|
|
0.491
|
Equity
Indexes
|
0.718
|
|
0.708
|
|
0.702
|
|
0.691
|
Foreign Exchange
(FX)
|
0.823
|
|
0.822
|
|
0.799
|
|
0.804
|
Energy
|
1.130
|
|
1.129
|
|
1.104
|
|
1.099
|
Agricultural
Commodities
|
1.334
|
|
1.365
|
|
1.335
|
|
1.336
|
Metals
|
1.496
|
|
1.501
|
|
1.455
|
|
1.486
|
Total
|
0.731
|
|
0.737
|
|
0.722
|
|
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.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange,
Globex and E-mini are trademarks of Chicago Mercantile Exchange
Inc. CBOT, Chicago Board of
Trade, KCBT and Kansas City Board
of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York
Mercantile Exchange and ClearPort are trademarks of New York
Mercantile Exchange, Inc. COMEX is a trademark of Commodity
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LLC and S&P/Dow Jones Indices LLC, as the case may be, and have
been licensed for use by Chicago Mercantile Exchange Inc. All
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CME-G
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visit:http://www.prnewswire.com/news-releases/cme-group-reached-average-daily-volume-of-163-million-contracts-in-april-2017-up-18-percent-from-april-2016-300449406.html
SOURCE CME Group