CME Group Reached Record Average Daily Volume of 15.6 Million Contracts in 2016, up 12 Percent from 2015
Metals volume averaged a record 488,000 contracts per day in fourth-quarter 2016, up 49 percent from fourth-quarter 2015. Highlights include:
- Grew Gold futures and options ADV 51 percent to 279,000 contracts
- Increased Silver futures and options ADV 45 percent to 80,000 contracts
Interest rate volume averaged a record 8.3 million contracts per day in fourth-quarter 2016, up 36 percent from fourth-quarter 2015. Highlights include:
- Grew Eurodollar futures ADV 47 percent to nearly 3 million contracts, and Eurodollar options ADV 21 percent to 1.3 million contracts
-
Grew Fed Fund futures ADV 46 percent to 123,000 contracts -
Achieved
Treasury futures ADV of 3.2 million contracts, up 32 percent, andTreasury options ADV of 664,000 contracts, up 44 percent -
Reached highest quarterly ADV in Ultra 10-Year Treasury Note futures and options, launched in early
January 2016 , with nearly 100,000 contracts per day - Reached record levels in overall interest rate open interest of nearly 74 million contracts during December, with quarter-end open interest of 58 million contracts, up 25 percent from 47 million contracts at the same time last year
Energy volume averaged a record 2.6 million contracts per day in fourth-quarter 2016, up 27 percent from fourth-quarter 2015. Highlights include:
- Grew WTI Crude Oil futures and options ADV 45 percent to a record 1.4 million contracts
-
Maintained
November 2016 month-end record level of WTI Crude Oil futures (CL) open interest of more than 2.1 million contracts during December, and finished quarter-end up 24 percent
Foreign exchange volume averaged 883,000 contracts per day in fourth-quarter 2016, up 13 percent from fourth-quarter 2015. Highlights include:
- Grew British Pound futures and options ADV 52 percent to 133,000 contracts
- Achieved quarterly ADV record in European option and Mexican Peso options
Equity index volume averaged 2.9 million contracts per day in fourth-quarter 2016, up 5 percent from fourth-quarter 2015. Highlights include:
- Grew Equity Index options ADV 26 percent to a record 680,000 contracts
-
Achieved ADV of 42,000 contracts for S&P 500 and E-mini S&P 500
Wednesday Weekly options launchedSeptember 26, 2016
Agricultural volume averaged 1.2 million contracts per day in fourth-quarter 2016, down 1 percent from fourth-quarter 2015. Highlights include:
- Grew Hard Red Winter Wheat futures and options ADV 36 percent
Footnote: To see
ANNUAL AVERAGE DAILY VOLUME (ADV) |
|||
Total Exchange ADV |
|||
2016 |
2015 |
||
Trading Days |
252 |
253 |
|
PRODUCT LINE |
2016 |
2015 |
Percent Change |
Interest Rates |
7,517 |
6,735 |
12% |
Equity Indexes |
3,061 |
2,792 |
10% |
Foreign Exchange (FX) |
858 |
872 |
-2% |
Energy |
2,432 |
1,970 |
23% |
|
1,321 |
1,265 |
4% |
Metals |
460 |
345 |
34% |
Total |
15,649 |
13,963 |
12% |
VENUE |
2016 |
2015 |
Percent Change |
Open outcry |
1,149 |
1,139 |
1% |
CME Globex |
13,766 |
12,185 |
13% |
Privately negotiated |
735 |
639 |
15% |
QUARTERLY AVERAGE DAILY VOLUME (ADV) |
|||||
Total Exchange ADV |
|||||
4Q 2016 |
4Q 2015 |
||||
Trading Days |
63 |
64 |
|||
PRODUCT LINE |
4Q 2016 |
4Q 2015 |
Percent Change |
||
Interest Rates |
8,300 |
6,097 |
36% |
||
Equity Indexes |
2,875 |
2,743 |
5% |
||
Foreign Exchange (FX) |
883 |
779 |
13% |
||
Energy |
2,586 |
2,032 |
27% |
||
|
1,193 |
1,200 |
-1% |
||
Metals |
488 |
326 |
49% |
||
Total |
16,325 |
13,178 |
24% |
||
VENUE |
4Q 2016 |
4Q 2015 |
Percent Change |
||
Open outcry |
1,130 |
1,056 |
7% |
||
CME Globex |
14,375 |
11,420 |
26% |
||
Privately negotiated |
820 |
704 |
17% |
MONTHLY AVERAGE DAILY VOLUME (ADV) |
|||
Total Exchange ADV |
|||
|
|
||
Trading Days |
21 |
22 |
|
PRODUCT LINE |
|
|
Percent Change |
Interest Rates |
7,334 |
5,692 |
29% |
Equity Indexes |
2,846 |
3,110 |
-8% |
Foreign Exchange (FX) |
892 |
884 |
1% |
Energy |
2,575 |
2,055 |
25% |
|
1,024 |
1,033 |
-1% |
Metals |
359 |
264 |
36% |
Total |
15,030 |
13,039 |
15% |
VENUE |
|
|
Percent Change |
Open outcry |
1,442 |
1,054 |
8% |
CME Globex |
13,070 |
11,312 |
16% |
Privately negotiated |
817 |
672 |
22% |
ROLLING THREE-MONTH AVERAGES |
||||
Average Daily Volume (In thousands) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Dec-16 |
Nov-16 |
Oct-16 |
Sep-16 |
Interest Rates |
8,300 |
8,025 |
6,445 |
6,791 |
Equity Indexes |
2,875 |
3,180 |
2,882 |
2,876 |
Foreign Exchange (FX) |
883 |
909 |
786 |
772 |
Energy |
2,586 |
2,541 |
2,358 |
2,294 |
|
1,193 |
1,173 |
1,110 |
1,156 |
Metals |
488 |
496 |
395 |
431 |
Total |
16,325 |
16,323 |
13,975 |
14,319 |
VENUE |
Dec-16 |
Nov-16 |
Oct-16 |
Sep-16 |
Open outcry |
1,130 |
1,063 |
847 |
982 |
Electronic |
14,375 |
14,493 |
12,508 |
12,672 |
Privately negotiated |
820 |
767 |
620 |
665 |
Average Rate Per Contract (In dollars) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Nov-16 |
Oct-16 |
Sep-16 |
Aug-16 |
Interest Rates |
0.496 |
0.505 |
0.508 |
0.504 |
Equity Indexes |
0.682 |
0.673 |
0.676 |
0.693 |
Foreign Exchange (FX) |
0.782 |
0.806 |
0.806 |
0.806 |
Energy |
1.087 |
1.100 |
1.097 |
1.125 |
|
1.338 |
1.351 |
1.335 |
1.326 |
Metals |
1.487 |
1.537 |
1.542 |
1.557 |
Total |
0.731 |
0.753 |
0.750 |
0.763 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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