CME Group Reached Average Daily Volume of 16 Million Contracts per Day in January 2017
Metals volume averaged 525,000 contracts per day in
- Grew Gold futures ADV 38 percent to 303,000 contracts
- Increased Silver futures ADV 40 percent to 71,000 contracts
- Achieved 23 percent year-over-year growth for base metals for the month
Agricultural volume averaged 1.2 million contracts per day in
- Achieved 9 percent and 15 percent growth in Soybean Oil and Soybean Meal futures and options, respectively
Energy volume averaged 2.5 million contracts per day in
- Finished January with record level of WTI Crude Oil futures (CL) open interest of nearly 2.2 million contracts, up 19 percent versus the same period last year
Increased Natural Gas futures and options ADV 20 percent to 631,000 contracts- Grew Natural Gas Liquids and Plastics, as well as Ethanol, futures and options ADV 45 percent and 34 percent year-over-year, respectively
Foreign exchange volume averaged 920,000 contracts per day in
- Grew British Pound futures and options ADV 15 percent to 129,000 contracts
Interest rate volume averaged 8.4 million contracts per day in
Grew Fed Fund futures ADV 34 percent to 164,000 contracts per day- Increased
Treasury options ADV 22 percent to 757,000 contracts per day, including 21 percent growth in weeklyTreasury options - Achieved Eurodollar futures ADV of 1 million contracts across the back 32 quarterly contracts, up 25 percent
- Reached record level of Large Open Interest Holders (LOIH) for
CME Group interest rates tallied in CFTC weekly Commitment of Traders report of 1,756 as ofJanuary 24, 2017 , up 6 percent from the 2016 annual average of 1,649
Equity index volume averaged 2.5 million contracts per day in
- More than doubled E-mini S&P 500 weekly options ADV, and grew E-mini S&P 500 end- of-month options by 10 percent, to nearly 90,000 contracts
- Achieved ADV of 50,000 contracts for S&P 500 and E-mini S&P 500
Wednesday Weekly options, which launchedSeptember 26, 2016 , up 11 percent sequentially fromDecember 2016 - Grew participation in
CME Group's BTIC functionality, reaching a record single day for E-mini S&P 500 futures onJanuary 23, 2017 , with 26,363 contracts
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | ||||||
Total Exchange ADV (in thousands) | ||||||
|
|
|||||
Trading Days |
20 |
19 |
||||
PRODUCT LINE |
|
|
Percent Change | |||
Interest Rates |
8,391 |
8,935 |
-6% | |||
Equity Indexes |
2,495 |
4,139 |
-40% | |||
Foreign Exchange (FX) |
920 |
970 |
-5% | |||
Energy |
2,539 |
2,597 |
-2% | |||
|
1,166 |
1,133 |
3% | |||
Metals |
525 |
405 |
30% | |||
Total |
16,036 |
18,179 |
-12% | |||
VENUE |
|
|
Percent Change | |||
Open outcry |
1,260 |
1,954 |
-36% | |||
CME Globex |
13,962 |
15,382 |
-9% | |||
Privately negotiated |
815 |
842 |
-3% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jan-17 |
Dec-16 |
Nov-16 |
Oct-16 |
Interest Rates |
9,204 |
8,300 |
8,025 |
6,445 |
Equity Indexes |
2,846 |
2,875 |
3,180 |
2,882 |
Foreign Exchange (FX) |
933 |
883 |
909 |
786 |
Energy |
2,630 |
2,586 |
2,541 |
2,358 |
|
1,184 |
1,193 |
1,173 |
1,110 |
Metals |
534 |
488 |
496 |
395 |
Total |
17,331 |
16,325 |
16,323 |
13,975 |
VENUE |
Jan-17 |
Dec-16 |
Nov-16 |
Oct-16 |
Open outcry |
1,281 |
1,130 |
1,063 |
847 |
Electronic |
15,156 |
14,375 |
14,493 |
12,508 |
Privately negotiated |
894 |
820 |
767 |
620 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Dec-16 |
Nov-16 |
Oct-16 |
Sep-16 |
Interest Rates |
0.491 |
0.496 |
0.505 |
0.508 |
Equity Indexes |
0.691 |
0.682 |
0.673 |
0.676 |
Foreign Exchange (FX) |
0.804 |
0.782 |
0.806 |
0.806 |
Energy |
1.099 |
1.087 |
1.100 |
1.097 |
|
1.336 |
1.338 |
1.351 |
1.335 |
Metals |
1.486 |
1.487 |
1.537 |
1.542 |
Total |
0.731 |
0.731 |
0.753 |
0.750 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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