CME Group Reached Average Daily Volume of 18.4 Million Contracts in February 2017
Interest rate volume averaged 10.6 million contracts per day in
Grew Fed Fund futures ADV 163 percent to 334,000 contracts- Increased
Treasury options ADV 15 percent to 761,000 contracts, including 41 percent growth in weeklyTreasury options, with a record 76 percent traded electronically - Reached record level of
Treasury futures open interest of more than 10.6 million contracts - Achieved Eurodollar options ADV of 1.7 million contracts, up 14 percent, with a record 28 percent traded electronically
Agricultural volume averaged 1.5 million contracts per day in
- Grew Corn futures and options ADV 18 percent to 535,000 contracts
- Achieved 60 percent and 30 percent growth in Corn and Wheat options, respectively
- Grew Hard Red Winter Wheat futures and options ADV 27 percent and Soybean Oil futures and options 23 percent
Metals volume averaged 523,000 contracts per day in
- Increased Copper futures and options 41 percent to 124,000 contracts
- Reached record open interest of more than 300,000 Copper futures contracts on
February 13 - Grew Silver futures and options ADV 9 percent to 100,000 contracts
- Achieved 41 percent year-over-year growth for base metals
Energy volume averaged 2.5 million contracts per day in
Increased Natural Gas futures and options ADV 18 percent to 633,000 contracts, with 34 percent growth in electronic Natural Gas futures and options ADV- Achieved Gasoline futures and options ADV of 238,000 contracts, up 20 percent
- Grew Brent Crude Oil options ADV and Ethanol futures and options ADV 31 percent and 23 percent, respectively
Foreign exchange volume averaged 764,000 contracts per day in
- Grew Brazilian Real ADV 36 percent
- Reached open interest of more than 30,000 contracts in South African Rand futures
Equity index volume averaged 2.5 million contracts per day in
- Grew E-mini S&P 500 options 16 percent to 668,000 contracts, including 108 percent growth in E-mini S&P 500 weekly options and 81 percent growth in E-mini S&P 500 end-of-month (EOM) options
- Increased S&P 500 weekly options ADV and S&P 500 EOM options ADV 264 percent and 30 percent, respectively
- Achieved ADV of 56,000 contracts for S&P 500 and E-mini S&P 500
Wednesday Weekly options, which launchedSeptember 26, 2016 , up 10 percent sequentially fromJanuary 2017
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV (in thousands) | |||||
|
|
||||
Trading Days |
19 |
20 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
10,553 |
9,638 |
9% | ||
Equity Indexes |
2,538 |
3,481 |
-27% | ||
Foreign Exchange (FX) |
764 |
954 |
-20% | ||
Energy |
2,490 |
2,738 |
-9% | ||
|
1,542 |
1,371 |
12% | ||
Metals |
523 |
487 |
7% | ||
Total |
18,410 |
18,671 |
-1% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
1,442 |
1,402 |
3% | ||
CME Globex |
16,188 |
16,390 |
-1% | ||
Privately negotiated |
779 |
879 |
-11% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Feb-17 |
Jan-17 |
Dec-16 |
Nov-16 |
Interest Rates |
8,706 |
9,204 |
8,300 |
8,025 |
Equity Indexes |
2,631 |
2,846 |
2,875 |
3,180 |
Foreign Exchange (FX) |
861 |
933 |
883 |
909 |
Energy |
2,536 |
2,630 |
2,586 |
2,541 |
|
1,235 |
1,184 |
1,193 |
1,173 |
Metals |
466 |
534 |
488 |
496 |
Total |
16,435 |
17,331 |
16,325 |
16,323 |
VENUE |
Feb-17 |
Jan-17 |
Dec-16 |
Nov-16 |
Open outcry |
1,276 |
1,281 |
1,130 |
1,063 |
Electronic |
14,355 |
15,156 |
14,375 |
14,493 |
Privately negotiated |
804 |
894 |
820 |
767 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jan-17 |
Dec-16 |
Nov-16 |
Oct-16 |
Interest Rates |
0.489 |
0.491 |
0.496 |
0.505 |
Equity Indexes |
0.702 |
0.691 |
0.682 |
0.673 |
Foreign Exchange (FX) |
0.799 |
0.804 |
0.782 |
0.806 |
Energy |
1.104 |
1.099 |
1.087 |
1.100 |
|
1.335 |
1.336 |
1.338 |
1.351 |
Metals |
1.455 |
1.486 |
1.487 |
1.537 |
Total |
0.722 |
0.731 |
0.731 |
0.753 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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