CME Group Reached Average Daily Volume of 16.5 Million Contracts in Second-Quarter 2017, up 9 Percent from Second-Quarter 2016
Interest rate volume averaged 8.2 million contracts per day in second-quarter 2017, up 21 percent from second-quarter 2016. Highlights include:
- Grew Eurodollar futures and options ADV 21 percent to 4 million contracts, including Eurodollar options ADV of 1.5 million contracts, up 40 percent, with 33 percent of these trades executed electronically, a quarterly record
-
Increased
Treasury futures and options ADV 20 percent to 4 million contracts, including 30 percent growth inTreasury options ADV, with 80 percent traded electronically, a quarterly record - Achieved record Weekly Treasury options ADV of 136,000 contracts, up 61 percent
-
Hit record daily volume in
Fed Fund futures of 907,000 contracts onJune 14 -
Reached several consecutive records in overall Interest Rate open interest, peaking at 79 million contracts on
June 15 - Increased Ultra 10-Year Treasury Note futures and options open interest to a record 394,000 contracts
Energy volume averaged a record 2.6 million contracts per day in second-quarter 2017, up 13 percent from second-quarter 2016. Highlights include:
- Grew WTI Crude Oil futures and options ADV 20 percent to a record 1.5 million contracts, including WTI Crude Oil options growth of 25 percent to a record 230,000 contracts
-
Increased Natural Gas futures and options ADV 9 percent to 580,000 contracts, with 15 percent growth in electronic Natural Gas futures and options ADV - Grew Refined Products futures and options ADV 5 percent to 387,000 contracts
- Reached Gasoline futures ADV of 204,000 contracts, up 8 percent
- Hit record Heating Oil futures ADV of 169,000 contracts, up 6 percent
-
Achieved Henry Hub Natural Gas options ADV of 124,000 contracts, up 21 percent
Metals volume averaged a record 533,000 contracts per day in second-quarter 2017, up 14 percent from second-quarter 2016. Highlights include:
- Grew Gold futures and options ADV 8 percent to 296,000 contracts
- Increased Silver futures and options ADV 28 percent to 108,000 contracts
- Achieved 15 percent year-over-year growth for the quarter in Copper futures and options, which averaged 102,000 contracts per day
Foreign Exchange volume averaged 879,000 contracts per day in second-quarter 2017, up 5 percent from second-quarter 2016. Highlights include:
- Increased Japanese Yen futures and options ADV 10 percent to 165,000 contracts
-
Reached several daily ADV records on
June 14 , including total FX futures and options, FX futures, electronic FX futures and options, and Canadian dollar futures and options - Increased ADV of Emerging Market currency pairs futures and options, with South African Rand up 211 percent, Indian Rupee up 135 percent, Russian Ruble up 86 percent and Brazilian Real up 2 percent
Equity Index volume averaged 2.7 million contracts per day in second-quarter 2017, down 8 percent from second-quarter 2016. Highlights include:
- Increased Equity Index options ADV 7 percent to 654,000 contracts
-
Grew
June 2017 E-mini Nasdaq-100 futures 49 percent to an average 410,000 contracts per day, andJune 2017 E-mini Nasdaq-100 options 41 percent to an average 13,000 contracts per day -
Achieved second-highest volume day for E-mini Nasdaq-100 futures, on
June 9 , with more than 1.1 million contracts traded, valued at$127 billion notional -
Reached record quarterly average daily volume for E-mini S&P Select Sector Index futures, including a daily volume record of 122,000 contracts on
June 12 - Traded an average of 32,000 Monday Weekly S&P 500 options (E-mini and Standard) contracts during the quarter and 50,000 Wednesday Weekly S&P 500 (E-mini and Standard) contracts, which combined to make up 13 percent of the total Equity Index options ADV in second-quarter 2017
Agricultural volume averaged 1.5 million contracts per day in second-quarter 2017, down 13 percent from second-quarter 2016. Highlights include:
- Grew electronic Livestock futures ADV 44 percent to 133,000 contracts
- Increased second-quarter 2017 Feeder Cattle, Live Cattle and Lean Hog futures and options ADV 61 percent, 29 percent and 26 percent, respectively, compared with second-quarter 2016
-
Achieved 37 percent growth in Hard Red Winter Wheat futures and options ADV, including a daily volume record on
June 14 of 120,000 contracts
Footnote: To see
QUARTERLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV (in thousands) |
|||||
Q2 2017 |
Q2 2016 |
||||
Trading Days |
63 |
64 |
|||
PRODUCT LINE |
Q2 2017 |
Q2 2016 |
Percent Change |
||
Interest Rates |
8,210 |
6,776 |
21% |
||
Equity Indexes |
2,707 |
2,957 |
-8% |
||
Foreign Exchange (FX) |
879 |
838 |
5% |
||
Energy |
2,632 |
2,322 |
13% |
||
|
1,491 |
1,722 |
-13% |
||
Metals |
533 |
468 |
14% |
||
Total |
16,453 |
15,082 |
9% |
||
VENUE |
Q2 2017 |
Q2 2016 |
Percent Change |
||
Open outcry |
1,115 |
1,075 |
4% |
||
CME Globex |
14,582 |
13,355 |
9% |
||
Privately negotiated |
756 |
651 |
16% |
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV (in thousands) |
|||||
|
|
||||
Trading Days |
22 |
22 |
|||
PRODUCT LINE |
|
|
Percent Change |
||
Interest Rates |
7,457 |
7,322 |
2% |
||
Equity Indexes |
3,162 |
3,543 |
-11% |
||
Foreign Exchange (FX) |
1,014 |
1,018 |
0% |
||
Energy |
2,674 |
2,271 |
18% |
||
|
1,735 |
1,805 |
-4% |
||
Metals |
512 |
483 |
6% |
||
Total |
16,555 |
16,442 |
1% |
||
VENUE |
|
|
Percent Change |
||
Open outcry |
970 |
1,219 |
-20% |
||
CME Globex |
14,816 |
14,469 |
2% |
||
Privately negotiated |
769 |
753 |
2% |
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending |
||||
PRODUCT LINE |
Jun-17 |
May-17 |
Apr-17 |
Mar-17 |
Interest Rates |
8,210 |
8,645 |
9,142 |
9,169 |
Equity Indexes |
2,707 |
2,724 |
2,802 |
2,766 |
Foreign Exchange (FX) |
879 |
868 |
852 |
894 |
Energy |
2,632 |
2,557 |
2,496 |
2,496 |
|
1,491 |
1,272 |
1,387 |
1,261 |
Metals |
533 |
525 |
519 |
512 |
Total |
16,453 |
16,591 |
17,198 |
17,098 |
VENUE |
Jun-17 |
May-17 |
Apr-17 |
Mar-17 |
Open outcry |
1,115 |
1,261 |
1,398 |
1,362 |
Electronic |
14,582 |
14,572 |
15,023 |
14,947 |
Privately negotiated |
756 |
758 |
777 |
789 |
Average Rate Per Contract (In dollars)
3-Month Period Ending |
||||
PRODUCT LINE |
May-17 |
Apr-17 |
Mar-17 |
Feb-17 |
Interest Rates |
0.492 |
0.494 |
0.492 |
0.494 |
Equity Indexes |
0.727 |
0.722 |
0.718 |
0.708 |
Foreign Exchange (FX) |
0.808 |
0.826 |
0.823 |
0.822 |
Energy |
1.113 |
1.125 |
1.130 |
1.129 |
|
1.281 |
1.323 |
1.334 |
1.365 |
Metals |
1.459 |
1.485 |
1.496 |
1.501 |
Total |
0.734 |
0.736 |
0.731 |
0.737 |
As the world's leading and most diverse derivatives marketplace,
CME-G
To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/cme-group-reached-average-daily-volume-of-165-million-contracts-in-second-quarter-2017-up-7-percent-from-second-quarter-2016-300483251.html
SOURCE
News Provided by Acquire Media