CME Group Achieved Average Daily Volume of 14.9 Million Contracts per Day in May 2016, up 6 Percent from May 2015
Metals volume averaged 479,000 contracts per day in
- Grew Gold futures average daily volume 52 percent to 286,000 and Silver futures average daily volume 27 percent to 57,000 contracts
- Increased Copper futures and options average daily volume 35 percent to 73,000 contracts
- Set five open interest records for Copper futures, including the most recent record of 217,128 contracts on
May 31
Energy volume averaged 2.2 million contracts per day in
- Achieved 42 percent growth in average daily volume across Crude Oil products, driven primarily by WTI futures average daily volume of 1 million contracts, up 51 percent, while WTI options average daily volume grew 18 percent
- Grew Heating Oil futures and options average daily volume 24 percent
- Increased Gasoline futures and options average daily volume 18 percent
Equity index volume averaged 2.6 million contracts per day in
- Grew E-mini S&P 500 futures average daily volume 28 percent to 1.6 million contracts per day, and E-mini S&P 500 options average daily volume 16 percent to 503,000 contracts per day
- Achieved 18 percent growth in E-mini
NASDAQ 100 futures average daily volume, with 131 percent growth in E-miniNASDAQ 100 options average daily volume - Continued growth trend in
Nikkei 225 futures average daily volume, with a 14 percent increase - Grew participation in
CME Group's BTIC functionality with a record single day forNASDAQ 100 onMay 31
Agricultural volume averaged 1.4 million contracts per day in
- Grew Soybean futures and options average daily volume 71 percent to 402,000 contracts per day, while Soybean Meal futures and options average daily volume grew 45 percent
- Achieved 23 percent growth in Hard Red Winter Wheat futures and options average daily volume
- Grew agricultural options average daily volume 19 percent, with 44 percent growth in electronic agricultural options
Interest rate volume averaged 7.5 million contracts per day in
- Grew Eurodollar options average daily volume 48 percent to 1.1 million contracts per day
- Saw Fed Fund Futures average daily volume reach 137,000 contacts, third highest month, and achieve record open interest of more than 1 million contracts on
May 31 - Reached highest volume of
Ultra 10-YearU.S. Treasury Note futures traded in a single day onMay 26 , with 195,000 contracts
Foreign exchange volume averaged 716,000 contracts per day in
- Increased Emerging Market currency pairs futures and options average daily volume, with Brazilian Real up 113 percent, South African Rand up 105 percent, Russian Ruble up 66 percent, Mexican Peso up 49 percent, and Canadian Dollar and Australian Dollar both up 21 percent
- Grew Indian Rupee/USD futures average daily volume 12 percent, reaching a record trading day on
May 27 of 1,373 contracts
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||
Total Exchange ADV (in thousands) | |||
|
|
||
Trading Days |
21 |
20 |
|
PRODUCT LINE |
|
|
Percent Change |
Interest Rates |
7,455 |
7,834 |
-5% |
Equity Indexes |
2,602 |
2,108 |
23% |
Foreign Exchange (FX) |
716 |
880 |
-19% |
Energy |
2,234 |
1,743 |
28% |
|
1,416 |
1,162 |
22% |
Metals |
479 |
337 |
42% |
Total |
14,903 |
14,065 |
6% |
VENUE |
|
|
Percent Change |
Open outcry |
1,067 |
1,134 |
-6% |
CME Globex |
13,212 |
12,383 |
7% |
Privately negotiated |
624 |
549 |
14% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
May-16 |
Apr-16 |
Mar-16 |
Feb-16 |
Interest Rates |
6,454 |
7,131 |
8,246 |
7,996 |
Equity Indexes |
2,812 |
3,095 |
3,557 |
3,552 |
Foreign Exchange (FX) |
802 |
878 |
944 |
934 |
Energy |
2,331 |
2,493 |
2,536 |
2,448 |
|
1,486 |
1,473 |
1,206 |
1,175 |
Metals |
462 |
464 |
454 |
381 |
Total |
14,348 |
15,535 |
16,944 |
16,486 |
VENUE |
May-16 |
Apr-16 |
Mar-16 |
Feb-16 |
Open outcry |
995 |
1,100 |
1,423 |
1,448 |
Electronic |
12,716 |
13,718 |
14,713 |
14,245 |
Privately negotiated |
636 |
717 |
807 |
793 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Apr-16 |
Mar-16 |
Feb-16 |
Jan-16 |
Interest Rates |
0.498 |
0.501 |
0.507 |
0.514 |
Equity Indexes |
0.716 |
0.726 |
0.723 |
0.717 |
Foreign Exchange (FX) |
0.785 |
0.767 |
0.769 |
0.788 |
Energy |
1.183 |
1.203 |
1.217 |
1.240 |
|
1.307 |
1.321 |
1.329 |
1.333 |
Metals |
1.582 |
1.597 |
1.592 |
1.631 |
Total |
0.777 |
0.756 |
0.758 |
0.772 |
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-achieved-average-daily-volume-of-149-million-contracts-per-day-in-may-2016-up-6-percent-from-may-2015-300278374.html
SOURCE
News Provided by Acquire Media