CME Group Achieved Average Daily Volume of 16.4 Million Contracts per Day in June 2016, up 13 Percent from June 2015, and 15.1 Million Contracts per Day in Second-Quarter 2016, up 13 Percent from Second-Quarter 2015
Metals volume averaged 483,000 contracts per day in
- Grew Gold futures ADV 76 percent to 230,000 and Silver futures ADV 22 percent to 84,000 contracts
- Increased Copper futures and options ADV 31 percent to 98,000 contracts
Energy volume averaged 2.3 million contracts per day in
- Achieved 41 percent growth in ADV across Crude Oil products, driven primarily by WTI futures ADV of 960,000 contracts, up 48 percent; WTI options ADV grew 40 percent
Grew Natural Gas options ADV 28 percent- Achieved monthly ADV record in Natural Gas Liquids and Petrochemicals
Equity index volume averaged 3.5 million contracts per day in
- Grew E-mini S&P 500 futures ADV 24 percent to 2.2 million contracts per day, and E-mini S&P 500 options ADV 29 percent to 635,000 contracts per day
- Increased Equity index options ADV 32 percent to more than 715,000 contracts per day; a record 441,993 equity options traded before the U.S. market open on
June 24, 2016 - Achieved record monthly ADV for E-mini S&P Select Sector futures of nearly 280,000 contracts in June
- Grew participation in
CME Group's BTIC functionality with a record month for E-mini S&P 500 futures in June and a record single day onJune 24, 2016
Interest rate volume averaged 7.3 million contracts per day in
- Grew Eurodollar options ADV 25 percent to 1.1 million contracts per day, with electronic Eurodollar options growing 64 percent to 289,000 contracts per day
- Reached record electronic trading levels for
Treasury options and Eurodollar options in second-quarter, at 69 percent and 25 percent, respectively - Grew Fed Fund Futures ADV 149 percent to 184,000 contracts per day and traded a record daily volume of 566,000 contracts on
June 24, 2016 - Surpassed 6 million total contracts traded as of June since launching the
Ultra 10-YearU.S. Treasury Note futures
Agricultural volume averaged 1.8 million contracts per day in
- Grew Corn futures and options ADV 12 percent to 679,000 contracts per day, with Corn options growing 41 percent to 165,000 contracts per day
- Achieved 37 percent growth in Hard Red Winter Wheat futures and options ADV
Foreign exchange volume averaged 1 million contracts per day in
- Grew British Pound futures and options ADV 65 percent to 193,000 contracts per day in June, and reached a record daily volume of more than 522,000 contracts on
June 24, 2016 - Increased ADV of Emerging Market currency pairs futures and options, with Brazilian Real up 123 percent, Russian Ruble up 33 percent, Australian Dollar up 27 percent and Mexican Peso up 16 percent
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
|
|
||||
Trading Days |
22 |
22 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
7,322 |
6,949 |
5% | ||
Equity Indexes |
3,543 |
2,869 |
24% | ||
Foreign Exchange (FX) |
1,018 |
987 |
3% | ||
Energy |
2,271 |
1,713 |
33% | ||
|
1,805 |
1,739 |
4% | ||
Metals |
483 |
333 |
45% | ||
Total |
16,442 |
14,590 |
13% | ||
VENUE |
|
|
PPercent Change | ||
Open outcry |
1,219 |
1,236 |
-1% | ||
CME Globex |
14,469 |
12,787 |
13% | ||
Privately negotiated |
753 |
567 |
33% |
QUARTERLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
Q2 2016 |
Q2 2015 |
||||
Trading Days |
64 |
64 |
|||
PRODUCT LINE |
Q2 2016 |
Q2 2015 |
Percent Change | ||
Interest Rates |
6,776 |
6,599 |
3% | ||
Equity Indexes |
2,957 |
2,364 |
25% | ||
Foreign Exchange (FX) |
838 |
903 |
-7% | ||
Energy |
2,322 |
1,749 |
33% | ||
|
1,722 |
1,400 |
23% | ||
Metals |
468 |
331 |
41% | ||
Total |
15,082 |
13,347 |
13% | ||
VENUE |
Q2 2016 |
Q2 2015 |
Percent Change | ||
Open outcry |
1,075 |
1,108 |
-3% | ||
CME Globex |
13,355 |
11,705 |
14% | ||
Privately negotiated |
651 |
534 |
22% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jun-16 |
May-16 |
Apr-16 |
Mar-16 |
Interest Rates |
6,776 |
6,454 |
7,131 |
8,246 |
Equity Indexes |
2,957 |
2,812 |
3,095 |
3,557 |
Foreign Exchange (FX) |
838 |
802 |
878 |
944 |
Energy |
2,322 |
2,331 |
2,493 |
2,536 |
|
1,722 |
1,486 |
1,473 |
1,206 |
Metals |
468 |
462 |
464 |
454 |
Total |
15,082 |
14,348 |
15,535 |
16,944 |
VENUE |
Jun-16 |
May-16 |
Apr-16 |
Mar-16 |
Open outcry |
1,075 |
995 |
1,100 |
1,423 |
Electronic |
13,355 |
12,716 |
13,718 |
14,713 |
Privately negotiated |
651 |
636 |
717 |
807 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
May-16 |
Apr-16 |
Mar-16 |
Feb-16 |
Interest Rates |
0.500 |
0.498 |
0.501 |
0.507 |
Equity Indexes |
0.710 |
0.716 |
0.726 |
0.723 |
Foreign Exchange (FX) |
0.808 |
0.785 |
0.767 |
0.769 |
Energy |
1.184 |
1.183 |
1.203 |
1.217 |
|
1.287 |
1.307 |
1.321 |
1.329 |
Metals |
1.584 |
1.582 |
1.597 |
1.592 |
Total |
0.786 |
0.777 |
0.756 |
0.758 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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