CME Group Reached Average Daily Volume of 13.8 Million Contracts per Day in August 2016; Average Daily Volume to Date in 2016 Up 9 Percent
Metals volume averaged 414,000 contracts per day in
- Grew Gold futures ADV 17 percent to 194,000 contracts and Silver futures ADV 17 percent to 85,000 contracts
- Achieved 14 percent growth in ADV across Ferrous products
Energy volume averaged 2.2 million contracts per day in
- Achieved 24 percent growth in ADV across Natural Gas products, driven primarily by electronic Natural Gas futures and options ADV of 423,000 contracts, up 36 percent
- Grew WTI Crude Oil futures ADV 10 percent
- Achieved record electronic trading levels of WTI options and Natural Gas options, hitting 73 percent electronic and 43 percent electronic respectively
- Reached record open interest levels across Natural Gas Liquids product suite, surpassing 360,000 contracts
Agricultural volume averaged 1.2 million contracts per day in
- Grew Hard Red Winter Wheat futures and options ADV 33 percent
- Achieved 21 percent growth in Soft Red Winter Wheat options ADV
Interest rate volume averaged 7.1 million contracts per day in
Grew Fed Fund futures ADV 12 percent to 134,000 contracts per day- Reached record electronic trading level for
Treasury options at 73 percent - Achieved daily ADV record in 5-Yr Treasury Note futures and options of nearly 4 million contracts on
August 25, 2016
Foreign exchange volume averaged 632,000 contracts per day in
- Increased ADV of Emerging Market currency pairs futures and options, with South African Rand up 66 percent, Mexican Peso up 10 percent, and Brazilian Real up 3 percent
Equity index volume averaged 2.3 million contracts per day in
- Grew E-mini S&P 500 weekly options ADV 31 percent and E-mini S&P 500 end-of-month options ADV 14 percent
- To date in 2016, 100 million equity index options have traded with nearly 40 million coming from weekly options
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | ||||
Total Exchange ADV ( in thousands) | ||||
|
|
|||
Trading Days |
23 |
21 |
||
PRODUCT LINE |
|
|
Percent Change | |
Interest Rates |
7,051 |
7,881 |
-11% | |
Equity Indexes |
2,336 |
3,691 |
-37% | |
Foreign Exchange (FX) |
632 |
890 |
-29% | |
Energy |
2,236 |
2,118 |
6% | |
|
1,169 |
1,319 |
-11% | |
Metals |
414 |
381 |
9% | |
Total |
13,836 |
16,280 |
-15% | |
VENUE |
|
|
Percent Change | |
Open outcry |
798 |
1,111 |
-28% | |
CME Globex |
12,429 |
14,519 |
-14% | |
Privately negotiated |
609 |
650 |
-6% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Aug-16 |
Jul-16 |
Jun-16 |
May-16 |
Interest Rates |
7,062 |
7,197 |
6,776 |
6,454 |
Equity Indexes |
2,816 |
2,920 |
2,957 |
2,812 |
Foreign Exchange (FX) |
791 |
824 |
838 |
802 |
Energy |
2,239 |
2,238 |
2,322 |
2,331 |
|
1,437 |
1,529 |
1,722 |
1,486 |
Metals |
464 |
488 |
468 |
462 |
Total |
14,809 |
15,196 |
15,082 |
14,348 |
VENUE |
Aug-16 |
Jul-16 |
Jun-16 |
May-16 |
Open outcry |
1,075 |
1,173 |
1,075 |
995 |
Electronic |
13,038 |
13,318 |
13,355 |
12,716 |
Privately negotiated |
697 |
705 |
651 |
636 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jul-16 |
Jun-16 |
May-16 |
Apr-16 |
Interest Rates |
0.499 |
0.496 |
0.500 |
0.498 |
Equity Indexes |
0.708 |
0.709 |
0.710 |
0.716 |
Foreign Exchange (FX) |
0.804 |
0.798 |
0.808 |
0.785 |
Energy |
1.145 |
1.168 |
1.184 |
1.183 |
|
1.294 |
1.291 |
1.287 |
1.307 |
Metals |
1.567 |
1.562 |
1.584 |
1.582 |
Total |
0.765 |
0.782 |
0.786 |
0.777 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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