CME Group Reached Average Daily Volume of 13.1 Million Contracts per Day in October 2016, up 2 Percent from October 2015
Metals volume averaged 386,000 contracts per day in
- Grew Gold futures and options ADV 29 percent to 224,000 contracts
- Increased Silver futures and options ADV 25 percent to 69,000 contracts
- Achieved 28 percent growth in Copper futures and options ADV
Energy volume averaged 2.4 million contracts per day in
- Achieved 33 percent growth in ADV across WTI Crude Oil futures and options products, driven primarily by WTI futures ADV of 1.1 million contracts, up 38 percent
- Finished October with near record level WTI Crude Oil futures open interest of 1.9 million contracts, up 12 percent compared with
October 2015 Increased Natural Gas futures ADV 33 percent to 541,000 contracts, and reached record electronic ADV forHenry Hub Natural Gas futures- Reached record ADV in Natural Gas Liquids and Plastics
Foreign exchange volume averaged 771,000 contracts per day in
- Grew British Pound futures ADV 78 percent to 129,000 contracts
- Increased ADV of Emerging Market currency pairs futures and options, with Brazilian Real up 109 percent, South African Rand up 77 percent, Russian Ruble up 41 percent and Mexican Peso up 36 percent
Interest rate volume averaged 5.7 million contracts per day in
Grew Fed Fund futures ADV 35 percent to 110,000 contracts per day, and hit new open interest high with more than 1.2 million contracts at end of month acrossFed Fund futures and options- Achieved new high for Ultra 10-Year Futures and Options open interest of more than 250,000 contracts on
October 19, 2016
Agricultural volume averaged 1.2 million contracts per day in
- Grew Hard Red Winter Wheat futures and options ADV 44 percent
- Reached more than 65,000 contracts traded since launch of physically delivered
European Union (EU) wheat futures and options inSeptember 2016
Equity index volume averaged 2.6 million contracts per day in
- Grew Equity Index options ADV 4 percent to 593,000 contracts
- Achieved ADV of 25,000 contracts in October for S&P 500 and E-mini S&P 500
Wednesday Weekly options launchedSeptember 26, 2016
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||
Total Exchange ADV (in thousands) | |||
|
|
||
Trading Days |
21 |
22 |
|
PRODUCT LINE |
|
|
Percent Change |
Interest Rates |
5,719 |
5,804 |
-1% |
Equity Indexes |
2,601 |
2,719 |
-4% |
Foreign Exchange (FX) |
771 |
735 |
5% |
Energy |
2,409 |
2,065 |
17% |
|
1,192 |
1,206 |
-1% |
Metals |
386 |
304 |
27% |
Total |
13,078 |
12,832 |
2% |
VENUE |
|
|
Percent Change |
Open outcry |
806 |
1,068 |
-25% |
CME Globex |
11,678 |
11,019 |
6% |
Privately negotiated |
595 |
746 |
-20% |
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Oct-16 |
Sep-16 |
Aug-16 |
Jul-16 |
Interest Rates |
6,445 |
6,791 |
7,062 |
7,197 |
Equity Indexes |
2,882 |
2,876 |
2,816 |
2,920 |
Foreign Exchange (FX) |
786 |
772 |
791 |
824 |
Energy |
2,358 |
2,294 |
2,239 |
2,238 |
|
1,110 |
1,156 |
1,437 |
1,529 |
Metals |
395 |
431 |
464 |
488 |
Total |
13,975 |
14,319 |
14,809 |
15,196 |
VENUE |
Oct-16 |
Sep-16 |
Aug-16 |
Jul-16 |
Open outcry |
847 |
982 |
1,075 |
1,173 |
Electronic |
12,508 |
12,672 |
13,038 |
13,318 |
Privately negotiated |
620 |
665 |
697 |
705 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Sep-16 |
Aug-16 |
Jul-16 |
Jun-16 |
Interest Rates |
0.508 |
0.504 |
0.499 |
0.496 |
Equity Indexes |
0.676 |
0.693 |
0.708 |
0.709 |
Foreign Exchange (FX) |
0.806 |
0.806 |
0.804 |
0.798 |
Energy |
1.097 |
1.125 |
1.145 |
1.168 |
|
1.335 |
1.326 |
1.294 |
1.291 |
Metals |
1.542 |
1.557 |
1.567 |
1.562 |
Total |
0.750 |
0.763 |
0.765 |
0.782 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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