CME Group Reached Record Average Daily Volume of 20.9 Million Contracts per Day in November 2016, up 52 Percent from November 2015
Interest rate volume averaged a record 11.8 million contracts per day in
-
Achieved record
Treasury futures and options ADV of 5.9 million contracts, up 55 percent, including monthly ADV records across 10-Year, 5-Year, 2-Year and Ultra 10-Year Treasury Notes and Ultra Treasury Bonds - Grew Eurodollar futures ADV 102 percent to more than 4 million contracts, and Eurodollar options ADV 73 percent to 1.8 million contracts
-
Grew Fed Fund futures ADV 143 percent to 161,000 contracts per daReached record levels in overall interest rate open interest of more than 69 million contracts during the month, with month-end open interest of 67 million contracts, up 22 percent from 56 million contracts at the same time last year
Metals volume averaged a record 718,000 contracts per day in
- Grew Gold futures and options ADV 74 percent to a record 408,000 contracts
- Increased Silver futures and options ADV 62 percent to 112,000 contracts
- Achieved monthly futures and options ADV record for Copper of 168,000 contracts per day, up 82 percent
-
Achieved daily volume record of 897,219 Gold futures on
November 9 and a record 332,467 Copper futures contracts onNovember 11
Energy volume averaged a record 2.8 million contracts per day in
-
Grew WTI Crude Oil futures and options ADV 63 percent to a record 1.6 million contracts, and achieved a single-day trading volume record of 2.5 million contracts on
November 30 -
Achieved record energy options ADV of 405,000 contracts, up 42 percent - Finished November with record level of physically delivered WTI Crude Oil futures (CL) open interest of more than 2.1 million contracts, up 27 percent
- Increased electronic Natural Gas futures ADV 44 percent to 481,000 contracts
- Reached record volume in Ethanol
Foreign exchange volume averaged 987,000 contracts per day in
- Grew British Pound futures and options ADV 61 percent to 135,000 contracts
- Achieved monthly volume records in Indian Rupee futures and Mexican Peso options
Equity index volume averaged 3.2 million contracts per day in
- Grew Equity Index options ADV 60 percent to 803,000 contracts
-
Achieved ADV of 55,000 contracts for S&P 500 and E-mini S&P 500
Wednesday Weekly options launchedSeptember 26, 2016
Agricultural volume averaged 1.4 million contracts per day in
- Achieved 16 percent growth in Soybean futures and options and 11 percent growth in Soybean Oil futures and options
- Grew Hard Red Winter Wheat futures and options ADV 14 percent
Footnote: To see
MONTHLY AVERAGE DAILY VOLUME (ADV) |
|||||
Total Exchange ADV (in thousands) |
|||||
|
|
||||
Trading Days |
21 |
20 |
|||
PRODUCT LINE |
|
|
Percent Change |
||
Interest Rates |
11,848 |
6,866 |
73% |
||
Equity Indexes |
3,179 |
2,367 |
34% |
||
Foreign Exchange (FX) |
987 |
713 |
39% |
||
Energy |
2,772 |
1,971 |
41% |
||
|
1,363 |
1,376 |
-1% |
||
Metals |
718 |
419 |
71% |
||
Total |
20,867 |
13,712 |
52% |
||
VENUE |
|
|
P Percent Change |
||
Open outcry |
1,441 |
1,041 |
38% |
||
CME Globex |
18,378 |
11,980 |
53% |
||
Privately negotiated |
1,048 |
692 |
51% |
ROLLING THREE-MONTH AVERAGES |
||||
Average Daily Volume (In thousands) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Nov-16 |
Oct-16 |
Sep-16 |
Aug-16 |
Interest Rates |
8,025 |
6,445 |
6,791 |
7,062 |
Equity Indexes |
3,180 |
2,882 |
2,876 |
2,816 |
Foreign Exchange (FX) |
909 |
786 |
772 |
791 |
Energy |
2,541 |
2,358 |
2,294 |
2,239 |
|
1,173 |
1,110 |
1,156 |
1,437 |
Metals |
496 |
395 |
431 |
464 |
Total |
16,323 |
13,975 |
14,319 |
14,809 |
VENUE |
Nov-16 |
Oct-16 |
Sep-16 |
Aug-16 |
Open outcry |
1,063 |
847 |
982 |
1,075 |
Electronic |
14,493 |
12,508 |
12,672 |
13,038 |
Privately negotiated |
767 |
620 |
665 |
697 |
Average Rate Per Contract (In dollars) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Oct-16 |
Sep-16 |
Aug-16 |
Jul-16 |
Interest Rates |
0.505 |
0.508 |
0.504 |
0.499 |
Equity Indexes |
0.673 |
0.676 |
0.693 |
0.708 |
Foreign Exchange (FX) |
0.806 |
0.806 |
0.806 |
0.804 |
Energy |
1.100 |
1.097 |
1.125 |
1.145 |
|
1.351 |
1.335 |
1.326 |
1.294 |
Metals |
1.537 |
1.542 |
1.557 |
1.567 |
Total |
0.753 |
0.750 |
0.763 |
0.765 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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