CHICAGO, July 5, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that June 2016 average
daily volume (ADV) reached 16.4 million contracts per day, up 13
percent from June 2015. CME Group June
2016 options volume averaged 3.4 million contracts per day,
up 17 percent versus June 2015, with
electronic options averaging 1.9 million contracts per day, up 25
percent over the same period last year. Second-quarter 2016
volume averaged 15.1 million contracts per day, up 13 percent from
second-quarter 2015. Total open interest at the end of
second-quarter 2016 was 106 million contracts, up 16 percent from
year-end 2015. During the quarter, CME Group reached record open
interest of 116.3 million contracts on June
9, 2016.
Metals volume averaged 483,000 contracts per day in June 2016, up 45 percent from June 2015. Highlights include:
- 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
June 2016, up 33 percent from
June 2015. Highlights include:
- 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
June 2016, up 24 percent from
June 2015. Highlights include:
- 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 on June 24, 2016
Interest rate volume averaged 7.3 million contracts per day in
June 2016, up 5 percent from
June 2015. Highlights include:
- 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-Year U.S. Treasury Note futures
Agricultural volume averaged 1.8 million contracts per day in
June 2016, up 4 percent from
June 2015. Highlights include:
- 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
June 2016, up 3 percent from
June 2015. Highlights include:
- 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 CME Group daily over-the-counter (OTC) notional
cleared volumes and open interest, monthly OTC notional cleared
volumes and monthly total trade count, go to
http://www.cmegroup.com/education/cme-volume-oi-records.html
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Jun
2016
|
Jun
2015
|
|
Trading
Days
|
22
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Jun
2016
|
Jun
2015
|
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%
|
Agricultural
Commodities
|
1,805
|
1,739
|
4%
|
Metals
|
483
|
333
|
45%
|
Total
|
16,442
|
14,590
|
13%
|
|
|
|
|
VENUE
|
Jun
2016
|
Jun
2015
|
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%
|
Agricultural
Commodities
|
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
|
Agricultural
Commodities
|
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
|
Agricultural
Commodities
|
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 Group (www.cmegroup.com) is where the world comes to manage
risk. CME Group exchanges offer the widest range of global
benchmark products across all major asset classes, including
futures and options based on interest rates, equity indexes,
foreign exchange, energy, agricultural products and metals. Around
the world, CME Group brings buyers and sellers together through its
CME Globex® electronic trading platform and its exchanges based in
Chicago, New York and London. CME Group also operates one of the
world's leading central counterparty clearing providers through CME
Clearing and CME Clearing Europe, which offer clearing and
settlement services across asset classes for exchange-traded and
over-the-counter derivatives. CME Group's products and services
ensure that businesses around the world can effectively manage risk
and achieve growth.
CME Group is a trademark of CME Group Inc. The Globe Logo, CME,
Globex and Chicago Mercantile Exchange are trademarks of Chicago
Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the
Board of Trade of the City of
Chicago, Inc. NYMEX, New York Mercantile Exchange and
ClearPort are registered trademarks of New York Mercantile
Exchange, Inc. COMEX is a trademark of Commodity Exchange,
Inc. All other trademarks are the property of their respective
owners. Further information about CME Group (NASDAQ: CME) and
its products can be found at www.cmegroup.com.
CME-G
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SOURCE CME Group