CHICAGO, Oct. 3, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that September 2017 average
daily volume (ADV) reached 17 million contracts, up 13 percent
compared with September 2016. CME Group September 2017 options volume averaged 3.6
million contracts per day, up 25 percent versus September 2016, with electronic options averaging
2.4 million contracts per day, up 36 percent from the same period
last year. Open interest at the end of September was 114
million contracts, up 11 percent from the end of September 2016.
Metals volume averaged 660,000 contracts per day in September 2017, up 72 percent from September
2016. Highlights include:
- Reached record quarterly ADV of 611,000 contracts, up 42
percent from third-quarter 2016, including records for Gold, Copper
and Platinum futures and options
- Grew Gold futures and options ADV 86 percent to 418,000
contracts, including record monthly Gold futures ADV of 366,000
contracts, up 88 percent, and Gold options ADV of 52,000 contracts,
up 70 percent
- Increased Silver futures and options ADV 37 percent to 93,000
contracts
- Achieved 88 percent growth for base metals, including Copper
futures and options, which averaged more than 116,000 contracts per
day, also up 88 percent
- Hit record open interest in Copper options of 13,000 contracts
on September 25, 2017
Foreign exchange volume averaged 1.3 million contracts per day
in September 2017, up 30 percent from
September 2016. Highlights include:
- Reached Euro FX futures and options ADV of 296,000 contracts,
up 22 percent
- Grew Japanese Yen futures and options ADV 39 percent to 231,000
contracts
- Achieved 31 percent growth for British Pound futures and
options ADV, averaging 170,000 contracts
- Increased ADV of emerging market currency pairs futures and
options, with Indian Rupee up 367 percent, South African Rand up
170 percent, Swiss Franc up 35 percent, Brazilian Real up 32
percent and Canadian Dollar up 24 percent
Interest rate volume averaged 8.2 million contracts per day in
September 2017, up 26 percent from
September 2016. Highlights include:
- Reached record quarterly and monthly ADV in electronic Interest
Rate options of 1.1 million and 1.3 million respectively
- Increased Treasury futures and options ADV 30 percent to 3.8
million contracts, including 65 percent growth in Treasury options
ADV to 892,000, with a record 82 percent traded electronically
- Achieved 55 percent growth in Weekly Treasury options ADV to
161,000 contracts
- Grew electronic Eurodollar options ADV 129 percent to 545,000
contracts, with 39 percent of overall Eurodollar options volume
executed electronically
- Increased Ultra 10-Year Treasury Note futures and options 61
percent to 116,000, and current open interest is up 119
percent
- Reached record level of Large Open Interest Holders (LOIH) of
1,952 in Interest Rate futures as of September 5, 2017, up 18 percent from the 2016
annual average of 1,649
Agricultural volume averaged 1.1 million contracts per day in
September 2017, up 17 percent from
September 2016. Highlights include:
- Grew Corn futures and options ADV 12 percent to 310,000
contracts
- Increased Agricultural options ADV 16 percent to 219,000
contracts
- Grew Soybean, Soybean Oil and Soybean Meal futures and options
ADV 17 percent, 18 percent and 16 percent, respectively
- Achieved 38 percent growth in Hard Red Winter Wheat futures and
options ADV
Energy volume averaged 2.7 million contracts per day in
September 2017, up 9 percent from
September 2016. Highlights include:
- Reached record quarterly ADV of 2.7 million contracts, up 17
percent from third-quarter 2016, including a record 1.6 million WTI
futures and options contracts
- Grew WTI Crude Oil futures and options ADV 13 percent to 1.6
million contracts, including WTI Crude Oil futures growth of 19
percent to 1.4 million contracts
- Grew Natural Gas futures and options ADV 13 percent to 579,000
contracts, including electronic Natural Gas futures and options
growth of 19 percent to 482,000 contracts
Equity Index volume averaged 3.1 million contracts per day in
September 2017, down 18 percent from
September 2016. Highlights include:
- Following CME Group's launch of Russell 2000 futures in July, and first
quarterly rollover of positions from September quarterly contract
to December quarterly contract, more than 91 percent of open
interest previously held on Intercontinental Exchange (ICE)
transitioned to CME Group; with this transfer of positions, CME
Group would expect third-quarter overall Equity average
rate-per-contract (RPC) to be approximately 69 cents
- Grew E-mini Nasdaq 100 futures and options ADV 8 percent to
351,000 contracts
- Traded an average of 80,000 Monday and Wednesday Weekly S&P
500 options (E-mini and Standard) year to date through September,
which accounted for 12 percent of total Equity Index options ADV
during the same timeframe
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)
|
|
|
Sep
2017
|
Sep
2016
|
|
Trading
Days
|
20
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Sep
2017
|
Sep
2016
|
Percent
Change
|
Interest
Rates
|
8,190
|
6,508
|
26%
|
Equity
Indexes
|
3,083
|
3,761
|
-18%
|
Foreign Exchange
(FX)
|
1,256
|
969
|
30%
|
Energy
|
2,664
|
2,440
|
9%
|
Agricultural
Commodities
|
1,123
|
964
|
17%
|
Metals
|
660
|
383
|
72%
|
Total
|
16,977
|
15,025
|
13%
|
|
|
|
|
|
|
VENUE
|
Sep
2017
|
Sep
2016
|
P Percent
Change
|
Open
outcry
|
1,078
|
942
|
14%
|
CME Globex
|
15,276
|
13,424
|
14%
|
Privately
negotiated
|
623
|
659
|
-5%
|
|
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
(in
thousands)
|
|
|
Q3
2017
|
Q3
2016
|
|
Trading
Days
|
63
|
64
|
|
|
|
|
|
PRODUCT
LINE
|
Q3
2017
|
Q3
2016
|
Percent
Change
|
Interest
Rates
|
7,424
|
6,791
|
9%
|
Equity
Indexes
|
2,624
|
2,876
|
-9%
|
Foreign Exchange
(FX)
|
971
|
772
|
26%
|
Energy
|
2,693
|
2,294
|
17%
|
Agricultural
Commodities
|
1,381
|
1,156
|
19%
|
Metals
|
611
|
431
|
42%
|
Total
|
15,704
|
14,319
|
10%
|
|
|
|
|
|
|
VENUE
|
Q3
2017
|
Q3
2016
|
P Percent
Change
|
Open
outcry
|
889
|
982
|
-9%
|
CME Globex
|
14,264
|
12,672
|
13%
|
Privately
negotiated
|
552
|
665
|
-17%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Sep-17
|
Aug-17
|
July-17
|
Jun-17
|
Interest
Rates
|
7,424
|
7,199
|
7,590
|
8,210
|
Equity
Indexes
|
2,624
|
2,665
|
2,548
|
2,707
|
Foreign Exchange
(FX)
|
971
|
898
|
901
|
879
|
Energy
|
2,693
|
2,695
|
2,653
|
2,632
|
Agricultural
Commodities
|
1,381
|
1,580
|
1,517
|
1,491
|
Metals
|
611
|
563
|
533
|
533
|
Total
|
15,704
|
15,600
|
15,742
|
16,453
|
|
|
|
|
|
VENUE
|
Sep-17
|
Aug-17
|
Jul-17
|
Jun-17
|
Open
outcry
|
889
|
858
|
923
|
1,115
|
Electronic
|
14,264
|
14,139
|
14,149
|
14,582
|
Privately
negotiated
|
552
|
603
|
671
|
756
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Aug-17
|
Jul-17
|
Jun-17
|
May-17
|
Interest
Rates
|
0.490
|
0.489
|
0.491
|
0.492
|
Equity
Indexes
|
0.734
|
0.740
|
0.731
|
0.727
|
Foreign Exchange
(FX)
|
0.801
|
0.803
|
0.807
|
0.808
|
Energy
|
1.062
|
1.100
|
1.096
|
1.113
|
Agricultural
Commodities
|
1.269
|
1.275
|
1.300
|
1.281
|
Metals
|
1.420
|
1.459
|
1.449
|
1.459
|
Total
|
0.761
|
0.759
|
0.749
|
0.734
|
As the world's leading and most diverse derivatives marketplace,
CME Group (www.cmegroup.com) is where the world comes to manage
risk. Through its exchanges, CME Group offers 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. CME Group provides electronic trading globally on its
CME Globex platform. The company also offers clearing
and settlement services across asset classes for exchange-traded
and over-the-counter derivatives through CME Clearing. CME
Group's products and services ensure that businesses around the
world can effectively manage risk and achieve growth.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange,
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Inc. CBOT and Chicago Board
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CME-G
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SOURCE CME Group