CHICAGO, Sept. 2, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that August 2016 average
daily volume (ADV) reached 13.8 million contracts per day, down 15
percent from August 2015. CME
Group year-to-date 2016 ADV through August averaged 15.5 million
contracts per day, up 9 percent. Total open interest was 105
million contracts at the end of August, up 15 percent from year-end
2015.
Metals volume averaged 414,000 contracts per day in August 2016, up 9 percent from August 2015. Highlights include:
- 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
August 2016, up 6 percent from
August 2015. Highlights
include:
- 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
August 2016, down 11 percent from
August 2015. Highlights include:
- 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
August 2016, down 11 percent from
August 2015. Highlights
include:
- 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
August 2016, down 29 percent from
August 2015. Highlights include:
- 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
August 2016, down 37 percent from
August 2015. Highlights
include:
- 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 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)
|
|
|
Aug
2016
|
Aug
2015
|
|
Trading
Days
|
23
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Aug
2016
|
Aug
2015
|
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%
|
Agricultural
Commodities
|
1,169
|
1,319
|
-11%
|
Metals
|
414
|
381
|
9%
|
Total
|
13,836
|
16,280
|
-15%
|
|
VENUE
|
Aug
2016
|
Aug
2015
|
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
|
Agricultural
Commodities
|
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
|
Agricultural
Commodities
|
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 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