2016 Options Scorecard

Overall Highlights

  • Record full year ADV of 3.13 million, +14% vs the previous record of 2.72 million in 2015
  • Options open interest hit an all-time record 69.3 million contracts on 12/15
  • Record 1.7 million options traded daily on CME Globex (56% of options volume)

Biggest Movers to Screen

  1. Eurodollar options: Globex ADV of 300K, +60% YoY
  2. Natural Gas options: Globex ADV of 36K, +171% YoY
  3. Gold options: Globex ADV of 29K, +46% YoY
  4. WTI options: Globex ADV of 136K, +26% YoY

Most Active Contracts

Product Product Group Symbol 2016 ADV % YoY Globex % Open Interest
Eurodollars (Quarterly/Serial) Interest Rates GE  667,675 50% 22% 20,749,349
10-Year Note  Interest Rates OZN 325,303 3% 69% 2,522,812
Eurodollar 1-Year Mid-Curve Interest Rates GE0 309,437 23% 27% 6,162,930
E-mini S&P 500 (Weekly) Equity Index EW1 - EW4 267,049 88% 100% 1,815,160
E-mini S&P 500 (Quarterly) Equity Index ES 223,540 -27% 100% 1,606,553
WTI Crude Oil Energy LO 182,031 16% 75% 2,582,416
Eurodollar 2-Year Mid-Curve Interest Rates GE2 160,360 -17% 28% 7,133,200
Natural Gas (Financial) Energy LN 93,333 21% 24% 2,538,880
Corn Agriculture OZC 84,544 -2% 67% 960,178
5-Year Note  Interest Rates OZF 84,358 10% 65% 1,257,638
E-mini S&P 500 (End-of-Month) Equity Index EW 82,929 58% 100% 554,586
Soybean Agriculture OZS 77,656 10% 75% 546,345
Eurodollar 3-Year Mid-Curve Interest Rates GE3 77,302 20% 25% 2,912,930
U.S. Treasury Bond  Interest Rates OZB 68,848 -3% 82% 454,962
Weekly 10-Year Interest Rates ZN1-5 65,588 -8% 74% 251,709
Gold Metals OG 39,349 32% 74% 914,248
E-mini S&P 500 (Wednesday Weekly) Equity Index E1C-E5C 37,586 N/A 100% 100,512
EUR/USD FX 6E 33,249 -32% 97% 310,183
SRW Wheat Agriculture OZW 27,627 -6% 71% 319,604
S&P 500 (Quarterly) Equity Index SP 21,994 -39% 0% 110,645
S&P 500 (Weekly) Equity Index EV1 - EV4 21,961 317% 0% 314,542
Live Cattle Agriculture LE 16,004 2% 69% 233,128
Weekly 30-Year Interest Rates ZB1-5 15,455 28% 85% 56,103
JPY/USD FX 6J 15,168 32% 94% 205,313
Natural Gas (Physical) Energy ON 13,668 14% 97% 127,690
WTI 1 Month CSO Energy WA 11,928 28% 22% 750,890
Weekly 5-Year Interest Rates ZF1-5 10,406 -23% 76% 47,911
GBP/USD FX 6B 9,979 -2% 96% 121,511
Soybean Oil Agriculture OZL 9,119 7% 52% 128,650
Soybean Meal Agriculture OZM 8,927 -22% 68% 119,081
Lean Hogs Agriculture HE 8,764 -22% 80% 173,633
Eurodollar 4-Year Mid-Curve Interest Rates GE4 8,427 -1% 24% 305,363
S&P 500 (End-of-Month) Equity Index EV 8,213 62% 0% 101,743
WTI 1 Month CSO (Financial) Energy 7A 7,348 1% 2% 358,764
AUD/USD FX 6A 6,566 8% 97% 84,650
2-Year Note  Interest Rates OZT 6,507 -31% 68% 58,457
CAD/USD FX 6C 6,476 16% 97% 78,897
Silver Metals SO 5,459 13% 85% 111,057
E-mini NASDAQ-100 (Quarterly/Serial) Equity Index NQ 5,323 10% 100% 21,955
Corn (Short-Dated New Crop) Agriculture OCD 4,642 -37% 40% 17,301
E-mini NASDAQ-100 (Weekly) Equity Index QN1 - QN4 3,814 295% 100% 32,096
NY Harbor ULSD Energy OH 2,407 0% 13% 52,108
S&P 500 (Wednesday Weekly) Equity Index S1C-S5C 1,966 N/A 0% 4,770
Feeder Cattle Agriculture GF 1,626 -6% 87% 28,176
WTI (Average Price) Energy AO 1,624 -43% 0% 299,167
RBOB Gasoline Energy OB 1,550 13% 23% 64,103
Class III Milk Agriculture DC 1,522 45% 58% 92,669
Soybeans (Short-Dated New Crop) Agriculture OSD 1,512 -46% 60% 6,942
Natural Gas (Daily) Energy KD 1,492 39% 0% 0
KC HRW Wheat Agriculture OKE 1,367 -25% 52% 43,536
Corn (Weekly) Agriculture ZC1-5 1,268 -9% 38% 3,547
WTI-Brent Spread option Energy BV 1,110 5% 0% 149,268
E-mini NASDAQ-100 (End-of-Month) Equity Index QNE 1,053 304% 100% 1,686
Brent Futures-Style option Energy BZO 1,030 36076% 15% 38,956
WTI Crude (Weekly)  Energy LO1-LO5 1,000 57% 97% 2,376
Natural Gas 3 Month CSO Energy G3 905 220% 0% 700
Natural Gas 1 Month CSO Energy G4 669 -38% 0% 61,650
Soybeans (Weekly) Agriculture ZS1-5 633 -5% 62% 2,943
E-mini Dow ($5)  Equity Index YM 401 -26% 100% 7,579
Fed Fund options Interest Rates OZQ 376 -72% 16% 16,948
Ultra T-Bond Interest Rates OUB 335 -7% 63% 2,352
CHF/USD FX 6S 335 -50% 100% 7558
Iron Ore Metals ICT 286 -2% 0% 13,646
Gold (Weekly) Metals OG1-OG5 237 152% 94% 1,915
Platinum Metals PO 211 -8% 17% 6,694
MXN/USD FX 6M 202 190% 85% 9,260
Ultra 10-Year Note Interest Rates OTN 170 N/A 52% 1,440
Palladium Metals PAO 167 -2% 9% 5,469
Copper Metals HX 153 42% 77% 4,380

Data as of 12/31/2016

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The information within this document has been compiled by CME Group for general purposes only and has not taken into account the specific situations of any recipients of the information. CME Group assumes no responsibility for any errors or omissions. The information in this brochure should not be considered investment advice. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, NYMEX and CBOT rules. Current CME/CBOT/NYMEX rules should be consulted in all cases before taking any action.

Futures and options trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of a contract’s value is required to trade, it is possible to lose more than the amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade. All references to options refer to options on futures.

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