News Release

CME Group Reached Average Daily Volume of 14.1 Million Contracts per Day in July 2016, up 10 Percent from July 2015

Tue Aug 02 2016

CHICAGO, Aug. 2, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that July 2016 average daily volume (ADV) reached 14.1 million contracts per day, up 10 percent from July 2015.  CME Group July 2016 options volume averaged 3.2 million contracts per day, up 9 percent versus July 2015, with electronic options averaging 1.7 million contracts per day, up 6 percent over the same period last year. Total open interest peaked above 110 million contracts on July 14, and was 103 million contracts at the end of July, up 13 percent from year-end 2015.

Metals volume averaged 503,000 contracts per day in July 2016, up 32 percent from July 2015.  Highlights include:

  • Achieved record Metals futures ADV of 465,000 contracts, up 38 percent
  • Grew Gold futures ADV 41 percent to 296,000 contracts and Silver futures ADV 62 percent to 74,000 contracts
  • Achieved three consecutive open interest records in gold futures, surpassing 655,000 contracts
  • Increased Copper futures and options ADV 18 percent to 76,000 contracts
  • Continued momentum in total Aluminum product suite with open interest surpassing 42,000 contracts

Energy volume averaged 2.2 million contracts per day in July 2016, up 20 percent from July 2015.  Highlights include:

  • Achieved 24 percent growth in ADV across Crude Oil products, driven primarily by WTI futures ADV of 956,000 contracts, up 39 percent
  • Grew Natural Gas options ADV 22 percent
  • Achieved second consecutive monthly ADV record in Natural Gas Liquids and Petrochemicals

Interest rate volume averaged 6.8 million contracts per day in July 2016, up 14 percent from July 2015.  Highlights include:

  • Grew Eurodollar options ADV 45 percent to 1.3 million contracts per day, with electronic Eurodollar options growing 51 percent to 292,000 contracts per day
  • Reached record electronic trading level for Treasury options at 72.5 percent
  • Grew Fed Fund futures ADV 41 percent to 111,000 contracts per day

Equity index volume averaged 2.6 million contracts per day in July 2016, up 1 percent from July 2015.  Highlights include:

  • Grew E-mini S&P 500 futures ADV 4 percent to 1.6 million contracts per day, and E-mini S&P 500 options ADV 1 percent to 527,000 contracts per day
  • Increased Nikkei 225 Yen stock futures and options 29 percent
  • Grew equity end-of-month options 40 percent, and more than doubled equity weekly options ADV

Foreign exchange volume averaged 724,000 contracts per day in July 2016, down 1 percent from July 2015.  Highlights include:

  • Grew British Pound futures and options ADV 47 percent to 126,000 contracts per day
  • Increased ADV of Emerging Market currency pairs futures and options, with Brazilian Real up 33 percent, South African Rand up 26 percent and Mexican Peso up 8 percent

Agricultural volume averaged 1.3 million contracts per day in July 2016, down 5 percent from July 2015.  Highlights include:

  • Grew Soybean futures and options ADV 24 percent to 346,000 contracts
  • Achieved 34 percent growth in Hard Red Winter Wheat futures and options ADV

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)



Jul 2016

Jul 2015


Trading Days

20

22






PRODUCT LINE

Jul 2016

Jul 2015

Percent Change

Interest Rates

6,789

5,930

14%

Equity Indexes

2,569

2,542

1%

Foreign Exchange (FX)

724

733

-1%

Energy

2,207

1,835

20%

Agricultural Commodities

1,342

1,414

-5%

Metals

503

381

32%

   Total

14,133

12,835

10%





VENUE

Jul 2016

  Jul 2015

Percent Change

Open outcry

1,234

1,164

6%

CME Globex

12,163

11,117

9%

Privately negotiated

737

554

33%

 

ROLLING THREE-MONTH AVERAGES


Average Daily Volume (In thousands) 



3-Month Period Ending

PRODUCT LINE

Jul-16

Jun-16

May-16

Apr-16

Interest Rates

7,197

6,776

6,454

7,131

Equity Indexes

2,920

2,957

2,812

3,095

Foreign Exchange (FX)

824

838

802

878

Energy

2,238

2,322

2,331

2,493

Agricultural Commodities

1,529

1,722

1,486

1,473

Metals

488

468

462

464

   Total

15,196

15,082

14,348

15,535






VENUE

Jul-16

Jun-16

May-16

Apr-16

Open outcry

1,173

1,075

995

1,100

Electronic

13,318

13,355

12,716

13,718

Privately negotiated

705

651

636

717

 

Average Rate Per Contract (In dollars)



3-Month Period Ending

PRODUCT LINE

Jun-16

May-16

Apr-16

Mar-16

Interest Rates

0.496

0.500

0.498

0.501

Equity Indexes

0.709

0.710

0.716

0.726

Foreign Exchange (FX)

0.798

0.808

0.785

0.767

Energy

1.168

1.184

1.183

1.203

Agricultural Commodities

1.291

1.287

1.307

1.321

Metals

1.562

1.584

1.582

1.597

   Total

0.782

0.786

0.777

0.756

 

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

 

SOURCE CME Group

Media Contacts, Chris Grams, 312.930.3435 or Alex Gorbokon, 312.930.3193, news@cmegroup.com, www.cmegroup.mediaroom.com OR Investor Contact, John Peschier, 312.930.8491

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