CHICAGO, April 4, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that first-quarter 2016 volume averaged a record 16.9 million contracts per day, up 13 percent from first-quarter 2015. CME Group first-quarter 2016 options volume averaged a record 3.5 million contracts per day, up 22 percent versus first-quarter 2015, with electronic options averaging 1.8 million contracts per day, up 26 percent over the same period last year. March 2016 volume averaged 14.3 million contracts per day, up 4 percent from March 2015. Open interest at the end of March was 106 million contracts, up 16 percent from year-end 2015.

Interest rate volume averaged 8.2 million contracts per day in first-quarter 2016, up 9 percent from first-quarter 2015, and 6.4 million contracts per day in March 2016, down 1 percent over the same period last year. Highlights include:


    --  Reached record quarterly Interest Rate options average daily volume of
        2.1 million contracts
    --  Grew participation in recently launched Ultra 10-Year U.S. Treasury Note
        futures and options contracts, reaching an average daily volume of more
        than 45,000 contracts and open interest of above 105,000 contracts in
        March
    --  Reached record electronic trading levels for Treasury options and
        Eurodollar options in March, at 71 percent and 25 percent, respectively

Equity index volume averaged 3.6 million contracts per day in first-quarter 2016, up 28 percent from first-quarter 2015, and in March 2016 averaged 3.1 million contracts per day, up 10 percent from March 2015. Highlights include:


    --  First-quarter 2016 Equity options average daily volume grew 20 percent
        compared with first-quarter 2015
    --  Reached quarterly record in Nikkei 225 Yen stock futures and options

Foreign exchange volume averaged 944,000 contracts per day in first-quarter 2016, down 1 percent from first-quarter 2015, and 912,000 contracts per day in March 2016, down 16 percent from the same period a year ago. Highlights include:


    --  Achieved FX futures and options daily volume record of more than 2.5
        million contracts on March 10, 2016
    --  Set quarterly average daily volume records for futures and options
        across Mexican Peso, Brazilian Real and E-micro FX contracts

Energy volume averaged a record 2.5 million contracts per day in first-quarter 2016, up 18 percent from first-quarter 2015, and 2.3 million contracts per day in March 2016, up 24 percent from March 2015. Highlights include:


    --  Achieved record quarterly WTI futures average daily volume of 1.2
        million contracts, and record quarterly WTI options average daily volume
        of 224,000 contracts
    --  Set record quarterly Gasoline futures and options average daily volume
        of 185,000 contracts

Agricultural volume averaged 1.2 million contracts per day in first-quarter 2016, up 1 percent from first-quarter 2015, and averaged 1.1 million contracts per day in March 2016, up 2 percent from the prior-year period. Highlights include:


    --  Achieved Corn futures daily trading volume record of more than 930,000
        on March 31, 2016
    --  Set both quarterly and monthly average daily volume records for Crude
        Palm Oil (CPO) swap volume

Metals volume averaged 454,000 contracts per day in first-quarter 2016, up 23 percent from first-quarter 2015, and 467,000 contracts per day in March 2016, up 28 percent from the same period a year ago. Highlights include:


    --  Second highest quarterly average daily volume for Gold futures and
        options contracts of 284,000 contracts
    --  Set quarterly average daily volume record for Aluminum futures and
        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



    QUARTERLY AVERAGE DAILY VOLUME (ADV)


                               Total Exchange ADV

                                 ( in thousands)


                                         Q1 2016  Q1 2015
                                         -------  -------

    Trading Days                               61             61


    PRODUCT LINE                         Q1 2016  Q1 2015        Percent Change
                                         -------  -------        --------------

    Interest Rates                          8,246          7,564                 9%

    Equity Indexes                          3,557          2,772                28%

    Foreign Exchange (FX)                     944            954                -1%

    Energy                                  2,536          2,142                18%

    Agricultural
     Commodities                            1,206          1,189                 1%

    Metals                                    454            369                23%
                                              ---            ---                ---

         Total                             16,944         14,990                13%


    VENUE                                Q1 2016  Q1 2015        Percent Change
                                         -------  -------        --------------

    Open outcry                             1,423          1,291                10%

    CME Globex                             14,713         13,034                13%

    Privately negotiated                      807            665                21%


    MONTHLY AVERAGE DAILY VOLUME (ADV)


                               Total Exchange ADV

                                 ( in thousands)


                                        Mar 2016  Mar 2015
                                        --------  --------

    Trading Days                               22              22


    PRODUCT LINE                        Mar 2016  Mar 2015        Percent Change
                                        --------  --------        --------------

    Interest Rates                          6,385           6,467                 -1%

    Equity Indexes                          3,124           2,833                 10%

    Foreign Exchange
     (FX)                                     912           1,087                -16%

    Energy                                  2,299           1,859                 24%

    Agricultural
     Commodities                            1,119           1,096                  2%

    Metals                                    467             365                 28%
                                              ---             ---                 ---

         Total                             14,307          13,706                  4%


    VENUE                               Mar 2016  Mar 2015        Percent Change
                                        --------  --------        --------------

    Open outcry                               985           1,136                -13%

    CME Globex                             12,611          12,004                  5%

    Privately
     negotiated                               711             567                 25%

ROLLING THREE-MONTH AVERAGES



    Average Daily Volume (In thousands)


                                       3-Month Period Ending

     PRODUCT
     LINE                                      Mar-16         Feb-16        Jan-16        Dec-15

     Interest
     Rates                                              8,246         7,996         7,087         6,097

     Equity
     Indexes                                            3,557         3,552         3,187         2,743

     Foreign
     Exchange
     (FX)                                                 944           934           855           779

    Energy                                              2,536         2,448         2,196         2,032

     Agricultural
     Commodities                                        1,206         1,175         1,176         1,200

    Metals                                                454           381           359           326
                                                          ---           ---           ---           ---

         Total                                         16,944        16,486        14,861        13,178


    VENUE                                      Mar-16         Feb-16        Jan-16        Dec-15

     Open
     outcry                                             1,423         1,448         1,330         1,055

    Electronic                                         14,713        14,245        12,799        11,420

     Privately
     negotiated                                           807           793           732           704


    Average Rate Per Contract (In dollars)


                                       3-Month Period Ending

     PRODUCT
     LINE                                      Feb-16        Jan-16       Dec-15       Nov-15

     Interest
     Rates                                             0.507        0.514        0.517        0.514

     Equity
     Indexes                                           0.723        0.717        0.718        0.723

     Foreign
     Exchange
     (FX)                                              0.769        0.788        0.813        0.799

    Energy                                             1.217        1.240        1.232        1.186

     Agricultural
     Commodities                                       1.329        1.333        1.339        1.320

    Metals                                             1.592        1.631        1.644        1.641
                                                       -----        -----        -----        -----

         Total                                         0.758        0.772        0.789        0.775

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, the Chicago Board of Trade, KCBOT, KCBT and Kansas City 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