CME GROUP INC. CHICAGO, March 2, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that February 2016 volume averaged a record 18.7 million contracts per day, up 18 percent from February 2015. CME Group options volume averaged 3.5 million contracts per day, up 24 percent versus February 2015, with electronic options growing 38 percent over the same period.
Financial Products
Interest rate volume averaged 9.6 million contracts per day in February 2016, up 11 percent compared with February 2015, with record interest rate futures of 7.5 million contracts per day, up 7 percent from over the same period. Treasury futures and options volume was a record 5.1 million contracts per day, up 6 percent from the same period a year ago, and included record 5-year note and 10-year note futures. The new ultra 10-year U.S. Treasury note futures averaged 43,000 contracts per day in February, up from 17,000 per day in January, the month they launched. Treasury options reached 70 percent traded electronically for the first time. Eurodollar futures and options average daily volume of 4.4 million was up 15 percent. Eurodollar options reached an open interest record of 39.6 million contracts during the month, and Treasury futures open interest reached an all-time high of 8.5 million contracts.
Equity index volume in February 2016 averaged 3.5 million contracts per day, up 54 percent from February 2015. E-mini futures and options volume averaged 3.3 million contracts per day, up 53 percent. Equity futures averaged 2.8 million contracts per day, up 60 percent from the year-ago period, and equity options were up 33 percent over the same period.
Foreign exchange volume averaged 954,000 contracts per day in February 2016, up 26 percent from the same period a year ago.
Commodity Products
Energy volume averaged a record 2.7 million contracts per day in February 2016, up 13 percent from February 2015. It included record energy futures of 2.4 million contracts per day, record WTI crude oil futures and options of 1.5 million contracts per day, record RBOB gasoline futures of 192,000 contracts per day and record European gasoil futures of 23,000 contracts per day.
Agricultural commodities volume averaged 1.4 million contracts per day, up 2 percent from the prior-year period. Average daily volume for the month represented the fourth highest month ever.
Metals volume averaged 487,000 contracts per day, up 48 percent from the same period a year ago, representing the fourth highest monthly average daily volume. It also included monthly average daily volume records in gold weekly options, gold kilo futures, and E-micro gold futures.
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)
Feb 2016 Feb 2015
-------- --------
Trading
Days 20 19
PRODUCT
LINE Feb 2016 Feb 2015 Percent Change
-------- -------- --------------
Interest
Rates 9,639 8,706 11%
Equity
Indexes 3,481 2,258 54%
Foreign
Exchange
(FX) 954 755 26%
Energy 2,738 2,413 13%
Agricultural
Commodities 1,371 1,349 2%
Metals 487 329 48%
--- --- ---
Total 18,671 15,810 18%
VENUE Feb 2016 Feb 2015 Percent Change
-------- -------- --------------
Open
outcry 1,402 1,436 -2%
CME
Globex 16,390 13,690 20%
Privately
negotiated 879 684 29%
ROLLING
THREE-
MONTH
AVERAGES
Average
Daily
Volume
(In
thousands)
3-Month Period Ending
PRODUCT
LINE Feb-16 Jan-16 Dec-15 Nov-15
Interest
Rates 7,996 7,087 6,097 6,272
Equity
Indexes 3,552 3,187 2,743 2,922
Foreign
Exchange
(FX) 934 855 779 799
Energy 2,448 2,196 2,032 1,996
Agricultural
Commodities 1,175 1,176 1,200 1,211
Metals 381 359 326 337
--- --- --- ---
Total 16,486 14,861 13,178 13,538
VENUE Feb-16 Jan-16 Dec-15 Nov-15
Open
outcry 1,448 1,330 1,055 1,055
Electronic 14,245 12,799 11,420 11,749
Privately
negotiated 793 732 704 734
Average Rate
Per Contract
(In dollars)
3-Month Period Ending
PRODUCT LINE Jan-16 Dec-15 Nov-15 Oct-15
Interest Rates 0.514 0.517 0.514 0.509
Equity Indexes 0.717 0.718 0.723 0.718
Foreign
Exchange (FX) 0.788 0.813 0.799 0.783
Energy 1.240 1.232 1.186 1.194
Agricultural
Commodities 1.333 1.339 1.320 1.302
Metals 1.631 1.644 1.641 1.615
----- ----- ----- -----
Total 0.772 0.789 0.775 0.762
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 commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform, its trading facilities in New York and Chicago, and through its London-based CME Europe derivatives exchange. 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 contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.
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. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, 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
To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/cme-group-achieved-record-average-daily-volume-of-187-million-contracts-per-day-in-february-2016-up-18-percent-from-february-2015-300229215.html
SOURCE CME Group
