CME GROUP INC. 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
