CME GROUP INC. 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
To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/cme-group-reached-average-daily-volume-of-141-million-contracts-per-day-in-july-2016-up-10-percent-from-july-2015-300307407.html
SOURCE CME Group
