CME GROUP INC. 
CHICAGO, May 2, 2017 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that April 2017 average daily volume (ADV) reached 16.3 million contracts, up 18 percent from April 2016. CME Group April 2017 options volume averaged 4 million contracts per day, up 52 percent versus April 2016, with electronic options averaging 2.4 million contracts per day, up 53 percent over the same period last year. Open interest at the end of April was 121 million contracts, up 10 percent from the end of April 2016.
Interest rate volume averaged 8.3 million contracts per day in April 2017, up 50 percent from April 2016. Highlights include:
-- Grew Eurodollar futures and options ADV 57 percent to 4.5 million
contracts, this includes Eurodollar options ADV of 1.8 million
contracts, up 98 percent; the proportion of these trades executed
electronically reached 32 percent, a monthly record
-- Increased Treasury futures and options ADV 40 percent to 3.6 million
contracts, including 93 percent growth in Treasury options ADV, the
second highest monthly ADV, with a record 81 percent traded
electronically
-- Reached record level of Large Open Interest Holders (LOIH) of 1,837 in
Interest Rate futures as of April 11, 2017, up 11 percent from the 2016
annual average of 1,649
-- Increased Ultra 10-Year Treasury Note Futures open interest to nearly
350,000 contracts, including more than 61 large open interest holders
with positions of at least 2,000 contracts each
Metals volume averaged 548,000 contracts per day in April 2017, up 25 percent from April 2016. Highlights include:
-- Grew Gold futures and options ADV 30 percent to 289,000 contracts
-- Increased Silver futures ADV 18 percent to 112,000 contracts
-- Achieved 24 percent year-over-year growth for base metals for the month,
including Copper futures and options, which averaged nearly 120,000
contracts per day, up 24 percent from April 2016
Energy volume averaged 2.5 million contracts per day in April 2017, up 3 percent from April 2016. Highlights include:
-- Grew WTI Crude Oil futures and options ADV 1 percent to 1.4 million
contracts, including WTI Crude Oil options growth of 14 percent to
224,000 contracts
-- Increased Natural Gas futures and options ADV 4 percent to 566,000
contracts, with 6 percent growth in electronic Natural Gas futures and
options ADV
-- Grew Refined Products futures and options ADV 7 percent to 379,000
contracts
-- Reached Gasoline futures and options ADV of 202,000 contracts, up 16
percent
-- Achieved Henry Hub Natural Gas options ADV of 115,000 contracts, up 26
percent
Foreign Exchange volume averaged 788,000 contracts per day in April 2017, up 2 percent from April 2016. Highlights include:
-- Increased Japanese Yen futures and options ADV 11 percent to 163,000
contracts
-- Grew British Pound futures and options ADV 4 percent to 109,000
contracts
-- Increased ADV of Emerging Market currency pairs futures and options,
with South African Rand up 364 percent, Russian Ruble up 66 percent and
Brazilian Real up 11 percent
Equity Index volume averaged 2.6 million contracts per day in April 2017, down 4 percent from April 2016. Highlights include:
-- Increased Equity Index options ADV 27 percent to 692,000 contracts
-- Grew April 2017 E-mini S&P 500 options 31 percent to 638,000 contracts,
including 185 percent growth in E-mini S&P 500 weekly options and 25
percent growth in E-mini S&P 500 end-of-month (EOM) options
-- Traded more than 615,000 Monday Weekly S&P 500 options (E-mini and
Standard) contracts in just one month since their April 3 launch; the
recently launched Monday and Wednesday Weekly S&P 500 options (E-mini
and Standard) made up 12 percent of the total Equity Index options ADV
in April
Agricultural volume averaged 1.6 million contracts per day in April 2017, down 19 percent from April 2016. Highlights include:
-- Achieved 29 percent growth in Hard Red Winter Wheat futures and options
ADV
-- Grew Live Cattle futures and options ADV 19 percent, and reached Live
Cattle futures open interest record of 428,233 contracts on April 28,
2017
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)
Apr 2017 Apr 2016
-------- --------
Trading
Days 19 21
PRODUCT
LINE Apr 2017 Apr 2016 Percent Change
-------- -------- --------------
Interest
Rates 8,264 5,525 50%
Equity
Indexes 2,597 2,696 -4%
Foreign
Exchange
(FX) 788 771 2%
Energy 2,539 2,463 3%
Agricultural
Commodities 1,564 1,941 -19%
Metals 548 440 25%
--- --- ---
Total 16,301 13,836 18%
VENUE Apr 2017 Apr 2016 Percent Change
-------- -------- --------------
Open
outcry 1,371 933 47%
CME
Globex 14,154 12,332 15%
Privately
negotiated 776 570 36%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT LINE Apr-17 Mar-17 Feb-17 Jan-17
Interest Rates 9,142 9,169 8,706 9,204
Equity Indexes 2,802 2,766 2,631 2,846
Foreign Exchange
(FX) 852 894 861 933
Energy 2,496 2,496 2,536 2,630
Agricultural
Commodities 1,387 1,261 1,235 1,184
Metals 519 512 466 534
--- --- --- ---
Total 17,198 17,098 16,435 17,331
VENUE Apr-17 Mar-17 Feb-17 Jan-17
Open outcry 1,398 1,362 1,276 1,281
Electronic 15,023 14,947 14,355 15,156
Privately
negotiated 777 789 804 894
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Mar-17 Feb-17 Jan-17 Dec-16
Interest
Rates 0.492 0.494 0.489 0.491
Equity
Indexes 0.718 0.708 0.702 0.691
Foreign
Exchange
(FX) 0.823 0.822 0.799 0.804
Energy 1.130 1.129 1.104 1.099
Agricultural
Commodities 1.334 1.365 1.335 1.336
Metals 1.496 1.501 1.455 1.486
----- ----- ----- -----
Total 0.731 0.737 0.722 0.731
As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. Through its exchanges, CME Group offers 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. CME Group provides electronic trading globally on its CME Globex platform. The company also offers clearing and settlement services across asset classes for exchange-traded and over-the-counter derivatives through its clearinghouses CME Clearing and CME Clearing Europe. CME Group's products and services ensure that businesses around the world can effectively manage risk and achieve growth.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. CBOT, Chicago Board of Trade, KCBT and Kansas City Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners.
CME-G
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SOURCE CME Group
