CHICAGO, Jan. 4, 2017 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that 2016 average daily volume (ADV) reached a record 15.6 million contracts, up 12 percent from 2015. Five of CME Group's top ten daily volume days occurred within 2016, with three of those during the fourth quarter. CME Group fourth-quarter 2016 ADV reached a 16.3 million contracts, up 24 percent from fourth-quarter 2015, while December 2016 ADV reached 15 million contracts, up 15 percent compared with December last year. Full-year 2016 options volume averaged a record 3.1 million contracts per day, up 14 percent versus 2016, with electronic options averaging a record 1.7 million contracts per day, up 21 percent over the same period last year. Open interest at the end of December was 103 million contracts, up 13 percent from year-end 2015, and daily open interest reached an all-time high of 122.6 million contracts on December 15, 2016.

Metals volume averaged a record 488,000 contracts per day in fourth-quarter 2016, up 49 percent from fourth-quarter 2015. Highlights include:


    --  Grew Gold futures and options ADV 51 percent to 279,000 contracts
    --  Increased Silver futures and options ADV 45 percent to 80,000 contracts

Interest rate volume averaged a record 8.3 million contracts per day in fourth-quarter 2016, up 36 percent from fourth-quarter 2015. Highlights include:


    --  Grew Eurodollar futures ADV 47 percent to nearly 3 million contracts,
        and Eurodollar options ADV 21 percent to 1.3 million contracts
    --  Grew Fed Fund futures ADV 46 percent to 123,000 contracts
    --  Achieved Treasury futures ADV of 3.2 million contracts, up 32 percent,
        and Treasury options ADV of 664,000 contracts, up 44 percent
    --  Reached highest quarterly ADV in Ultra 10-Year Treasury Note futures and
        options, launched in early January 2016, with nearly 100,000 contracts
        per day
    --  Reached record levels in overall interest rate open interest of nearly
        74 million contracts during December, with quarter-end open interest of
        58 million contracts, up 25 percent from 47 million contracts at the
        same time last year

Energy volume averaged a record 2.6 million contracts per day in fourth-quarter 2016, up 27 percent from fourth-quarter 2015. Highlights include:


    --  Grew WTI Crude Oil futures and options ADV 45 percent to a record 1.4
        million contracts
    --  Maintained November 2016 month-end record level of WTI Crude Oil futures
        (CL) open interest of more than 2.1 million contracts during December,
        and finished quarter-end up 24 percent

Foreign exchange volume averaged 883,000 contracts per day in fourth-quarter 2016, up 13 percent from fourth-quarter 2015. Highlights include:


    --  Grew British Pound futures and options ADV 52 percent to 133,000
        contracts
    --  Achieved quarterly ADV record in European option and Mexican Peso
        options

Equity index volume averaged 2.9 million contracts per day in fourth-quarter 2016, up 5 percent from fourth-quarter 2015. Highlights include:


    --  Grew Equity Index options ADV 26 percent to a record 680,000 contracts
    --  Achieved ADV of 42,000 contracts for S&P 500 and E-mini S&P 500
        Wednesday Weekly options launched September 26, 2016

Agricultural volume averaged 1.2 million contracts per day in fourth-quarter 2016, down 1 percent from fourth-quarter 2015. Highlights include:


    --  Grew Hard Red Winter Wheat futures and options ADV 36 percent

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



    ANNUAL AVERAGE DAILY VOLUME (ADV)


                       Total Exchange ADV
                         (in thousands)


                                            2016   2015
                                            ----   ----

    Trading Days                             252    253


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

    Interest Rates                         7,517  6,735                 12%

    Equity Indexes                         3,061  2,743                  5%

    Foreign Exchange (FX)                    858    872                 -2%

    Energy                                 2,432  1,970                 23%

    Agricultural Commodities               1,321  1,265                  4%

    Metals                                   460    345                 34%
                                             ---    ---                 ---

       Total                              15,649 13,963                 12%

                                            2016   2015 Percent Change

    VENUE
                                                                      ---

    Open outcry                            1,149  1,139                  1%

    CME Globex                            13,766 12,185                 13%

    Privately negotiated                     735    639                 15%


    QUARTERLY AVERAGE DAILY VOLUME (ADV)


                                                Total Exchange ADV
                                                  (in thousands)


                                       4Q 2016                 4Q 2015
                                       -------                 -------

     Trading
     Days                                                 63               64


     PRODUCT
     LINE                              4Q 2016                 4Q 2015        Percent Change
                                       -------                 -------        --------------

     Interest
     Rates                                             8,300            6,097                  36%

    Equity
     Indexes                                           2,875            2,759                   4%

     Foreign
     Exchange
     (FX)                                                883              779                  13%

    Energy                                             2,586            2,032                  27%

     Agricultural
     Commodities                                       1,193            1,200                  -1%

    Metals                                               488              326                  49%
                                                         ---              ---                  ---

       Total                                          16,325           13,178                  24%

                                        4Q 2016                4Q 2015        Percent Change

    VENUE
                                                                                             ---

    Open
     outcry                                            1,130            1,056                   7%

    CME
     Globex                                           14,375           11,420                  26%

     Privately
     negotiated                                          820              704                  17%


    MONTHLY AVERAGE DAILY VOLUME (ADV)


                                                Total Exchange ADV
                                                  (in thousands)


                                       Dec 2016                Dec 2015
                                       --------                --------

     Trading
     Days                                                 21                22


     PRODUCT
     LINE                              Dec 2016                Dec 2015        Percent Change
                                       --------                --------        --------------

     Interest
     Rates                                             7,334             5,692                  29%

     Equity
     Indexes                                           2,846             3,110                  -8%

     Foreign
     Exchange
     (FX)                                                892               884                   1%

    Energy                                             2,575             2,055                  25%

     Agricultural
     Commodities                                       1,024             1,033                  -1%

    Metals                                               359               264                  36%
                                                         ---               ---                  ---

       Total                                          15,030            13,039                  15%

                                       Dec 2016                Dec 2015        Percent Change

    VENUE
                                                                                              ---

    Open
     outcry                                            1,442             1,054                   8%

    CME
     Globex                                           13,070            11,312                  16%

     Privately
     negotiated                                          817               672                  22%




    ROLLING THREE-MONTH AVERAGES


    Average Daily Volume (In thousands)


                                       3-Month Period Ending

     PRODUCT
     LINE                              Dec-16                Nov-16        Oct-16        Sep-16

     Interest
     Rates                                             8,300         8,025         6,445         6,791

     Equity
     Indexes                                           2,875         3,180         2,882         2,876

     Foreign
     Exchange
     (FX)                                                883           909           786           772

    Energy                                             2,586         2,541         2,358         2,294

     Agricultural
     Commodities                                       1,193         1,173         1,110         1,156

    Metals                                               488           496           395           431
                                                         ---           ---           ---           ---

       Total                                          16,325        16,323        13,975        14,319


                                       Dec-16                Nov-16        Oct-16        Sep-16

    VENUE

     Open
     outcry                                            1,130         1,063           847           982

    Electronic                                        14,375        14,493        12,508        12,672

     Privately
     negotiated                                          820           767           620           665


    Average Rate Per Contract (In dollars)


                                       3-Month Period Ending

     PRODUCT
     LINE                              Nov-16                Oct-16       Sep-16       Aug-16

     Interest
     Rates                                             0.496        0.505        0.508        0.504

     Equity
     Indexes                                           0.682        0.673        0.676        0.693

     Foreign
     Exchange
     (FX)                                              0.782        0.806        0.806        0.806

    Energy                                             1.087        1.100        1.097        1.125

     Agricultural
     Commodities                                       1.338        1.351        1.335        1.326

    Metals                                             1.487        1.537        1.542        1.557
                                                       -----        -----        -----        -----

       Total                                           0.731        0.753        0.750        0.763

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