CME GROUP INC. CHICAGO, Dec. 2, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that November 2016 average daily volume (ADV) reached a record 20.9 million contracts per day, up 52 percent from November 2015. CME Group November 2016 options volume averaged 4.3 million contracts per day, up 63 percent versus November 2015, with electronic options averaging a record 2.4 million contracts per day, up 74 percent over the same period last year. CME Group year-to-date 2016 ADV through November averaged 15.7 million contracts per day, up 12 percent from the same period a year ago. Open interest at the end of November was 113 million contracts, up 11 percent from November 2015, and daily open interest reached a record of 117 million contracts on November 23, 2016.
Interest rate volume averaged a record 11.8 million contracts per day in November 2016, up 73 percent from November 2015. Highlights include:
-- Achieved record Treasury futures and options ADV of 5.9 million
contracts, up 55 percent, including monthly ADV records across 10-Year,
5-Year, 2-Year and Ultra 10-Year Treasury Notes and Ultra Treasury Bonds
-- Grew Eurodollar futures ADV 102 percent to more than 4 million
contracts, and Eurodollar options ADV 73 percent to 1.8 million
contracts
-- Grew Fed Fund futures ADV 143 percent to 161,000 contracts per day
-- Reached record levels in overall interest rate open interest of more
than 69 million contracts during the month, with month-end open interest
of 67 million contracts, up 22 percent from 56 million contracts at the
same time last year
Metals volume averaged a record 718,000 contracts per day in November 2016, up 71 percent from November 2015. Highlights include:
-- Grew Gold futures and options ADV 74 percent to a record 408,000
contracts
-- Increased Silver futures and options ADV 62 percent to 112,000 contracts
-- Achieved monthly futures and options ADV record for Copper of 168,000
contracts per day, up 82 percent
-- Achieved daily volume record of 897,219 Gold futures on November 9 and a
record 332,467 Copper futures contracts on November 11
Energy volume averaged a record 2.8 million contracts per day in November 2016, up 41 percent from November 2015. Highlights include:
-- Grew WTI Crude Oil futures and options ADV 63 percent to a record 1.6
million contracts, and achieved a single-day trading volume record of
2.5 million contracts on November 30
-- Achieved record energy options ADV of 405,000 contracts, up 42 percent
-- Finished November with record level of physically delivered WTI Crude
Oil futures (CL) open interest of more than 2.1 million contracts, up 27
percent
-- Increased electronic Natural Gas futures ADV 44 percent to 481,000
contracts
-- Reached record volume in Ethanol
Foreign exchange volume averaged 987,000 contracts per day in November 2016, up 39 percent from November 2015. Highlights include:
-- Grew British Pound futures and options ADV 61 percent to 135,000
contracts
-- Achieved monthly volume records across E-micro FX futures and options,
European Option futures and options, Indian Rupee futures and options
and Mexican Peso options
Equity index volume averaged 3.2 million contracts per day in November 2016, up 34 percent from November 2015. Highlights include:
-- Grew Equity Index options ADV 60 percent to 803,000 contracts
-- Achieved ADV of 55,000 contracts for S&P 500 and E-mini S&P 500
Wednesday Weekly options launched September 26, 2016
Agricultural volume averaged 1.4 million contracts per day in November 2016, down 1 percent from November 2015. Highlights include:
-- Achieved 16 percent growth in Soybean futures and options and 11 percent
growth in Soybean Oil futures and options
-- Grew Hard Red Winter Wheat futures and options ADV 14 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
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
(in thousands)
Nov 2016 Nov 2015
-------- --------
Trading Days 21 20
PRODUCT LINE Nov 2016 Nov 2015 Percent Change
-------- -------- --------------
Interest Rates 11,848 6,866 73%
Equity Indexes 3,179 2,367 34%
Foreign Exchange
(FX) 987 713 39%
Energy 2,772 1,971 41%
Agricultural
Commodities 1,363 1,376 -1%
Metals 718 419 71%
--- --- ---
Total 20,867 13,712 52%
Nov 2016 Nov 2015 P Percent Change
VENUE
---
Open outcry 1,441 1,041 38%
CME Globex 18,378 11,980 53%
Privately
negotiated 1,048 692 51%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Nov-16 Oct-16 Sep-16 Aug-16
Interest
Rates 8,025 6,445 6,791 7,062
Equity
Indexes 3,180 2,882 2,876 2,816
Foreign
Exchange
(FX) 909 786 772 791
Energy 2,541 2,358 2,294 2,239
Agricultural
Commodities 1,173 1,110 1,156 1,437
Metals 496 395 431 464
--- --- --- ---
Total 16,323 13,975 14,319 14,809
Nov-16 Oct-16 Sep-16 Aug-16
VENUE
Open
outcry 1,063 847 982 1,075
Electronic 14,493 12,508 12,672 13,038
Privately
negotiated 767 620 665 697
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Oct-16 Sep-16 Aug-16 Jul-16
Interest
Rates 0.505 0.508 0.504 0.499
Equity
Indexes 0.673 0.676 0.693 0.708
Foreign
Exchange
(FX) 0.806 0.806 0.806 0.804
Energy 1.100 1.097 1.125 1.145
Agricultural
Commodities 1.351 1.335 1.326 1.294
Metals 1.537 1.542 1.557 1.567
----- ----- ----- -----
Total 0.753 0.750 0.763 0.765
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
