CME GROUP INC. CHICAGO, Feb. 2, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that January 2016 volume averaged a record 18.2 million contracts per day, up 16 percent from January 2015. Total volume for January 2016 was more than 345 million contracts, of which 85 percent was traded electronically. Options volume in January averaged a record 4.3 million contracts per day, up 37 percent versus January 2015, with electronic options growing 30 percent over the same period. CME Group open interest ended up at 107.9 million contracts for January 2016, which is the highest month-over-month increase and is up 16.6 million contracts since Dec 31, 2015.
CME Group interest rate volume averaged 8.9 million contracts per day in January 2016, up 16 percent compared with January 2015. Eurodollar futures volume averaged 3.2 million contracts per day, up 6 percent compared with January 2015. Eurodollar options volume averaged 2.2 million contracts per day, up 110 percent in January, with record electronic Eurodollar options average daily volume of 458,000 contracts, which made up 21 percent of overall Eurodollar options volume. Treasury futures volume averaged 2.8 million contracts per day, down 1 percent from the same period a year ago. Treasury options volume was down 12 percent at 622,000 contracts per day.
CME Group equity index volume in January 2016 averaged 4.1 million contracts per day, up 30 percent from January 2015. CME Group foreign exchange volume averaged 970,000 contracts per day, down 3 percent from the same period a year ago. The average daily notional value of FX contracts traded in January was $92 billion.
CME Group energy volume averaged a record 2.6 million contracts per day in January 2016, up 18 percent from January 2015, and included monthly average daily volume records across WTI crude oil futures and options, Gasoil, NGLs and Plastics, and Coal products. CME Group agricultural commodities volume averaged 1.1 million contracts per day, down 1 percent compared with the prior-year period. CME Group metals volume averaged 405,000 contracts per day, down 1 percent compared with the prior January.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Jan 2016 Jan 2015
-------- --------
Trading
Days 19 20
PRODUCT
LINE Jan 2016 Jan 2015 Percent Change
-------- -------- --------------
Interest
Rates 8,935 7,686 16%
Equity
Indexes 4,139 3,193 30%
Foreign
Exchange
(FX) 970 996 -3%
Energy 2,597 2,197 18%
Agricultural
Commodities 1,133 1,141 -1%
Metals 405 410 -1%
--- --- ---
Total 18,179 15,622 16%
VENUE Jan 2016 Jan 2015 Percent Change
-------- -------- --------------
Open outcry 1,954 1,323 48%
CME Globex 15,382 13,545 14%
Privately
negotiated 842 754 12%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT LINE Jan-16 Dec-15 Nov-15 Oct-15
Interest Rates 7,087 6,097 6,272 6,614
Equity Indexes 3,187 2,743 2,922 3,348
Foreign
Exchange (FX) 855 779 799 856
Energy 2,196 2,032 1,996 2,044
Agricultural
Commodities 1,176 1,200 1,211 1,195
Metals 359 326 337 326
--- --- --- ---
Total 14,861 13,178 13,538 14,383
VENUE Jan-16 Dec-15 Nov-15 Oct-15
Open outcry 1,330 1,055 1,055 1,078
Electronic 12,799 11,420 11,749 12,586
Privately
negotiated 732 704 734 719
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Nov-15 Oct-15 Sept-15 Aug-15
Interest
Rates 0.514 0.509 0.506 0.501
Equity
Indexes 0.723 0.718 0.708 0.705
Foreign
Exchange
(FX) 0.799 0.783 0.785 0.798
Energy 1.186 1.194 1.197 1.236
Agricultural
Commodities 1.320 1.302 1.290 1.294
Metals 1.641 1.615 1.600 1.606
----- ----- ----- -----
Total 0.775 0.762 0.759 0.766
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 commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform, its trading facilities in New York and Chicago, and through its London-based CME Europe derivatives exchange. 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 contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.
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. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, 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
