CME Group Hit Record Average Daily Volume of 18.2 Million Contracts per Day in January 2016, up 16 Percent from January 2015

- Average daily options volume reached a record 4.3 million contracts, electronic options also hit a record 2 million contracts per day traded

- Energy average daily volume was a record 2.6 million contracts, which included a record for WTI crude oil average daily volume of 1.4 million contracts

- Electronic trading reached a record 15.4 million contracts per day

- Open interest was 107.9 million contracts, up 18 percent from December 2015 the highest ever monthly increase

Feb 02, 2016, 07:30 ET from CME Group

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

 

SOURCE CME Group



RELATED LINKS

http://www.cmegroup.com