CHICAGO, Aug. 2, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that July 2016 average daily volume (ADV) reached 14.1 million contracts per day, up 10 percent from July 2015. CME Group July 2016 options volume averaged 3.2 million contracts per day, up 9 percent versus July 2015, with electronic options averaging 1.7 million contracts per day, up 6 percent over the same period last year. Total open interest peaked above 110 million contracts on July 14, and was 103 million contracts at the end of July, up 13 percent from year-end 2015.
Metals volume averaged 503,000 contracts per day in July 2016, up 32 percent from July 2015. Highlights include:
Energy volume averaged 2.2 million contracts per day in July 2016, up 20 percent from July 2015. Highlights include:
Interest rate volume averaged 6.8 million contracts per day in July 2016, up 14 percent from July 2015. Highlights include:
Equity index volume averaged 2.6 million contracts per day in July 2016, up 1 percent from July 2015. Highlights include:
Foreign exchange volume averaged 724,000 contracts per day in July 2016, down 1 percent from July 2015. Highlights include:
Agricultural volume averaged 1.3 million contracts per day in July 2016, down 5 percent from July 2015. Highlights include:
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) | |||
|
Jul 2016 |
Jul 2015 |
||
|
Trading Days |
20 |
22 |
|
|
PRODUCT LINE |
Jul 2016 |
Jul 2015 |
Percent Change |
|
Interest Rates |
6,789 |
5,930 |
14% |
|
Equity Indexes |
2,569 |
2,542 |
1% |
|
Foreign Exchange (FX) |
724 |
733 |
-1% |
|
Energy |
2,207 |
1,835 |
20% |
|
Agricultural Commodities |
1,342 |
1,414 |
-5% |
|
Metals |
503 |
381 |
32% |
|
Total |
14,133 |
12,835 |
10% |
|
VENUE |
Jul 2016 |
Jul 2015 |
Percent Change |
|
Open outcry |
1,234 |
1,164 |
6% |
|
CME Globex |
12,163 |
11,117 |
9% |
|
Privately negotiated |
737 |
554 |
33% |
|
ROLLING THREE-MONTH AVERAGES | ||||
|
Average Daily Volume (In thousands) | ||||
|
3-Month Period Ending | ||||
|
PRODUCT LINE |
Jul-16 |
Jun-16 |
May-16 |
Apr-16 |
|
Interest Rates |
7,197 |
6,776 |
6,454 |
7,131 |
|
Equity Indexes |
2,920 |
2,957 |
2,812 |
3,095 |
|
Foreign Exchange (FX) |
824 |
838 |
802 |
878 |
|
Energy |
2,238 |
2,322 |
2,331 |
2,493 |
|
Agricultural Commodities |
1,529 |
1,722 |
1,486 |
1,473 |
|
Metals |
488 |
468 |
462 |
464 |
|
Total |
15,196 |
15,082 |
14,348 |
15,535 |
|
VENUE |
Jul-16 |
Jun-16 |
May-16 |
Apr-16 |
|
Open outcry |
1,173 |
1,075 |
995 |
1,100 |
|
Electronic |
13,318 |
13,355 |
12,716 |
13,718 |
|
Privately negotiated |
705 |
651 |
636 |
717 |
|
Average Rate Per Contract (In dollars) | ||||
|
3-Month Period Ending | ||||
|
PRODUCT LINE |
Jun-16 |
May-16 |
Apr-16 |
Mar-16 |
|
Interest Rates |
0.496 |
0.500 |
0.498 |
0.501 |
|
Equity Indexes |
0.709 |
0.710 |
0.716 |
0.726 |
|
Foreign Exchange (FX) |
0.798 |
0.808 |
0.785 |
0.767 |
|
Energy |
1.168 |
1.184 |
1.183 |
1.203 |
|
Agricultural Commodities |
1.291 |
1.287 |
1.307 |
1.321 |
|
Metals |
1.562 |
1.584 |
1.582 |
1.597 |
|
Total |
0.782 |
0.786 |
0.777 |
0.756 |
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
SOURCE CME Group