CME GROUP INC. CHICAGO, July 5, 2017 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that second-quarter 2017 average daily volume (ADV) reached 16.5 million contracts, up 7 percent from second-quarter 2016. CME Group second-quarter 2017 options volume averaged 3.6 million contracts per day, up 21 percent versus second-quarter 2016, with electronic options averaging 2.2 million contracts per day, up 30 percent over the same period last year. Second-quarter 2017 Interest Rate options and Energy options average daily volume grew 37 percent and 22 percent, respectively. Open interest at the end of June was 113 million contracts, up 7 percent from the end-of-June 2016.
Interest rate volume averaged 8.2 million contracts per day in second-quarter 2017, up 19 percent from second-quarter 2016. Highlights include:
-- Grew Eurodollar futures and options ADV 21 percent to 4 million
contracts, including Eurodollar options ADV of 1.5 million contracts, up
40 percent, with 33 percent of these trades executed electronically, a
quarterly record
-- Increased Treasury futures and options ADV 20 percent to 4 million
contracts, including 30 percent growth in Treasury options ADV, with 80
percent traded electronically, a quarterly record
-- Achieved record Weekly Treasury options ADV of 136,000 contracts, up 61
percent
-- Hit record daily volume in Fed Fund futures of 907,000 contracts on June
14
-- Reached several consecutive records in overall Interest Rate open
interest, peaking at 79 million contracts on June 15
-- Increased Ultra 10-Year Treasury Note futures and options open interest
to a record 394,000 contracts
Energy volume averaged a record 2.6 million contracts per day in second-quarter 2017, up 12 percent from second-quarter 2016. Highlights include:
-- Grew WTI Crude Oil futures and options ADV 20 percent to a record 1.5
million contracts, including WTI Crude Oil options growth of 25 percent
to a record 230,000 contracts
-- Increased Natural Gas futures and options ADV 9 percent to 580,000
contracts, with 15 percent growth in electronic Natural Gas futures and
options ADV
-- Grew Refined Products futures and options ADV 5 percent to 387,000
contracts
-- Reached Gasoline futures ADV of 204,000 contracts, up 8 percent
-- Hit record Heating Oil futures ADV of 169,000 contracts, up 6 percent
-- Achieved Henry Hub Natural Gas options ADV of 124,000 contracts, up 21
percent
Metals volume averaged a record 533,000 contracts per day in second-quarter 2017, up 12 percent from second-quarter 2016. Highlights include:
-- Grew Gold futures and options ADV 8 percent to 296,000 contracts
-- Increased Silver futures and options ADV 28 percent to 108,000 contracts
-- Achieved 15 percent year-over-year growth for the quarter in Copper
futures and options, which averaged 102,000 contracts per day
Foreign Exchange volume averaged 879,000 contracts per day in second-quarter 2017, up 3 percent from second-quarter 2016. Highlights include:
-- Increased Japanese Yen futures and options ADV 10 percent to 165,000
contracts
-- Reached several daily ADV records on June 14, including total FX futures
and options, FX futures, electronic FX futures and options, and Canadian
dollar futures and options
-- Increased ADV of Emerging Market currency pairs futures and options,
with South African Rand up 211 percent, Indian Rupee up 135 percent,
Russian Ruble up 86 percent and Brazilian Real up 2 percent
Equity Index volume averaged 2.7 million contracts per day in second-quarter 2017, down 10 percent from second-quarter 2016. Highlights include:
-- Increased Equity Index options ADV 7 percent to 654,000 contracts
-- Grew June 2017 E-mini Nasdaq-100 futures 49 percent to an average
410,000 contracts per day, and June 2017 E-mini Nasdaq-100 options 41
percent to an average 13,000 contracts per day
-- Achieved second-highest volume day for E-mini Nasdaq-100 futures, on
June 9, with more than 1.1 million contracts traded, valued at $127
billion notional
-- Reached record quarterly average daily volume for E-mini S&P Select
Sector Index futures, including a daily volume record of 122,000
contracts on June 12
-- Traded an average of 32,000 Monday Weekly S&P 500 options (E-mini and
Standard) contracts during the quarter and 50,000 Wednesday Weekly S&P
500 (E-mini and Standard) contracts, which combined to make up 13
percent of the total Equity Index options ADV in second-quarter 2017
Agricultural volume averaged 1.5 million contracts per day in second-quarter 2017, down 15 percent from second-quarter 2016. Highlights include:
-- Grew electronic Livestock futures ADV 44 percent to 133,000 contracts
-- Increased second-quarter 2017 Feeder Cattle, Live Cattle and Lean Hog
futures and options ADV 61 percent, 29 percent and 26 percent,
respectively, compared with second-quarter 2016
-- Achieved 37 percent growth in Hard Red Winter Wheat futures and options
ADV, including a daily volume record on June 14 of 120,000 contracts
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
QUARTERLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
(in thousands)
Q2 2017 Q2 2016
------- -------
Trading
Days 63 64
PRODUCT
LINE Q2 2017 Q2 2016 Percent Change
------- ------- --------------
Interest
Rates 8,210 6,776 19%
Equity
Indexes 2,707 2,957 -10%
Foreign
Exchange
(FX) 879 838 3%
Energy 2,632 2,322 12%
Agricultural
Commodities 1,491 1,722 -15%
Metals 533 468 12%
--- --- ---
Total 16,453 15,082 7%
VENUE Q2 2017 Q2 2016 Percent Change
------- ------- --------------
Open
outcry 1,115 1,075 4%
CME
Globex
14,582 13,355 9%
Privately
negotiated
756 651 16%
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
(in thousands)
Jun 2017 Jun 2016
-------- --------
Trading
Days 22 22
PRODUCT
LINE Jun 2017 Jun 2016 Percent Change
-------- -------- --------------
Interest
Rates 7,457 7,322 2%
Equity
Indexes 3,162 3,543 -11%
Foreign
Exchange
(FX) 1,014 1,018 0%
Energy 2,674 2,271 18%
Agricultural
Commodities 1,735 1,805 -4%
Metals 512 483 6%
--- --- ---
Total 16,555 16,442 1%
VENUE Jun 2017 Jun 2016 Percent Change
-------- -------- --------------
970
Open outcry 1,219 -20%
CME
Globex 14,816 14,469 2%
Privately
negotiated 769 753 2%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT LINE Jun-17 May-17 Apr-17 Mar-17
Interest Rates 8,210 8,645 9,142 9,169
Equity Indexes 2,707 2,724 2,802 2,766
Foreign Exchange
(FX) 879 868 852 894
Energy 2,632 2,557 2,496 2,496
Agricultural
Commodities 1,491 1,272 1,387 1,261
Metals 533 525 519 512
--- --- --- ---
Total 16,453 16,591 17,198 17,098
Jun-17 May-17 Apr-17 Mar-17
VENUE
Open outcry 1,115 1,261 1,398 1,362
Electronic 14,582 14,572 15,023 14,947
Privately
negotiated 756 758 777 789
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT LINE May-17 Apr-17 Mar-17 Feb-17
Interest Rates 0.492 0.494 0.492 0.494
Equity Indexes 0.727 0.722 0.718 0.708
Foreign
Exchange (FX) 0.808 0.826 0.823 0.822
Energy 1.113 1.125 1.130 1.129
Agricultural
Commodities 1.281 1.323 1.334 1.365
Metals 1.459 1.485 1.496 1.501
----- ----- ----- -----
Total 0.734 0.736 0.731 0.737
As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. Through its exchanges, CME Group offers 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. CME Group provides electronic trading globally on its CME Globex platform. The company also offers clearing and settlement services across asset classes for exchange-traded and over-the-counter derivatives through its clearinghouses CME Clearing and CME Clearing Europe. CME Group's products and services ensure that businesses around the world can effectively manage risk and achieve growth.
CME Group, the Globe logo, CME, Chicago Mercantile Exchange, Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. CBOT, Chicago Board of Trade, KCBT and Kansas City Board of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. Dow Jones, Dow Jones Industrial Average, S&P 500 and S&P are service and/or trademarks of Dow Jones Trademark Holdings LLC, Standard & Poor's Financial Services LLC and S&P/Dow Jones Indices LLC, as the case may be, and have been licensed for use by Chicago Mercantile Exchange Inc. All other trademarks are the property of their respective owners.
CME-G
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SOURCE CME Group
