CME Group Reached Average Daily Volume of 14.1 Million Contracts per Day

OREANDA-NEWS.  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:

• Achieved record Metals futures ADV of 465,000 contracts, up 38 percent
• Grew Gold futures ADV 41 percent to 296,000 contracts and Silver futures ADV 62 percent to 74,000 contracts
• Achieved three consecutive open interest records in gold futures, surpassing 655,000 contracts
• Increased Copper futures and options ADV 18 percent to 76,000 contracts
• Continued momentum in total Aluminum product suite with open interest surpassing 42,000 contracts

Energy volume averaged 2.2 million contracts per day in July 2016, up 20 percent from July 2015.  Highlights include:

• Achieved 24 percent growth in ADV across Crude Oil products, driven primarily by WTI futures ADV of 956,000 contracts, up 39 percent
• Grew Natural Gas options ADV 22 percent
• Achieved second consecutive monthly ADV record in Natural Gas Liquids and Petrochemicals

Interest rate volume averaged 6.8 million contracts per day in July 2016, up 14 percent from July 2015.  Highlights include:

• Grew Eurodollar options ADV 45 percent to 1.3 million contracts per day, with electronic Eurodollar options growing 51 percent to 292,000 contracts per day
• Reached record electronic trading level for Treasury options at 72.5 percent
• Grew Fed Fund futures ADV 41 percent to 111,000 contracts per day

Equity index volume averaged 2.6 million contracts per day in July 2016, up 1 percent from July 2015.  Highlights include:

• Grew E-mini S&P 500 futures ADV 4 percent to 1.6 million contracts per day, and E-mini S&P 500 options ADV 1 percent to 527,000 contracts per day
• Increased Nikkei 225 Yen stock futures and options 29 percent
• Grew equity end-of-month options 40 percent, and more than doubled equity weekly options ADV

Foreign exchange volume averaged 724,000 contracts per day in July 2016, down 1 percent from July 2015.  Highlights include:

• Grew British Pound futures and options ADV 47 percent to 126,000 contracts per day
• Increased ADV of Emerging Market currency pairs futures and options, with Brazilian Real up 33 percent, South African Rand up 26 percent and Mexican Peso up 8 percent

Agricultural volume averaged 1.3 million contracts per day in July 2016, down 5 percent from July 2015.  Highlights include:

• Grew Soybean futures and options ADV 24 percent to 346,000 contracts
• Achieved 34 percent growth in Hard Red Winter Wheat futures and options ADV

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