CME Group today announced that September 2016 average daily volume reached 15 million contracts per day

OREANDA-NEWS. CME Group, the world's leading and most diverse derivatives marketplace, today announced that September 2016 average daily volume (ADV) reached 15 million contracts per day, up 6 percent from September 2015.  CME Group September 2016 options volume averaged 2.9 million contracts per day, up 9 percent versus September 2015, with electronic options averaging 1.7 million contracts per day, up 22 percent over the same period last year.  Third-quarter 2016 volume averaged 14.3 million contracts per day, flat compared with a strong third-quarter 2015.  CME Group year-to-date 2016 ADV through September averaged 15.4 million contracts per day, up 8 percent.  Total open interest at the end of third-quarter 2016 was 103 million contracts, up 12 percent from year-end 2015.  During the quarter, CME Group reached open interest approaching record levels, peaking at 111.2 million contracts on September 15, 2016. 

Metals volume averaged 383,000 contracts per day in September 2016, up 30 percent from September 2015.  Highlights include:

• Grew Gold futures and options ADV 34 percent to 225,000 contracts
• Increased Silver futures and options ADV 58 percent to 68,000 contracts

Energy volume averaged 2.4 million contracts per day in September 2016, up 25 percent from September 2015.  Highlights include:

• Achieved 31 percent growth in ADV across Natural Gas futures and options products, driven primarily by electronic Natural Gas futures and options ADV of 405,000 contracts, up 44 percent
• Increased Natural Gas options ADV 40 percent to 105,000 contracts
• Grew WTI Crude Oil futures ADV 46 percent to 1.2 million contracts
• Achieved record electronic trading levels of WTI options, hitting 80 percent electronic, and September 2016 electronic WTI options ADV of 146,000 contracts grew 37 percent compared with September 2015
• Reached record RBOB ADV of 223,000 contracts, up 58 percent from September 2015

Interest rate volume averaged 6.5 million contracts per day in September 2016, up 5 percent from September 2015.  Highlights include:

• Grew Fed Fund futures ADV 24 percent to 179,000 contracts per day and hit a new open interest high with more than 1.15 million contracts on September 30, 2016
• Reached record quarterly electronic trading level for Treasury options at 73 percent in third-quarter 2016, up from 69 percent during the prior quarter, and achieved 25 percent growth in weekly Treasury options ADV
• Achieved new high for Ultra 10-Year Futures, reaching ADV of 72,000 contracts in third-quarter 2016, up from 61,000 in second-quarter 2016

Equity index volume averaged 3.8 million contracts per day in September 2016, up 3 percent from September 2015.  Highlights include:

• Grew E-mini S&P 500 end-of-month options ADV 128 percent to a record 117,000 contracts and E-mini S&P 500 weekly options ADV 99 percent to 358,000 contracts
• Achieved record monthly volume for E-mini Nasdaq-100 end-of-month options of 51,000 contracts
• Record quarterly participation in CME Group's BTIC functionality with over 343,000 contracts traded

Foreign exchange volume averaged 969,000 contracts per day in September 2016, up 2 percent from September 2015.  Highlights include:

• Grew British Pound futures and options ADV 18 percent to 130,000 contracts
• Increased ADV of Emerging Market currency pairs futures and options, with Russian Ruble up 179 percent, Mexican Peso up 51 percent and Brazilian Real up 31 percent

Agricultural volume averaged 964,000 contracts per day in September 2016, down 9 percent from September 2015.  Highlights include:

• Grew Hard Red Winter Wheat futures and options ADV 30 percent and 21 percent respectively

 

MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV (in thousands)
		Sep 2016		Sep 2015
Trading Days		21		21
PRODUCT LINE		Sep 2016		Sep 2015	Percent Change
Interest Rates		6,508		6,196	5%
Equity Indexes		3,761		3,664	3%
Foreign Exchange (FX)		969		947	2%
Energy		2,440		1,948	25%
Agricultural Commodities		964		1,060	-9%
Metals		383		295	30%
Total		15,025		14,110	6%
VENUE		Sep 2016		Sep 2015	Percent Change
Open outcry		942		1,054	-11%
CME Globex		13,424		12,296	9%
Privately negotiated		659		760	-13%
QUARTERLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV (in thousands)
		Q3 2016		Q3 2015
Trading Days		64		64
PRODUCT LINE		Q3 2016		Q3 2015	Percent Change
Interest Rates		6,791		6,658	2%
Equity Indexes		2,876		3,287	-12%
Foreign Exchange (FX)		772		855	-10%
Energy		2,294		1,965	17%
Agricultural Commodities		1,156		1,267	-9%
Metals		431		353	22%
Total		14,319		14,384	0%
VENUE		Q3 2016		Q3 2015	Percent Change
Open outcry		982		1,110	-12%
CME Globex		12,672		12,620	0%
Privately negotiated		665		653	2%

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.

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