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CME Group Achieved Average Daily Volume of 13.8 Million Contracts per Day in April 2016, up 21 Percent from April 2015, Including Record Agricultural Volume

 May 2, 2016 - 11:30 PM EDT

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CME Group Achieved Average Daily Volume of 13.8 Million Contracts per Day in April 2016, up 21 Percent from April 2015, Including Record Agricultural Volume

CHICAGO, May 3, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that April 2016 volume averaged 13.8 million contracts per day, up 21 percent from April 2015.  CME Group April 2016options volume averaged 2.6 million contracts per day, up 15 percent versus April 2015, with electronic options averaging 1.6 million contracts per day, up 31 percent over the same period last year.  Total open interest at the end of April was 110 million contracts, up 20 percent from year-end 2015.

Agricultural volume averaged a record 1.9 million contracts per day in April 2016, up 52 percent from April 2015.  Highlights include:

  • Achieved Corn futures and options monthly average daily volume record of more than 658,000 contracts, up 55 percent from April 2015
  • Set monthly average daily volume records for Soybeans, Soybean Meal and Soybean Oil, with 80 percent, 59 percent and 44 percent year-over-year growth, respectively
  • Set monthly average daily volume record in Hard Red Winter Wheat futures and options, up 32 percent compared with April last year, and in Cocoa futures
  • Reached a record high in aggregate number of large open interest holders in CME Group agricultural futures of 3,988 on April 12, 2016

Interest rate volume averaged 5.5 million contracts per day in April 2016, up 8 percent from April 2015.  Highlights include:

  • Grew Eurodollar options average daily volume 14 percent in April 2016, to 903,000 contracts per day, compared with the same period a year ago
  • Increased Fed Funds futures average daily volume 103 percent, to 103,000 contracts per day, compared with April 2015
  • Grew participation in recently launched Ultra 10-Year U.S. Treasury Note futures and options contracts, reaching open interest of more than 118,000 contracts in April
  • Reached record electronic trading levels for Eurodollar options in April, at 27 percent, with electronic trading levels for Treasuries remaining at a record 71 percent

Equity index volume averaged 2.7 million contracts per day in April 2016, up 29 percent from April 2015.  Highlights include:

  • Grew April 2016 Equity options average daily volume 21 percent compared with April 2015
  • Increased E-mini S&P 500 futures average daily volume 35 percent, compared with April 2015, trading an average of 1.6 million contracts per day
  • Grew E-mini S&P 500 options average daily volume 5 percent compared with April 2015, trading an average of 267,000 contracts per day
  • Recorded significant growth in the Nikkei complex, including Nikkei JPY futures, up 68 percent, and Nikkei USD futures, up 56 percent, compared with the same time a year ago.  On average, the Nikkei complex traded 87,000 contracts per day in April 2016.

Foreign exchange volume averaged 771,000 contracts per day in April 2016, down 8 percent from April 2015.  Highlights include:

  • Increased Japanese Yen futures and options average daily volume 21 percent to 146,000 contracts per day in April 2016
  • Grew Mexican Peso futures and options average daily volume 31 percent, compared with April 2015, trading an average of 55,000 contracts daily in April 2016

Energy volume averaged 2.5 million contracts per day in April 2016, up 38 percent from April 2015.  Highlights include:

  • Achieved 40 percent year-over-year growth in Natural Gas average daily volume in April 2016, with 55 percent growth in electronic Natural Gas average daily volume
  • Grew Natural Gas options average daily volume 44 percent in April 2016, compared with April last year
  • Grew average daily volume 34 percent across Crude Oil products in April 2016, driven primarily by WTI futures average daily volume of 1.1 million contracts, up 39 percent from the same period last year

Metals volume averaged 440,000 contracts per day in April 2016, up 36 percent from April 2015.  Highlights include:

  • Grew Gold futures average daily volume 36 percent to 191,000 contracts per day in April 2016, compared with April 2015
  • Grew Silver futures and options average daily volume 46 percent to 102,000 contracts per day in April 2016, compared with April last year
  • Increased Copper futures average daily volume 35 percent to 96,000 contracts per day in April 2016
  • Reached new daily open interest records in Silver and Copper during the month

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)

Apr 2016

Apr 2015

Trading Days

21

22

PRODUCT LINE

Apr 2016

Apr 2015

Percent Change

Interest Rates

5,525

5,126

8%

Equity Indexes

2,696

2,092

29%

Foreign Exchange (FX)

771

838

-8%

Energy

2,463

1,791

38%

Agricultural Commodities

1,941

1,279

52%

Metals

440

324

36%

     Total

13,836

11,450

21%


VENUE

Apr 2016

Apr 2015

Percent Change

Open outcry

933

956

-2%

CME Globex

12,332

10,007

23%

Privately negotiated

570

487

17%

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands) 

3-Month Period Ending

PRODUCT LINE

Apr-16

Mar-16

Feb-16

Jan-16

Interest Rates

7,131

8,246

7,996

7,087

Equity Indexes

3,095

3,557

3,552

3,187

Foreign Exchange (FX)

878

944

934

855

Energy

2,493

2,536

2,448

2,196

Agricultural Commodities

1,473

1,206

1,175

1,176

Metals

464

454

381

359

     Total

15,535

16,944

16,486

14,861


VENUE

Apr-16

Mar-16

Feb-16

Jan-16

Open outcry

1,100

1,423

1,448

1,330

Electronic

13,718

14,713

14,245

12,799

Privately negotiated

717

807

793

732

                                                                                                                                            

Average Rate Per Contract (In dollars)

3-Month Period Ending

PRODUCT LINE

Mar-16

Feb-16

Jan-16

Dec-15

Interest Rates

0.501

0.507

0.514

0.517

Equity Indexes

0.726

0.723

0.717

0.718

Foreign Exchange (FX)

0.767

0.769

0.788

0.813

Energy

1.203

1.217

1.240

1.232

Agricultural Commodities

1.321

1.329

1.333

1.339

Metals

1.597

1.592

1.631

1.644

     Total

0.756

0.758

0.772

0.789

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, the Chicago Board of Trade, KCBOT, KCBT and Kansas City 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 

To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/cme-group-achieved-average-daily-volume-of-138-million-contracts-per-day-in-april-2016-up-21-percent-from-april-2015-including-record-agricultural-volume-300261391.html

SOURCE CME Group

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Source: Equities.com News
(May 2, 2016 - 11:30 PM EDT)

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