CME Group Achieved Record Average Daily Volume of 16.9 Million Contracts per Day in First-Quarter 2016, up 13 Percent from First-Quarter 2015
Interest rate volume averaged 8.2 million contracts per day in first-quarter 2016, up 9 percent from first-quarter 2015, and 6.4 million contracts per day in
- Reached record quarterly Interest Rate options average daily volume of 2.1 million contracts
- Grew participation in recently launched
Ultra 10-YearU.S. Treasury Note futures and options contracts, reaching an average daily volume of more than 45,000 contracts and open interest of above 105,000 contracts in March - Reached record electronic trading levels for
Treasury options and Eurodollar options in March, at 71 percent and 25 percent, respectively
Equity index volume averaged 3.6 million contracts per day in first-quarter 2016, up 28 percent from first-quarter 2015, and in
- First-quarter 2016 Equity options average daily volume grew 20 percent compared with first-quarter 2015
- Reached quarterly record in
Nikkei 225 Yen stock futures and options
Foreign exchange volume averaged 944,000 contracts per day in first-quarter 2016, down 1 percent from first-quarter 2015, and 912,000 contracts per day in
- Achieved FX futures and options daily volume record of more than 2.5 million contracts on
March 10, 2016 - Set quarterly average daily volume records for futures and options across Mexican Peso, Brazilian Real and E-micro FX contracts
Energy volume averaged a record 2.5 million contracts per day in first-quarter 2016, up 18 percent from first-quarter 2015, and 2.3 million contracts per day in
- Achieved record quarterly WTI futures average daily volume of 1.2 million contracts, and record quarterly WTI options average daily volume of 224,000 contracts
- Set record quarterly Gasoline futures and options average daily volume of 185,000 contracts
Agricultural volume averaged 1.2 million contracts per day in first-quarter 2016, up 1 percent from first-quarter 2015, and averaged 1.1 million contracts per day in
- Achieved Corn futures daily trading volume record of more than 930,000 on
March 31, 2016 - Set both quarterly and monthly average daily volume records for Crude Palm Oil (CPO) swap volume
Metals volume averaged 454,000 contracts per day in first-quarter 2016, up 23 percent from first-quarter 2015, and 467,000 contracts per day in
- Second highest quarterly average daily volume for Gold futures and options contracts of 284,000 contracts
- Set quarterly average daily volume record for Aluminum futures and options
Footnote: To see
QUARTERLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
Q1 2016 |
Q1 2015 |
||||
Trading Days |
61 |
61 |
|||
PRODUCT LINE |
Q1 2016 |
Q1 2015 |
Percent Change | ||
Interest Rates |
8,246 |
7,564 |
9% | ||
Equity Indexes |
3,557 |
2,772 |
28% | ||
Foreign Exchange (FX) |
944 |
954 |
-1% | ||
Energy |
2,536 |
2,142 |
18% | ||
|
1,206 |
1,189 |
1% | ||
Metals |
454 |
369 |
23% | ||
Total |
16,944 |
14,990 |
13% | ||
VENUE |
Q1 2016 |
Q1 2015 |
Percent Change | ||
Open outcry |
1,423 |
1,291 |
10% | ||
CME Globex |
14,713 |
13,034 |
13% | ||
Privately negotiated |
807 |
665 |
21% |
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
|
|
||||
Trading Days |
22 |
22 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
6,385 |
6,467 |
-1% | ||
Equity Indexes |
3,124 |
2,833 |
10% | ||
Foreign Exchange (FX) |
912 |
1,087 |
-16% | ||
Energy |
2,299 |
1,859 |
24% | ||
|
1,119 |
1,096 |
2% | ||
Metals |
467 |
365 |
28% | ||
Total |
14,307 |
13,706 |
4% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
985 |
1,136 |
-13% | ||
CME Globex |
12,611 |
12,004 |
5% | ||
Privately negotiated |
711 |
567 |
25% |
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Mar-16 |
Feb-16 |
Jan-16 |
Dec-15 |
Interest Rates |
8,246 |
7,996 |
7,087 |
6,097 |
Equity Indexes |
3,557 |
3,552 |
3,187 |
2,743 |
Foreign Exchange (FX) |
944 |
934 |
855 |
779 |
Energy |
2,536 |
2,448 |
2,196 |
2,032 |
|
1,206 |
1,175 |
1,176 |
1,200 |
Metals |
454 |
381 |
359 |
326 |
Total |
16,944 |
16,486 |
14,861 |
13,178 |
VENUE |
Mar-16 |
Feb-16 |
Jan-16 |
Dec-15 |
Open outcry |
1,423 |
1,448 |
1,330 |
1,055 |
Electronic |
14,713 |
14,245 |
12,799 |
11,420 |
Privately negotiated |
807 |
793 |
732 |
704 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Feb-16 |
Jan-16 |
Dec-15 |
Nov-15 |
Interest Rates |
0.507 |
0.514 |
0.517 |
0.514 |
Equity Indexes |
0.723 |
0.717 |
0.718 |
0.723 |
Foreign Exchange (FX) |
0.769 |
0.788 |
0.813 |
0.799 |
Energy |
1.217 |
1.240 |
1.232 |
1.186 |
|
1.329 |
1.333 |
1.339 |
1.320 |
Metals |
1.592 |
1.631 |
1.644 |
1.641 |
Total |
0.758 |
0.772 |
0.789 |
0.775 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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