CHICAGO, Sept. 5, 2017 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that August 2017 average
daily volume (ADV) reached 16 million contracts, up 16 percent
compared with August 2016. CME Group
August 2017 options volume averaged
3.1 million contracts per day, up 30 percent versus August 2016, with electronic options averaging
2.2 million contracts per day, up 51 percent over the same period
last year. Open interest at the end of August was 119 million
contracts, up 13 percent from the end of August 2016.
Metals volume averaged 622,000 contracts per day in August 2017, up 50 percent from August
2016. Highlights include:
- Grew Gold futures and options ADV 57 percent to 345,000
contracts, including Gold options ADV of 44,000 contracts, up 68
percent
- Increased Silver futures and options ADV 34 percent to 121,000
contracts
- Achieved 57 percent growth for Base Metals, including Copper
futures and options, which averaged more than 128,000 contracts per
day, also up 57 percent
- Hit record open interest in Copper futures of 338,000 contracts
on August 16, 2017
Foreign Exchange volume averaged 817,000 contracts per day in
August 2017, up 29 percent from
August 2016. Highlights include:
- Reached Euro FX futures and options ADV of 204,000 contracts,
up 35 percent
- Grew Japanese Yen futures and options ADV 37 percent to 149,000
contracts
- Increased ADV of emerging market currency pairs futures and
options, with Indian Rupee up 238 percent, South African Rand up
146 percent, Swiss Franc up 63 percent, Russian Ruble up 75 percent
and Brazilian Real up 14 percent
Energy volume averaged a record 2.8 million contracts per day in
August 2017, up 25 percent from
August 2016. Highlights include:
- Grew WTI Crude Oil futures and options ADV 40 percent to a
record 1.7 million contracts, including WTI Crude Oil futures
growth of 50 percent to 1.5 million contracts
- Grew Refined Products futures and options ADV 37 percent to
479,000 contracts
- Reached record Gasoline futures and options ADV of 258,000
contracts, up 40 percent, and record Heating Oil futures and
options ADV of 209,000 contracts, up 37 percent
Agricultural volume averaged 1.4 million contracts per day in
August 2017, up 18 percent from
August 2016. Highlights include:
- Grew Corn futures and options ADV 23 percent to 504,000
contracts
- Increased Agricultural options ADV 21 percent to 255,000
contracts
- Grew Soybean, Soybean Meal, Soybean Oil futures and options ADV
23 percent, 14 percent and 11 percent, respectively
- Achieved 25 percent growth in Hard Red Winter Wheat futures and
options ADV
Equity Index volume averaged 2.7 million contracts per day in
August 2017, up 15 percent from
August 2016. Highlights include:
- Increased Equity Index options ADV 40 percent to 725,000
contracts
- Grew E-mini Nasdaq 100 futures and options ADV 84 percent to
341,000 contracts
- Traded an average of 79,000 Monday and Wednesday Weekly S&P
500 options (E-mini and Standard) year to date through August,
which accounted for 12 percent of total Equity Index options ADV
during the same timeframe
Interest Rate volume averaged 7.8 million contracts per day in
August 2017, up 10 percent from
August 2016. Highlights include:
- Increased Treasury futures and options ADV 21 percent to 4.7
million contracts, including 67 percent growth in Treasury options
ADV to 788,000, with 78 percent traded electronically
- Achieved 27 percent growth in Weekly Treasury options ADV to
121,000 contracts
- Grew electronic Eurodollar options ADV 89 percent to 402,000
contracts, with 41 percent of overall Eurodollar options volume
executed electronically, a monthly record
- Increased Ultra 10-Year Treasury Note futures and options 78
percent to 146,000 , and reached record open interest of 461,000
contracts in Ultra 10-Year Treasury Note futures on August 28, 2017
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)
|
|
|
Aug
2017
|
Aug
2016
|
|
Trading
Days
|
23
|
23
|
|
|
|
|
|
PRODUCT
LINE
|
Aug
2017
|
Aug
2016
|
Percent
Change
|
Interest
Rates
|
7,753
|
7,051
|
10%
|
Equity
Indexes
|
2,687
|
2,336
|
15%
|
Foreign Exchange
(FX)
|
817
|
632
|
29%
|
Energy
|
2,790
|
2,236
|
25%
|
Agricultural
Commodities
|
1,378
|
1,169
|
18%
|
Metals
|
622
|
414
|
50%
|
Total
|
16,048
|
13,836
|
16%
|
|
|
|
|
VENUE
|
Aug
2017
|
Aug
2016
|
P Percent
Change
|
Open
outcry
|
851
|
798
|
7%
|
CME Globex
|
14,667
|
12,429
|
18%
|
Privately
negotiated
|
529
|
609
|
-13%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Aug-17
|
July-17
|
Jun-17
|
May-17
|
Interest
Rates
|
7,199
|
7,590
|
8,210
|
8,645
|
Equity
Indexes
|
2,665
|
2,548
|
2,707
|
2,724
|
Foreign Exchange
(FX)
|
898
|
901
|
879
|
868
|
Energy
|
2,695
|
2,653
|
2,632
|
2,557
|
Agricultural
Commodities
|
1,580
|
1,517
|
1,491
|
1,272
|
Metals
|
563
|
533
|
533
|
525
|
Total
|
15,600
|
15,742
|
16,453
|
16,591
|
|
|
|
|
|
VENUE
|
Aug-17
|
Jul-17
|
Jun-17
|
May-17
|
Open
outcry
|
858
|
923
|
1,115
|
1,261
|
Electronic
|
14,139
|
14,149
|
14,582
|
14,572
|
Privately
negotiated
|
603
|
671
|
756
|
758
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jul-17
|
Jun-17
|
May-17
|
Apr-17
|
Interest
Rates
|
0.489
|
0.491
|
0.492
|
0.494
|
Equity
Indexes
|
0.740
|
0.731
|
0.727
|
0.722
|
Foreign Exchange
(FX)
|
0.803
|
0.807
|
0.808
|
0.826
|
Energy
|
1.100
|
1.096
|
1.113
|
1.125
|
Agricultural
Commodities
|
1.275
|
1.300
|
1.281
|
1.323
|
Metals
|
1.459
|
1.449
|
1.459
|
1.485
|
Total
|
0.759
|
0.749
|
0.734
|
0.736
|
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