CHICAGO, Jan. 3, 2018 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced 2017 average daily volume (ADV) reached a record 16.3
million contracts, up 4 percent from 2016. During 2017, there
were 34 trading days above 20 million contracts, up from 32 days in
2016, despite significantly lower volatility. CME Group
reached several annual average daily volume records in 2017.
Interest Rate ADV was a record 8.2 million contracts, up 9 percent
compared with 2016. Energy ADV for 2017 reached a record 2.6
million contracts, up 6 percent. Agricultural Commodities ADV
for the year grew 2 percent to a record 1.4 million
contracts. Metals ADV increased 23 percent to a record
568,000 contracts. Full-year 2017 options ADV reached a
record 3.5 million contracts, up 11 percent, with record electronic
options ADV of 2.2 million contracts, up 25 percent. Open
interest at the end of December was 108 million contracts, up 5
percent from the end of December
2016.
Fourth-quarter 2017 volume averaged 15.9 million contracts per
day, down 2 percent from the same period a year ago. December
2017 volume averaged 14.9 million contracts per day, down 1 percent
from December 2016.
Metals volume averaged 531,000 contracts per day in December 2017, up 48 percent from December
2016. Highlights include:
- Gold futures and options ADV was up 47 percent to 303,000
contracts
- Silver futures and options ADV rose 29 percent to 75,000
contracts
- Copper futures and options ADV increased 74 percent to 119,000
contracts
Foreign exchange volume averaged 1.0 million contracts per day
in December 2017, up 15 percent from
December 2016. Highlights include:
- Euro FX futures and options ADV grew 10 percent to 304,000
contracts
- British pound futures and options reached ADV of 165,000
contracts, up 31 percent
- Japanese yen futures and options ADV was up 2 percent to
166,000 contracts
- Emerging market currency pairs futures and options saw
increased ADV, with Indian rupee up 206 percent, South African rand
up 109 percent, Russian ruble up 79 percent, Mexican peso up 38
percent and Brazilian real up 25 percent
Agricultural volume averaged 1.1 million contracts per day in
December 2017, up 8 percent from
December 2016. Highlights include:
- Soybean futures and options ADV was up 12 percent to 317,000
contracts
- Electronic Agricultural options ADV increased 15 percent to
134,000 contracts
- Grain and Oilseed futures and options ADV grew 9 percent to
977,000 contracts
Equity Index volume averaged 3.0 million contracts per day in
December 2017, up 4 percent from
December 2016. Highlights include:
- E-mini Nasdaq 100 futures and options ADV grew 52 percent to
335,000 contracts, including 43 percent growth in Weekly E-mini
Nasdaq 100 options
- E-mini S&P 500 EOM options achieved 18 percent growth to
128,000 contracts
- Following CME Group's launch of Russell 2000 futures in July, they averaged
179,000 contracts per day in December
Interest rate volume averaged 6.9 million contracts per day in
December 2017, down 6 percent from
December 2016. Highlights include:
- Treasury futures and options ADV was up 9 percent to 3.3
million contracts, including 13 percent growth in Treasury
futures
- Overall Interest Rate futures and options open interest hit a
record 79 million contracts on November
22, and reached nearly that amount again on December 14
- Fed Fund futures ADV reached 146,000 contracts, up 50
percent
- Ultra-Treasury Bond futures and options ADV increased 21
percent to 105,000 contracts and Ultra 10-Year Treasury Note
futures and options increased 38 percent to 120,000 contracts
- Both the Ultra-Treasury Bond and the Ultra 10-Year Treasury
Note futures and options achieved quarterly records, with ADV of
149,000 contracts and 141,000 contracts, respectively
Energy volume averaged 2.4 million contracts per day in
December 2017, down 8 percent from
December 2016. Highlights include:
- Natural Gas futures and options ADV increased 20 percent to
760,000 contracts, including 28 percent growth in electronic
Natural Gas futures and options
- Henry Hub Natural Gas options rose 70 percent in ADV to 196,000
contracts
- Heating Oil futures and options ADV increased 10 percent to
177,000 contracts and Gasoline futures and options ADV grew 8
percent to 171,000 contracts
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
ANNUAL AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV (in
thousands)
|
|
|
2017
|
2016
|
|
Trading
Days
|
251
|
252
|
|
|
|
|
|
PRODUCT
LINE
|
2017
|
2016
|
Percent
Change
|
Interest
Rates
|
8,189
|
7,517
|
9%
|
Equity
Indexes
|
2,682
|
3,061
|
-12%
|
Foreign Exchange
(FX)
|
921
|
858
|
7%
|
Energy
|
2,578
|
2,432
|
6%
|
Agricultural
Commodities
|
1,353
|
1,321
|
2%
|
Metals
|
568
|
460
|
23%
|
Total
|
16,292
|
15,649
|
4%
|
|
|
|
|
|
|
VENUE
|
2017
|
2016
|
Percent
Change
|
Open
outcry
|
1,107
|
1,149
|
-4%
|
CME Globex
|
14,513
|
13,766
|
5%
|
Privately
negotiated
|
672
|
735
|
-9%
|
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV (in
thousands)
|
|
|
4Q
2017
|
4Q
2016
|
|
Trading
Days
|
63
|
63
|
|
|
|
|
|
PRODUCT
LINE
|
4Q
2017
|
4Q
2016
|
Percent
Change
|
Interest
Rates
|
7,970
|
8,300
|
-4%
|
Equity
Indexes
|
2,632
|
2,875
|
-8%
|
Foreign Exchange
(FX)
|
941
|
883
|
7%
|
Energy
|
2,489
|
2,586
|
-4%
|
Agricultural
Commodities
|
1,278
|
1,193
|
7%
|
Metals
|
616
|
488
|
26%
|
Total
|
15,925
|
16,325
|
-2%
|
|
|
|
|
|
|
VENUE
|
4Q
2017
|
4Q
2016
|
Percent
Change
|
Open
outcry
|
1,066
|
1,130
|
-6%
|
CME Globex
|
14,265
|
14,375
|
-1%
|
Privately
negotiated
|
594
|
820
|
-28%
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV (in
thousands)
|
|
|
Dec
2017
|
Dec
2016
|
|
Trading
Days
|
20
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Dec
2017
|
Dec
2016
|
Percent
Change
|
Interest
Rates
|
6,902
|
7,334
|
-6%
|
Equity
Indexes
|
2,963
|
2,846
|
4%
|
Foreign Exchange
(FX)
|
1,027
|
892
|
15%
|
Energy
|
2,380
|
2,575
|
-8%
|
Agricultural
Commodities
|
1,101
|
1,024
|
8%
|
Metals
|
531
|
359
|
48%
|
Total
|
14,906
|
15,030
|
-1%
|
|
|
|
|
|
|
VENUE
|
Dec
2017
|
Dec
2016
|
Percent
Change
|
Open
outcry
|
953
|
1,442
|
-17%
|
CME Globex
|
13,362
|
13,070
|
2%
|
Privately
negotiated
|
591
|
817
|
-28%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Dec-17
|
Nov-17
|
Oct-17
|
Sep-17
|
Interest
Rates
|
7,970
|
8,379
|
7,844
|
7,424
|
Equity
Indexes
|
2,632
|
2,667
|
2,658
|
2,624
|
Foreign Exchange
(FX)
|
941
|
1,014
|
976
|
971
|
Energy
|
2,489
|
2,579
|
2,617
|
2,693
|
Agricultural
Commodities
|
1,278
|
1,284
|
1,231
|
1,381
|
Metals
|
616
|
657
|
615
|
611
|
Total
|
15,925
|
16,580
|
15,942
|
15,704
|
|
|
|
|
|
VENUE
|
Dec-17
|
Nov-17
|
Oct-17
|
Sep-17
|
Open
outcry
|
1,066
|
1,106
|
1,025
|
889
|
Electronic
|
14,265
|
14,872
|
14,349
|
14,264
|
Privately
negotiated
|
594
|
604
|
568
|
552
|
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-17
|
Oct-17
|
Sep-17
|
Aug-17
|
Interest
Rates
|
0.464
|
0.471
|
0.485
|
0.490
|
Equity
Indexes
|
0.736
|
0.732
|
0.738
|
0.734
|
Foreign Exchange
(FX)
|
0.784
|
0.783
|
0.796
|
0.801
|
Energy
|
1.114
|
1.077
|
1.072
|
1.062
|
Agricultural
Commodities
|
1.254
|
1.257
|
1.251
|
1.269
|
Metals
|
1.299
|
1.319
|
1.376
|
1.420
|
Total
|
0.723
|
0.726
|
0.749
|
0.761
|
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 Globe platform. The company also offers clearing and
settlement services across asset classes for exchange-traded and
over-the-counter derivatives through CME Clearing. 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,
Globe and E-mini are trademarks of Chicago Mercantile Exchange
Inc. CBOT and Chicago Board
of Trade are trademarks of Board of Trade of the City of Chicago, Inc. NYMEX, New York
Mercantile Exchange and Clear Port 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 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