CME Group reaches record ADV of 15.6 million contracts in 2016, up 12% YoY


The derivatives marketplace operator CME Group just keeps breaking records, announcing that 2016 average daily volume (ADV) reached 15.6 million contracts, up 12% from 2015.

Five of CME Group’s top ten daily volume days occurred within 2016, with three of those during the fourth quarter. CME Group fourth-quarter 2016 ADV reached a 16.3 million contracts, up 24% from fourth-quarter 2015, while December 2016 ADV reached 15 million contracts, up 15% compared with December last year.

Full-year 2016 options volume averaged a record 3.1 million contracts per day, up 14% versus 2016, with electronic options averaging a record 1.7 million contracts per day, up 21% over the same period last year. Open interest at the end of December was 103 million contracts, up 13% from year-end 2015, and daily open interest reached an all-time high of 122.6 million contracts on December 15, 2016.

Metals volume averaged a record 488,000 contracts per day in fourth-quarter 2016, up 49 percent from fourth-quarter 2015.

  • Grew Gold futures and options ADV 51 percent to 279,000 contracts
  • Increased Silver futures and options ADV 45 percent to 80,000 contracts

Interest rate volume averaged a record 8.3 million contracts per day in fourth-quarter 2016, up 36 percent from fourth-quarter 2015.

  • Grew Eurodollar futures ADV 47 percent to nearly 3 million contracts, and Eurodollar options ADV 21 percent to 1.3 million contracts
  • Grew Fed Fund futures ADV 46 percent to 123,000 contracts
  • Achieved Treasury futures ADV of 3.2 million contracts, up 32 percent, and Treasury options ADV of 664,000 contracts, up 44 percent
  • Reached highest quarterly ADV in Ultra 10-Year Treasury Note futures and options, launched in early January 2016, with nearly 100,000 contracts per day
  • Reached record levels in overall interest rate open interest of nearly 74 million contracts during December, with quarter-end open interest of 58 million contracts, up 25 percent from 47 million contracts at the same time last year

Energy volume averaged a record 2.6 million contracts per day in fourth-quarter 2016, up 27 percent from fourth-quarter 2015.

  • Grew WTI Crude Oil futures and options ADV 45 percent to a record 1.4 million contracts
  • Maintained November 2016 month-end record level of WTI Crude Oil futures (CL) open interest of more than 2.1 million contracts during December, and finished quarter-end up 24 percent

Foreign exchange volume averaged 883,000 contracts per day in fourth-quarter 2016, up 13 percent from fourth-quarter 2015.

  • Grew British Pound futures and options ADV 52 percent to 133,000 contracts
  • Achieved quarterly ADV record in European option and Mexican Peso options

Equity index volume averaged 2.9 million contracts per day in fourth-quarter 2016, up 5 percent from fourth-quarter 2015.

  • Grew Equity Index options ADV 26 percent to a record 680,000 contracts
  • Achieved ADV of 42,000 contracts for S&P 500 and E-mini S&P 500 Wednesday Weekly options launched September 26, 2016

Agricultural volume averaged 1.2 million contracts per day in fourth-quarter 2016, down 1 percent from fourth-quarter 2015.

  • Grew Hard Red Winter Wheat futures and options ADV 36 percent

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CME Group reaches record ADV of 15.6 million contracts in 2016, up 12% YoY

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