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


CME Group with multiple records in 2018 volumes report

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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