CME sees record overall volumes in November, FX up 28% MoM


International derivatives marketplace CME Group Inc. (NASDAQ: CME) has announced that November 2016 average daily volume (ADV) reached a record 20.9 million contracts per day, up 52% from November 2015, FX up 28% MoM.

CME Group November 2016 options volume averaged 4.3 million contracts per day, up 63% versus November 2015, with electronic options averaging a record 2.4 million contracts per day, up 74% over the same period last year. CME Group year-to-date 2016 ADV through November averaged 15.7 million contracts per day, up 12% from the same period a year ago. Open interest at the end of November was 113 million contracts, up 11% from November 2015, and daily open interest reached a record of 117 million contracts on November 23, 2016.

Interest rate volume averaged a record 11.8 million contracts per day in November 2016, up 73 percent from November 2015. Highlights include:

  • Achieved record Treasury futures and options ADV of 5.9 million contracts, up 55 percent, including monthly ADV records across 10-Year, 5-Year, 2-Year and Ultra 10-Year Treasury Notes and Ultra Treasury Bonds
  • Grew Eurodollar futures ADV 102 percent to more than 4 million contracts, and Eurodollar options ADV 73 percent to 1.8 million contracts
  • Grew Fed Fund futures ADV 143 percent to 161,000 contracts per day
  • Reached record levels in overall interest rate open interest of more than 69 million contracts during the month, with month-end open interest of 67 million contracts, up 22 percent from 56 million contracts at the same time last year

Metals volume averaged a record 718,000 contracts per day in November 2016, up 71 percent from November 2015. Highlights include:

  • Grew Gold futures and options ADV 74 percent to a record 408,000 contracts
  • Increased Silver futures and options ADV 62 percent to 112,000 contracts
  • Achieved monthly futures and options ADV record for Copper of 168,000 contracts per day, up 82 percent
  • Achieved daily volume record of 897,219 Gold futures on November 9 and a record 332,467 Copper futures contracts on November 11

Energy volume averaged a record 2.8 million contracts per day in November 2016, up 41 percent from November 2015. Highlights include:

  • Grew WTI Crude Oil futures and options ADV 63 percent to a record 1.6 million contracts, and achieved a single-day trading volume record of 2.5 million contracts on November 30
  • Achieved record energy options ADV of 405,000 contracts, up 42 percent
  • Finished November with record level of physically delivered WTI Crude Oil futures (CL) open interest of more than 2.1 million contracts, up 27 percent
  • Increased electronic Natural Gas futures ADV 44 percent to 481,000 contracts
  • Reached record volume in Ethanol

Foreign exchange volume averaged 987,000 contracts per day in November 2016, up 39 percent from November 2015. Highlights include:

  • Grew British Pound futures and options ADV 61 percent to 135,000 contracts
  • Achieved monthly volume records across E-micro FX futures and options, European
  • Option futures and options, Indian Rupee futures and options and Mexican Peso options

Equity index volume averaged 3.2 million contracts per day in November 2016, up 34 percent from November 2015. Highlights include:

  • Grew Equity Index options ADV 60 percent to 803,000 contracts
  • Achieved ADV of 55,000 contracts for S&P 500 and E-mini S&P 500 Wednesday Weekly options launched September 26, 2016

Agricultural volume averaged 1.4 million contracts per day in November 2016, down 1 percent from November 2015. Highlights include:

  • Achieved 16 percent growth in Soybean futures and options and 11 percent growth in Soybean Oil futures and options
  • Grew Hard Red Winter Wheat futures and options ADV 14 percent

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CME sees record overall volumes in November, FX up 28% MoM

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