CME announced that May 2016 volume averaged 14.9 million contracts per day 

CME Group

CME Group, the world’s leading and most diverse derivatives marketplace, today announced that May 2016 volume averaged 14.9 million contracts per day, up 6 percent fromMay 2015.  CME Group May 2016 options volume averaged 2.8 million contracts per day, up 10 percent versus May 2015, with electronic options averaging 1.6 million contracts per day, up 13 percent over the same period last year.  Total open interest at the end of May was 113 million contracts, up 23 percent from year-end 2015.

Metals volume averaged 479,000 contracts per day in May 2016, up 42 percent from May 2015. Highlights include:

  • Grew Gold futures average daily volume 52 percent to 286,000 and Silver futures average daily volume 27 percent to 57,000 contracts
  • Increased Copper futures and options average daily volume 35 percent to 73,000 contracts
  • Set five open interest records for Copper futures, including the most recent record of 217,128 contracts on May 31

Energy volume averaged 2.2 million contracts per day in May 2016, up 28 percent from May 2015. Highlights include:

  • Achieved 42 percent growth in average daily volume across Crude Oil products, driven primarily by WTI futures average daily volume of 1 million contracts, up 51 percent, while WTI options average daily volume grew 18 percent
  • Grew Heating Oil futures and options average daily volume 24 percent
  • Increased Gasoline futures and options average daily volume 18 percent

Equity index volume averaged 2.6 million contracts per day in May 2016, up 23 percent from May 2015. Highlights include:

  • Grew E-mini S&P 500 futures average daily volume 28 percent to 1.6 million contracts per day, and E-mini S&P 500 options average daily volume 16 percent to 503,000 contracts per day
  • Achieved 18 percent growth in E-mini NASDAQ 100 futures average daily volume, with 131 percent growth in E-mini NASDAQ 100 options average daily volume
  • Continued growth trend in Nikkei 225 futures average daily volume, with a 14 percent increase
  • Grew participation in CME Group’s BTIC functionality with a record single day for NASDAQ 100 on May 31

Agricultural volume averaged 1.4 million contracts per day in May 2016, up 22 percent from May 2015. Highlights include:

  • Grew Soybean futures and options average daily volume 71 percent to 402,000 contracts per day, while Soybean Meal futures and options average daily volume grew 45 percent
  • Achieved 23 percent growth in Hard Red Winter Wheat futures and options average daily volume
  • Grew agricultural options average daily volume 19 percent, with 44 percent growth in electronic agricultural options

Interest rate volume averaged 7.5 million contracts per day in May 2016, down 5 percent from May 2015. Highlights include:

  • Grew Eurodollar options average daily volume 48 percent to 1.1 million contracts per day
  • Saw Fed Fund Futures average daily volume reach 137,000 contacts, third highest month, and achieve record open interest of more than 1 million contracts on May 31
  • Reached highest volume of Ultra 10-Year U.S. Treasury Note futures traded in a single day on May 26, with 195,000 contracts

Foreign exchange volume averaged 716,000 contracts per day in May 2016, down 19 percent from May 2015. Highlights include:

  • Increased Emerging Market currency pairs futures and options average daily volume, with Brazilian Real up 113 percent, South African Rand up 105 percent, Russian Ruble up 66 percent, Mexican Peso up 49 percent, and Canadian Dollar and Australian Dollar both up 21 percent
  • Grew Indian Rupee/USD futures average daily volume 12 percent, reaching a record trading day on May 27 of 1,373 contracts

Source: CME Group

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