Volume was up 12% from 2015.
CME Group fourth-quarter 2016 ADV reached 16.3 million contracts, up 24% from the fourth quarter of 2015, while December 2016 ADV reached 15 million contracts, up 15% compared with December 2015. 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 in 2015. 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 Dec. 15, 2016.
Agricultural volume averaged 1.2 million contracts per day during the fourth quarter of 2016, down 1% from the same period in 2015. Highlights included an increase of 36% in hard red winter wheat futures and options ADV.
Foreign exchange volume averaged 883,000 contracts per day during the fourth quarter of 2016, up 13% from the fourth quarter of 2015. Highlights include:
- Grew British Pound futures and options ADV 52% to 133,000 contracts
- Achieved quarterly ADV record in European option and Mexican Peso options