Monthly Energy Review
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1 ENERGY February 216 Monthly Energy Review A Global Trading Summary of Energy Markets Highlights Futures Options How the world advances
2 Monthly Energy Review ENERGY TRADING HIGHLIGHTS February 216 Average daily volume for February 216 Light Sweet Crude Oil futures was 1,28,335 contracts, compared with 1,66,477 during February 215, an increase of 2.5 percent. Average daily volume for February 216 Light Sweet Crude Oil options was 21,13 contracts, compared with 192,243 during February 215, an increase of 4.62 percent. Average daily volume for February 216 Natural Gas futures was 35,194 contracts, compared with 169,196 during February 215, an increase of percent. Average daily volume for February 216 NY Harbor ULSD futures was 16,88 contracts, compared with 181,638 during February 215, a decrease of percent. Average daily volume for February 216 RBOB Gasoline futures was 192,84 contracts, compared with 178,39 during February 215, an increase of 7.73 percent. Average daily volume for February 216 Brent Crude Oil Financial futures was 18,673 contracts, compared with 159,14 during February 215, a decrease of 31.7 percent. 1
3 Scorecard - Average Daily Volume and Open Interest Statistics February 216 Average Daily Volume Open Interest U.S. and Metric Spot Price & Conversion Electronic/Pit Ticker Symbols Contracts $ Notional ($ Millions) Contracts $ Notional ($ Millions) US$ Spot Month Close 29-Feb-'16 US$/MT Except NG=US$/ Cubic Meter 29-Feb-'16 2-Day Historical Volatility Light Sweet Crude Oil Futures CL 1,28,335 $43,211 1,765,63 $59, $ % Options LO 21,13 2,698,15 European Style Options LC 3,38 91,71 Natural Gas Futures NG 35,194 $5,992 1,34,97 $17, $ % Options ON 13,751 94,281 European Style Options LN 18,6 2,756,114 NY Harbor ULSD Futures HO 16,88 $7, ,612 $16, $ % Options OH 2,421 62,176 RBOB Gasoline Futures RB 192,84 $1,655 45,389 $22, $ % Options OB 2,58 42,157 DME Oman Crude Oil Futures OQ 7,427 24,667 Brent Crude Oil Financial Futures BZ 18, , % PJM Financially Settled Electricity Futures & Swap Futures JM+L1* ,549 Options JO+PML+6O* 4 1,244 * L1 is adjusted to JM contract size; PML and 6O are adjusted to JO size. 2
4 Monthly Energy Review Futures - Average Daily Volumes 2,5, 2,, DME Oman Crude Oil Futures Brent Crude Oil Financial Futures RBOB Gasoline Futures NY Harbor ULSD Futures Natural Gas Futures Light Sweet Crude Oil Futures Contracts 1,5, 1,, 5, Options - Average Daily Volumes 4, RBOB Gasoline Options Natural Gas Options Natural Gas European Style Options NY Harbor ULSD Options Light Sweet Crude Oil European Style Options Light Sweet Crude Oil Options 35, 3, 25, Contracts 2, 15, 1, 5, 3
5 Futures - Open Interest 4,5, 4,, DME Oman Crude Oil Futures RBOB Gasoline Futures Natural Gas Futures Brent Crude Oil Financial Futures NY Harbor ULSD Futures Light Sweet Crude Oil Futures 3,5, 3,, Contracts 2,5, 2,, 1,5, 1,, 5, Options - Open Interest 16,, RBOB Gasoline Options Light Sweet Crude Oil European Style Options Natural Gas European Style Options NY Harbor ULSD Options Natural Gas Options Light Sweet Crude Oil Options 14,, 12,, 1,, Contracts 8,, 6,, 4,, 2,, 4
6 Monthly Energy Review Light Sweet Crude Oil Futures - Average Daily Volume (ADV) and Open Interest (OI) ADV 1,4, Total ADV Open Interest OI 2,, 1,2, 1,8, 1,6, 1,, 1,4, 8, 1,2, 1,, 6, 8, 4, 6, 4, 2, 2, Natural Gas Futures - Average Daily Volume (ADV) and Open Interest (OI) ADV 5, Total ADV Open Interest OI 1,8, 45, 1,6, 4, 1,4, 35, 1,2, 3, 25, 2, 1,, 8, 15, 6, 1, 4, 5, 2, 5
7 NY Harbor ULSD Futures - Average Daily Volume (ADV) and Open Interest (OI) ADV 2, Total ADV Open Interest OI 45, 18, 4, 16, 35, 14, 3, 12, 1, 8, 25, 2, 6, 15, 4, 1, 2, 5, RBOB Gasoline Futures - Average Daily Volume (ADV) and Open Interest (OI) ADV 25, Total ADV Open Interest OI 45, 4, 2, 35, 3, 15, 25, 1, 2, 15, 5, 1, 5, 6
8 Monthly Energy Review DME Oman Crude Oil Futures - Average Daily Volume (ADV) and Open Interest (OI) ADV 12, Total ADV Electronic ADV Open Interest OI 35, 1, 3, 8, 25, 6, 2, 15, 4, 1, 2, 5, Brent Crude Oil Financial Futures - Average Daily Volume (ADV) and Open Interest (OI) ADV Total ADV Open Interest OI 18, 2, 16, 18, 14, 16, 12, 14, 12, 1, 1, 8, 8, 6, 6, 4, 4, 2, 2, 7
9 Light Sweet Crude Oil Futures - 2-Day Historical Volatility Light Sweet Crude Oil Futures 14% 12% 1% 8% 6% 4% 2% % 18% Natural Gas Futures - 2-Day Historical Volatility Natural Gas Futures 16% 14% 12% 1% 8% 6% 4% 2% % 8
10 Monthly Energy Review NY Harbor ULSD Futures - 2-Day Historical Volatility NY Harbor ULSD Futures 9% 8% 7% 6% 5% 4% 3% 2% 1% % 12% RBOB Gasoline Futures - 2-Day Historical Volatility RBOB Gasoline Futures 1% 8% 6% 4% 2% % 9
11 Average Hourly Total Volume - All Hours - February 216 4, 35, 3, NY Harbor ULSD Futures RBOB Gasoline Futures Natural Gas Futures Light Sweet Crude Oil Futures 25, Contracts 2, 15, 1, 5, New York Time Average Hourly Total Volume - Extended Trading Hours - February 216 6, 5, NY Harbor ULSD Futures RBOB Gasoline Futures Natural Gas Futures Light Sweet Crude Oil Futures 4, Contracts 3, 2, 1, New York Time 1
12 Monthly Energy Review CFTC COT Report - Light Sweet Crude Oil Futures Open Positions - Long 6, Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 3% 5, 25% Open Interest - Contracts 4, 3, 2, 2% 15% 1% 1, 5% % Source: CFTC 6, CFTC COT Report - Natural Gas Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 35% 5, 3% Open Interest - Contracts 4, 3, 2, 25% 2% 15% 1% 1, 5% % Source: CFTC 11
13 CFTC COT Report - NY Harbor ULSD Futures Open Positions - Long 16, Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 35% 14, 3% Open Interest - Contracts 12, 1, 8, 6, 4, 2, 25% 2% 15% 1% 5% % Source: CFTC 16, CFTC COT Report - RBOB Gasoline Futures Open Positions - Long Swap Dealers Long Managed Money Long % Swap Dealers Long % Managed Money Long 35% 14, 3% Open Interest - Contracts 12, 1, 8, 6, 4, 2, 25% 2% 15% 1% 5% % Source: CFTC 12
14 Monthly Energy Review CME GROUP HEADQUARTERS CME GROUP GLOBAL OFFICES 2 South Wacker Drive Chicago New York London Chicago, Illinois cmegroup.com Singapore Calgary Hong Kong Houston São Paulo Seoul Tokyo Washington D.C Futures trading is not suitable for all investors, and involves the risk of loss. Futures are a leveraged investment, and because only a percentage of a contract s value is required to trade, it is possible to lose more than the amount of money deposited for a futures position. Therefore, traders should only use funds that they can afford to lose without affecting their lifestyles. And only a portion of those funds should be devoted to any one trade because they cannot expect to profit on every trade. All references to options refer to options on futures. CME Group is a trademark of CME Group, Inc. The Globe Logo, CME, Chicago Mercantile Exchange, and Globex are trademarks of Chicago Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. New York Mercantile Exchange and NYMEX are registered trademarks of the New York Mercantile Exchange, Inc. All other trademarks are the properties of their respective owners. The information within this brochure has been compiled by CME Group for general purposes only. CME Group assumes no responsibility for any errors or omissions. Additionally, all examples in this brochure are hypothetical situations, used for explanation purposes only, and should not be considered investment advice or the results of actual market experience. All matters pertaining to rules and specifications herein are made subject to and are superseded by official CME, CBOT, and NYMEX rules. Current rules should be consulted in all cases concerning contract specifications. Copyright 214 CME Group. All rights reserved. AC395.9//614 13
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