ENERGY May 216 Monthly Energy Review A Global Trading Summary of Energy Markets Highlights Futures Options How the world advances
Monthly Energy Review ENERGY TRADING HIGHLIGHTS May 216 Average daily volume for May 216 Light Sweet Crude Oil futures was 1,23,525 contracts, compared with 677,647 during May 215, an increase of 51.4 percent. Average daily volume for May 216 Light Sweet Crude Oil options was 162,48 contracts, compared with 133,488 during May 215, an increase of 21.4 percent. Average daily volume for May 216 Natural Gas futures was 337,622 contracts, compared with 333,161 during May 215, an increase of 1.34 percent. Average daily volume for May 216 NY Harbor ULSD futures was 164,39 contracts, compared with 13,827 during May 215, an increase of 25.65 percent. Average daily volume for May 216 RBOB Gasoline futures was 184,482 contracts, compared with 155,697 during May 215, an increase of 18.49 percent. Average daily volume for May 216 Brent Crude Oil Financial futures was 84,681 contracts, compared with 77,695 during May 215, an increase of 8.99 percent. 1
www.cmegroup.com/energy Scorecard - Average Daily Volume and Open Interest Statistics May 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 31-May-'16 US$/MT Except NG=US$/ Cubic Meter 31-May-'16 2-Day Historical Volatility Light Sweet Crude Oil Futures CL 1,23,525 $5,255 1,79,54 $83,938 49.1 $36.5 25.98% Options LO 162,48 2,697,86 European Style Options LC 87 91,873 Natural Gas Futures NG 337,622 $7,725 1,75,414 $24,65 2.288 $.8 35.51% Options ON 9,921 12,6 European Style Options LN 7,811 2,681,7 NY Harbor ULSD Futures HO 164,39 $1,337 49,39 $25,742 149.71 $469.2 28.83% Options OH 2,769 7,732 RBOB Gasoline Futures RB 184,482 $12,51 39,772 $26,48 161.34 $578.7 31.55% Options OB 1,853 33,331 DME Oman Crude Oil Futures OQ 7,451 16,472 Brent Crude Oil Financial Futures BZ 84,681 156,945 49.69 3.62% PJM Financially Settled Electricity Futures & Swap Futures JM+L1* 293 3,43 Options JO+PML+6O* 4 2,6 * L1 is adjusted to JM contract size; PML and 6O are adjusted to JO size. 2
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
www.cmegroup.com/energy 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
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
www.cmegroup.com/energy 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
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
www.cmegroup.com/energy 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
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
www.cmegroup.com/energy Average Hourly Total Volume - All Hours - May 216 35, 3, 25, NY Harbor ULSD Futures RBOB Gasoline Futures Natural Gas Futures Light Sweet Crude Oil Futures Contracts 2, 15, 1, 5, New York Time Average Hourly Total Volume - Extended Trading Hours - May 216 5, 45, 4, 35, NY Harbor ULSD Futures RBOB Gasoline Futures Natural Gas Futures Light Sweet Crude Oil Futures Contracts 3, 25, 2, 15, 1, 5, New York Time 1
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
www.cmegroup.com/energy 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
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