CME Group Volume Averaged 12.8 Million Contracts per Day in July 2015, Up 5 Percent from July 2014

- Agricultural commodities average daily volume rose 32 percent

- Treasury options average daily volume increased 27 percent, with record weekly treasury options

- Foreign exchange (FX) average daily volume rose 26 percent

- Metals average daily volume increased 20 percent

- Energy average daily volume rose 12 percent

Aug 04, 2015, 07:30 ET from CME Group

CHICAGO, Aug. 4, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that July 2015 volume averaged 12.8 million contracts per day, up 5 percent from July 2014.  Total volume was more than 282 million contracts, of which 87 percent was traded electronically.  Options volume in July averaged 2.9 million contracts per day, up 22 percent versus July 2014, with electronic options growing 36 percent over the same period.

CME Group interest rate volume averaged 5.9 million contracts per day in July 2015, down 5 percent compared with July 2014.  Treasury average daily volume rose 3 percent, with treasury futures volume of 2.2 million contracts per day, down 2 percent from the same period a year ago.  Treasury options volume grew 27 percent to more than 634,000 contracts per day and included record weekly treasury options average daily volume of 147,707.  Eurodollar futures volume averaged 2.1 million contracts per day, down 20 percent compared with July 2014.  Eurodollar options volume averaged 927,000 contracts per day, up 14 percent, driven by 62 percent growth in Eurodollar options traded on the CME Globex platform.  In July, 21 percent of the Eurodollar options volume traded electronically.

CME Group foreign exchange (FX) volume averaged 733,000 contracts per day, up 26 percent from July 2014.  The average daily notional value of FX contracts traded in July was $73 billion.  CME Group equity index volume in July 2015 averaged 2.5 million contracts per day, up 5 percent from the same period a year ago.   

CME Group agricultural commodities volume averaged 1.4 million contracts per day, up 32 percent from July 2014.  CME Group energy volume averaged 1.8 million contracts per day in July 2015, up 12 percent compared with the prior-year period.  CME Group metals volume averaged 381,000 contracts per day, up 20 percent compared with the prior July.

In July 2015, CME Group cleared $72 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was $24 trillion, which represents 62 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,318.

MONTHLY AVERAGE DAILY VOLUME (ADV)




Total Exchange ADV

( in thousands)



Jul 2015

Jul 2014


Trading Days

22

22





PRODUCT LINE

Jul 2015

Jul 2014

Percent Change

Interest Rates

5,930

6,219

-5%

Equity Indexes

2,542

2,413

5%

Foreign Exchange (FX)

733

583

26%

Energy

1,835

1,636

12%

Agricultural Commodities

1,414

1,074

32%

Metals

381

319

20%

     Total

12,835

12,243

5%




VENUE

Jul 2015

Jul 2014

Percent Change

Open outcry

1,164

1,053

10%

CME Globex

11,117

10,517

6%

Privately negotiated*

554

673

-18%

 

ROLLING THREE-MONTH AVERAGES



Average Daily Volume (In thousands)




3-Month Period Ending

PRODUCT LINE

Jul-15

Jun-15

May-15

Apr-15

Interest Rates

6,876

6,599

6,433

6,674

Equity Indexes

2,519

2,364

2,352

2,401

Foreign Exchange (FX)

866

903

937

900

Energy

1,764

1,749

1,800

2,003

Agricultural Commodities

1,447

1,400

1,179

1,236

Metals

351

331

342

340

     Total

13,823

13,347

13,043

13,553






VENUE

Jul-15

Jun-15

May-15

Apr-15

Open outcry

1,179

1,108

1,073

1,163

Electronic

12,086

11,705

11,436

11,815

Privately negotiated

557

534

534

574

 

Average Rate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Jun-15

May-15

Apr-15

Mar-15

Interest Rates

0.502

0.498

0.493

0.480

Equity Indexes

0.725

0.731

0.730

0.721

Foreign Exchange (FX)

0.816

0.820

0.829

0.831

Energy

1.277

1.278

1.261

1.250

Agricultural Commodities

1.311

1.315

1.341

1.324

Metals

1.634

1.644

1.662

1.662

     Total

0.777

0.775

0.778

0.753

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform, its trading facilities in New York and Chicago, and through its London-based CME Europe derivatives exchange.  CME Group also operates one of the world's leading central counterparty clearing providers through CME Clearing and CME Clearing Europe, which offer clearing and settlement services across asset classes for exchange-traded contracts and over-the-counter derivatives transactions.  These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.

CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange 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, Inc.  NYMEX, New York Mercantile Exchange and ClearPort are registered trademarks of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, Inc.  KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, Inc.  All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.

CME-G  

 

SOURCE CME Group



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