CME Group Volume Averaged 15.6 Million Contracts per Day in January 2015, Up 21 Percent from January 2014

- Delivered highest January average daily volume since 2008

- Achieved double-digit year-over-year average daily volume growth across all product lines

- Reached record energy average daily volume of 2.2 million contracts, supported by records in crude oil, Brent (BZ), and refined products

News provided by

CME Group

Feb 03, 2015, 07:30 ET

CHICAGO, Feb. 3, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that January 2015 volume averaged 15.6 million contracts per day, up 21 percent from January 2014. Total volume for January 2015 was more than 312 million contracts, of which 87 percent was traded electronically. Options volume in January averaged 3.1 million contracts per day, up 22 percent versus January 2014, with electronic options growing 35 percent over the same period.

CME Group interest rate volume averaged 7.7 million contracts per day in January 2015, up 22 percent compared with January 2014. Eurodollar futures volume averaged 3.0 million contracts per day, up 16 percent from the same period a year ago. Eurodollar options volume averaged 1.0 million contracts per day, up 24 percent from January last year. Treasury futures volume averaged 2.9 million contracts per day, up 26 percent compared with January 2014. Treasury options volume averaged 704,000 contracts per day, up 23 percent from the same period last year. Overall CME Group interest rate open interest increased 7 percent since year-end 2014.

CME Group foreign exchange (FX) volume averaged 996,000 contracts per day, up 21 percent from January 2014. The average daily notional value of FX contracts traded in January was $108 billion. CME Group equity index volume in January 2014 averaged 3.2 million contracts per day, up 22 percent from the same period a year ago.

CME Group agricultural commodities volume averaged 1.1 million contracts per day in January 2015, up 11 percent compared with the prior-year period. CME Group energy volume averaged a record 2.2 million contracts per day, up 19 percent from January 2014, including monthly records in crude oil futures and options, Brent Last Day financial futures (BZ) and refined products futures and options. CME Group metals volume averaged 410,000 contracts per day, up 24 percent compared with the prior January.

In January 2015, CME Group cleared $157 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. During the month, OTC interest rate swap open interest increased to $23.7 trillion, which represents 64 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 2,105.

MONTHLY AVERAGE DAILY VOLUME (ADV)

Total Exchange ADV ( in thousands)

	Jan 2015	Jan 2014
Trading Days	20	21

PRODUCT LINE	Jan 2015	Jan 2014	Percent Change
Interest Rates	7,686	6,303	22%
Equity Indexes	3,190	2,610	22%
Foreign Exchange (FX)	996	822	21%
Energy	2,196	1,849	19%
Agricultural Commodities	1,144	1,031	11%
Metals	410	331	24%
Total	15,622	12,946	21%

VENUE	Jan 2015	Jan 2014	Percent Change
Open outcry	1,323	1,116	19%
CME Globex	13,545	11,003	23%
Privately negotiated*	754	827	-9%

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)

	3-Month Period Ending
PRODUCT LINE	Jan-15	Dec-14	Nov-14	Oct-14
Interest Rates	6,892	7,445	7,941	8,221
Equity Indexes	2,791	3,114	3,112	3,158
Foreign Exchange (FX)	961	959	1,024	937
Energy	1,939	1,797	1,757	1,609
Agricultural Commodities	1,127	1,173	1,205	1,127
Metals	389	361	373	312
Total	14,069	14,848	15,411	15,364

VENUE	Jan-15	Dec-14	Nov-14	Oct-14
Open outcry	1,152	1,218	1,323	1,358
Electronic	12,263	12,982	13,387	13,330
Privately negotiated	654	648	701	676

Average Rate Per Contract (In dollars)

	3-Month Period Ending
PRODUCT LINE	Nov-14	Oct-14	Sep-14	Aug-14
Interest Rates	0.471	0.467	0.473	0.473
Equity Indexes	0.692	0.684	0.687	0.695
Foreign Exchange (FX)	0.746	0.759	0.788	0.830
Energy	1.299	1.302	1.291	1.259
Agricultural Commodities	1.317	1.331	1.362	1.398
Metals	1.677	1.692	1.707	1.709
Total	0.724	0.705	0.725	0.740

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.

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SOURCE CME Group