CME GROUP INC. 
By CHICAGO, May 2, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that April 2014 volume averaged 12.2 million contracts per day, up 6 percent compared with April 2013. Total volume for April 2014 was more than 256 million contracts, of which 87 percent was traded electronically.
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CME Group interest rate volume averaged 6.0 million contracts per day in April, up 40 percent from April 2013. Eurodollar futures volume averaged 2.2 million contracts per day, up 60 percent from the same period a year ago. Eurodollar options volume averaged 735,000 contracts per day, up 132 percent from April last year. Treasury futures volume averaged 2.4 million contracts per day, up 13 percent compared with April 2013. Treasury options volume averaged 574,000 contracts per day, up 46 percent from the same period last year.
CME Group equity index volume in April 2014 averaged 2.7 million contracts per day, up 1 percent from the same period last year. CME Group foreign exchange (FX) volume averaged 559,000 contracts per day, down 38 percent from April 2013. The average daily notional value of FX contracts traded in April was $68 billion.
CME Group agricultural commodities volume averaged 1.2 million contracts per day, down 4 percent compared with the prior-year period. CME Group metals volume in April 2014 averaged 321,000 contracts per day, down 40 percent from April 2013. CME Group energy volume averaged 1.5 million contracts per day in April 2014, down 25 percent compared with the prior April.
In April 2014, CME Group cleared a $91 billion average daily notional value of OTC interest rate swaps. During the month, OTC interest rate swap open interest increased 6 percent from the end of March to $13.6 trillion, which represents 52 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,152.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Apr 2014 Apr 2013
-------- --------
Trading Days 21 22
PRODUCT LINE Apr 2014 Apr 2013 Percent Change
-------- -------- --------------
Interest Rates 5,976 4,272 40%
Equity Indexes 2,750 2,720 1%
Foreign Exchange
(FX) 559 898 -38%
Energy 1,452 1,934 -25%
Agricultural
Commodities 1,159 1,210 -4%
Metals 321 532 -40%
--- --- ---
Total 12,218 11,566 6%
Apr 2014 Apr 2013 Percent Change
VENUE
---
Open outcry 1,029 749 37%
CME Globex 10,575 10,096 5%
Privately
negotiated* 614 720 -15%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT LINE Apr-14 Mar-14 Feb-14 Jan-14
Interest
Rates 6,612 6,725 6,027 5,773
Equity
Indexes 2,938 2,890 2,636 2,440
Foreign
Exchange
(FX) 726 817 784 767
Energy 1,568 1,705 1,737 1,644
Agricultural
Commodities 1,212 1,168 1,058 1,011
Metals 351 355 318 328
--- --- --- ---
Total 13,408 13,659 12,561 11,964
Mar-14 Mar-14 Feb-14 Jan-14
VENUE
Open outcry 1,149 1,178 1,090 1,007
Electronic 11,556 11,703 10,714 10,238
Privately
negotiated* 704 778 757 719
*The privately negotiated
venue includes both
traditional block trades
as well as what was
historically categorized
as CME ClearPort. Going
forward there will no
longer be a break out
for CME ClearPort.
Average Rate Per Contract (In dollars)
3-Month Period
Ending
PRODUCT LINE Mar-14 Feb-14 Jan-14 Dec-13
Interest
Rates 0.481 0.492 0.499 0.504
Equity
Indexes 0.712 0.720 0.719 0.702
Foreign
Exchange
(FX) 0.804 0.806 0.823 0.835
Energy 1.364 1.325 1.303 1.279
Agricultural
Commodities 1.369 1.360 1.354 1.327
Metals 1.707 1.701 1.698 1.682
----- ----- ----- -----
Total 0.767 0.778 0.780 0.780
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 and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the world's leading central counterparty clearing providers, which offers 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
