CME GROUP INC. CHICAGO, Aug. 4, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that July 2014 volume averaged 12.2 million contracts per day, up 13 percent from July 2013. Total volume for July 2014 was more than 269 million contracts, of which 86 percent was traded electronically. CME Group open interest stands at 101 million contracts at the end of July, up 10 percent from the end of June 2014 and 20 percent year-to-date.
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CME Group interest rate volume averaged 6.2 million contracts per day in July 2014, up 25 percent compared with July 2013. Eurodollar futures volume averaged 2.6 million contracts per day, up 40 percent from the same period a year ago. Eurodollar options volume averaged 812,000 contracts per day, up 38 percent from July last year. Treasury futures volume averaged 2.3 million contracts per day, up 15 percent compared with July 2013. Treasury options volume averaged 500,000 contracts per day, down 5 percent from the same period last year. Overall CME Group interest rate open interest increased 14 percent from the end of June 2014 to 49 million contracts.
CME Group equity index volume in July 2014 averaged 2.4 million contracts per day, up 19 percent from the same period a year ago. CME Group foreign exchange (FX) volume averaged 583,000 contracts per day, down 28 percent from July 2013. The average daily notional value of FX contracts traded in July was $71 billion.
CME Group agricultural commodities volume averaged 1.1 million contracts per day in July 2014, up 9 percent compared with the prior-year period, and open interest was up 11 percent from the end of June 2014. CME Group metals volume in July 2014 averaged 319,000 contracts per day, down 15 percent from July 2013. CME Group energy volume averaged 1.6 million contracts per day in July 2014, down 4 percent compared with the prior July.
In July 2014, CME Group cleared $145 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. During the month, OTC interest rate swap open interest increased 19 percent from the end of June to $17.2 trillion, which represents 53 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,167.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Jul 2014 Jul 2013
-------- --------
Trading Days 22 22
PRODUCT LINE Jul 2014 Jul 2013 Percent Change
-------- -------- --------------
Interest Rates 6,219 4,968 25%
Equity Indexes 2,411 2,029 19%
Foreign
Exchange (FX) 583 807 -28%
Energy 1,635 1,698 -4%
Agricultural
Commodities 1,076 984 9%
Metals 319 376 -15%
--- --- ---
Total 12,243 10,863 13%
VENUE Jul 2014 Jul 2013 Percent Change
-------- -------- --------------
Open outcry 1,053 1,025 3%
CME Globex 10,517 9,236 14%
Privately
negotiated* 673 602 12%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT LINE Jul-14 Jun-14 May-14 Apr-14
Interest
Rates 6,741 6,668 6,869 6,612
Equity
Indexes 2,353 2,465 2,715 2,938
Foreign
Exchange
(FX) 645 638 668 726
Energy 1,520 1,457 1,437 1,568
Agricultural
Commodities 1,057 1,084 1,062 1,212
Metals 322 323 342 351
--- --- --- ---
Total 12,638 12,636 13,093 13,408
VENUE Jul-14 Jun-14 May-14 Apr-14
Open outcry 1,108 1,100 1,135 1,149
Electronic 10,863 10,888 11,291 11,556
Privately
negotiated* 667 647 667 704
*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 Jun-14 May-14 Apr-14 Mar-14
Interest Rates 0.473 0.477 0.482 0.481
Equity Indexes 0.714 0.712 0.705 0.712
Foreign Exchange
(FX) 0.861 0.854 0.822 0.804
Energy 1.298 1.340 1.379 1.364
Agricultural
Commodities 1.430 1.410 1.392 1.369
Metals 1.715 1.723 1.712 1.707
----- ----- ----- -----
Total 0.749 0.748 0.769 0.767
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.
CME-G
SOURCE CME Group
