CME GROUP INC. 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
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SOURCE CME Group
