CME GROUP INC. CHICAGO, Dec. 2, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that November 2014 volume averaged 13.0 million contracts per day, up 7 percent from November 2013. Total volume for November 2014 was more than 246 million contracts, of which 88 percent was traded electronically. Options volume in November averaged 2.2 million contracts per day, up 16 percent versus November 2013, with electronic options growing 24 percent over the same period.
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CME Group interest rate volume averaged 6.3 million contracts per day in November 2014, up 4 percent compared with November 2013. Eurodollar futures volume averaged 1.8 million contracts per day, down 8 percent from the same period a year ago. Eurodollar options volume averaged 606,000 contracts per day, up 25 percent from November last year. Treasury futures volume averaged 3.3 million contracts per day, up 10 percent compared with November 2013. Treasury options volume averaged 482,000 contracts per day, down 9 percent from the same period last year, with a record 67 percent of the overall Treasury options volume trading electronically. Overall CME Group interest rate open interest has increased 41 percent year-to-date.
CME Group FX volume averaged 929,000 contracts per day, up 29 percent from November 2013. The average daily notional value of FX contracts traded in November was $105 billion. CME Group equity index volume in November 2014 averaged 2.0 million contracts per day, down 8 percent from the same period a year ago.
CME Group agricultural commodities volume averaged 1.3 million contracts per day in November 2014, up 7 percent compared with the prior-year period. CME Group energy volume averaged 1.9 million contracts per day, up 25 percent from November 2013. CME Group metals volume averaged 477,000 contracts per day, up 26 percent compared with the prior November.
In November 2014, CME Group cleared $153 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. During the month, OTC interest rate swap open interest increased 4 percent from the end of October to $22.8 trillion, which represents 61 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,506.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Nov 2014 Nov 2013
-------- --------
Trading Days 19 20
PRODUCT LINE Nov 2014 Nov 2013 Percent Change
-------- -------- --------------
Interest Rates 6,271 6,017 4%
Equity Indexes 2,042 2,213 -8%
Foreign Exchange (FX) 929 718 29%
Energy 1,923 1,533 25%
Agricultural
Commodities 1,310 1,220 7%
Metals 477 379 26%
--- --- ---
Total 12,953 12,079 7%
VENUE Nov 2014 Nov 2013 Percent Change
-------- -------- --------------
Open outcry 993 966 3%
CME Globex 11,355 10,481 8%
Privately negotiated* 604 633 -4%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Nov-14 Oct-14 Sep-14 Aug-14
Interest
Rates 7,941 8,221 7,181 6,643
Equity
Indexes 3,112 3,158 2,586 2,392
Foreign
Exchange
(FX) 1,024 937 797 671
Energy 1,757 1,609 1,562 1,534
Agricultural
Commodities 1,205 1,127 1,058 1,104
Metals 373 312 308 308
--- --- --- ---
Total 15,411 15,364 13,493 12,651
VENUE Nov-14 Oct-14 Sep-14 Aug-14
Open
outcry 1,323 1,358 1,208 1,092
Electronic 13,387 13,330 11,627 10,925
Privately
negotiated* 701 676 657 634
*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 Oct-14 Sep-14 Aug-14 Jul-14
Interest
Rates 0.467 0.473 0.473 0.470
Equity
Indexes 0.684 0.687 0.695 0.704
Foreign
Exchange
(FX) 0.759 0.788 0.830 0.850
Energy 1.302 1.291 1.259 1.250
Agricultural
Commodities 1.331 1.362 1.398 1.409
Metals 1.692 1.707 1.709 1.712
----- ----- ----- -----
Total 0.705 0.725 0.740 0.737
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
