CHICAGO, July 2, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that June 2015 volume averaged 14.6 million contracts per day, up 15 percent from June 2014. Total volume for June 2015 was more than 320 million contracts, of which 88 percent was traded electronically. Options volume in June averaged 2.9 million contracts per day, up 28 percent versus June 2014, with electronic options growing 48 percent over the same period.

CME Group interest rate volume averaged 6.9 million contracts per day in June 2015, up 8 percent compared with June 2014. Treasury average daily volume rose 17 percent, with Treasury futures volume of 2.7 million contracts per day, up 12 percent from the same period a year ago. Treasury options volume grew 37 percent to more than 748,000 contracts per day and included record Weekly Treasury options average daily volume. Eurodollar futures volume averaged 2.5 million contracts per day, down 5 percent compared with June 2014. Eurodollar options volume averaged 908,000 contracts per day, up 13 percent, driven by 84 percent growth in Eurodollar options traded on Globex. In June, 19 percent of the Eurodollar options volume traded electronically, the highest monthly percentage since early 2008, and up from 12 percent electronic a year ago.

CME Group foreign exchange (FX) volume averaged 987,000 contracts per day, up 29 percent from June 2014. The average daily notional value of FX contracts traded in June was $104 billion. CME Group equity index volume in June 2015 averaged 2.9 million contracts per day, up 16 percent from the same period a year ago.

CME Group agricultural commodities volume averaged a record 1.7 million contracts per day, up 48 percent from June 2014. CME Group energy volume averaged 1.7 million contracts per day in June 2015, up 13 percent compared with the prior-year period. CME Group metals volume averaged 333,000 contracts per day, up 3 percent compared with the prior June.

In June 2015, CME Group cleared $148 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 63 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 2,197.

Second-quarter 2015 volume averaged 13.3 million contracts per day, up 6 percent from second-quarter 2014. Record agricultural commodities volume grew 30 percent compared with second-quarter 2014, while FX average daily volume grew 42 percent and energy average daily volume grew 20 percent. Other quarterly highlights include average daily volume records for Weekly Treasury options, RBOB Gas futures and options, and Soft Red Winter Wheat, Hard Red Winter Wheat and Soybean Meal futures and options.




    MONTHLY AVERAGE DAILY VOLUME (ADV)


                                          Total Exchange ADV

                                            ( in thousands)


                                       June 2015             June 2014
                                       ---------             ---------

     Trading
     Days                                            22                    21


     PRODUCT
     LINE                              June 2015             June 2014        Percent Change
                                       ---------             ---------        --------------

     Interest
     Rates                                        6,949                 6,434                  8%

    Equity
     Indexes                                      2,869                 2,482                 16%

     Foreign
     Exchange
     (FX)                                           987                   765                 29%

    Energy                                        1,713                 1,512                 13%

     Agricultural
     Commodities                                  1,739                 1,173                 48%

    Metals                                          333                   325                  3%
                                                    ---                   ---                 ---

         Total                                   14,590                12,691                 15%


    VENUE                              June 2015             June 2014        Percent Change
                                       ---------             ---------        --------------

    Open
     outcry                                       1,236                 1,091                 13%

    CME
     Globex                                      12,787                10,906                 17%

     Privately
     negotiated*                                    567                   694                -18%



    QUARTERLY AVERAGE DAILY VOLUME (ADV)


                                           Total Exchange ADV

                                             ( in thousands)


                                         Q2 2015              Q2 2014
                                         -------              -------

    Trading
     Days                                             64                  63


    PRODUCT
     LINE                                Q2 2015              Q2 2014        Percent Change
                                         -------              -------        --------------

     Interest
     Rates                                         6,599               6,668                 -1%

    Equity
     Indexes                                       2,364               2,468                 -4%

    Foreign
     Exchange
     (FX)                                            903                 638                 42%

    Energy                                         1,749               1,458                 20%

     Agricultural
     Commodities                                   1,400               1,081                 30%

    Metals                                           331                 323                  2%
                                                     ---                 ---                 ---

         Total                                    13,347              12,636                  6%


    VENUE                                Q2 2015              Q2 2014        Percent Change
                                         -------              -------        --------------

    Open
     outcry                                        1,108               1,100                  1%

    CME
     Globex                                       11,705              10,888                  8%

     Privately
     negotiated*                                     534                 647                -18%



    ROLLING THREE-MONTH AVERAGES


     Average
     Daily
     Volume
     (In
     thousands)


                                 3-Month Period Ending

     PRODUCT
     LINE                                Jun-15        May-15        Apr-15        Mar-15

     Interest
     Rates                                       6,599         6,433         6,674         7,564

    Equity
     Indexes                                     2,364         2,352         2,401         2,772

     Foreign
     Exchange
     (FX)                                          903           937           900           954

    Energy                                       1,749         1,800         2,003         2,142

     Agricultural
     Commodities                                 1,400         1,179         1,236         1,189

    Metals                                         331           342           340           369
                                                   ---           ---           ---           ---

         Total                                  13,347        13,043        13,553        14,990


    VENUE                                Jun-15        May-15        Apr-15        Mar-15

    Open
     outcry                                      1,108         1,073         1,163         1,291

    Electronic                                  11,705        11,436        11,815        13,034

     Privately
     negotiated                                    567           534           574           665


     Average
     Rate
     Per
     Contract
     (In
     dollars)


                                 3-Month Period Ending

     PRODUCT
     LINE                                May-15        Apr-15        Mar-15        Feb-15

     Interest
     Rates                                       0.498         0.493         0.480         0.475

    Equity
     Indexes                                     0.731         0.730         0.721         0.709

     Foreign
     Exchange
     (FX)                                        0.820         0.829         0.831         0.815

    Energy                                       1.278         1.261         1.250         1.254

     Agricultural
     Commodities                                 1.315         1.341         1.324         1.344

    Metals                                       1.644         1.662         1.662         1.659
                                                 -----         -----         -----         -----

         Total                                   0.775         0.778         0.753         0.743

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