CME GROUP INC. CHICAGO, May 4, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that April 2015 volume was 252 million contracts, down 2 percent from April 2014. Of the total volume, 87 percent was traded electronically. April 2015 volume averaged 11.5 million contracts per day, down 6 percent from April 2014. Options volume in April averaged 2.3 million contracts per day, down 1 percent versus April 2014, with electronic options growing 6 percent over the same period. Of the total options volume, 52 percent was traded electronically in April.
CME Group interest rate volume averaged 5.1 million contracts per day in April 2015, down 14 percent compared with April 2014. Eurodollar futures volume averaged 1.8 million contracts per day, down 18 percent from the same period a year ago. Eurodollar options volume averaged 791,000 contracts per day, up 8 percent from April last year. Treasury futures volume averaged 2.0 million contracts per day, down 17 percent compared with April 2014. Treasury options volume averaged 457,000 contracts per day, down 20 percent from the same period last year.
CME Group foreign exchange (FX) volume averaged 838,000 contracts per day, up 50 percent from April 2014. The average daily notional value of FX contracts traded in April was $86 billion. CME Group equity index volume in April 2015 averaged 2.1 million contracts per day, down 24 percent from the same period a year ago.
CME Group energy volume averaged 1.8 million contracts per day in April 2015, up 23 percent compared with the prior-year period. CME Group agricultural commodities volume averaged 1.3 million contracts per day, up 11 percent from April 2014. CME Group metals volume averaged 324,000 contracts per day, up 1 percent compared with the prior April.
In April 2015, CME Group cleared $105 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. Month-end OTC interest rate swap open interest was $24.8 trillion, which represents 66 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,531.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Apr 2015 Apr 2014
-------- --------
Trading Days 22 21
PRODUCT LINE Apr 2015 Apr 2014 Percent Change
-------- -------- --------------
Interest
Rates 5,126 5,976 -14%
Equity
Indexes 2,092 2,751 -24%
Foreign
Exchange
(FX) 838 559 50%
Energy 1,791 1,454 23%
Agricultural
Commodities 1,279 1,157 11%
Metals 324 321 1%
--- --- ---
Total 11,450 12,218 -6%
VENUE Apr 2015 Apr 2014 Percent Change
-------- -------- --------------
Open outcry 956 1,029 -7%
CME Globex 10,007 10,575 -5%
Privately
negotiated* 487 614 -21%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Apr-15 Mar-15 Feb-15 Jan-15
Interest
Rates 6,674 7,564 7,621 6,862
Equity
Indexes 2,401 2,772 2,858 2,791
Foreign
Exchange
(FX) 900 954 907 961
Energy 2,003 2,142 2,091 1,939
Agricultural
Commodities 1,236 1,189 1,139 1,127
Metals 340 369 343 389
--- --- --- ---
Total 13,553 14,990 14,959 14,069
VENUE Apr-15 Mar-15 Feb-15 Jan-15
Open
outcry 1,163 1,291 1,290 1,152
Electronic 11,815 13,034 12,991 12,263
Privately
negotiated 574 665 679 654
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Mar-15 Feb-15 Jan-15 Dec-14
Interest
Rates 0.480 0.475 0.474 0.472
Equity
Indexes 0.721 0.709 0.711 0.697
Foreign
Exchange
(FX) 0.831 0.815 0.789 0.760
Energy 1.250 1.254 1.272 1.279
Agricultural
Commodities 1.324 1.344 1.331 1.321
Metals 1.662 1.659 1.660 1.664
----- ----- ----- -----
Total 0.753 0.743 0.754 0.731
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
