CME GROUP INC. CHICAGO, Nov. 3, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that October 2015 volume averaged 12.8 million contracts per day, down 27 percent from an exceptionally strong October 2014 which included our highest daily trading volume on October 15 of 39.6 million contracts. Total volume during October 2015 was more than 282 million contracts, of which 86 percent was traded electronically. Average daily volume to date in 2015 is 14.1 million contracts, up 3 percent versus the same period in 2014, with year-over-year growth across four of six product lines. Open interest through October is 102 million contracts, up 8 percent from year-end 2014.
CME Group interest rate volume averaged 5.8 million contracts per day in October 2015, down 37 percent compared with October 2014. Treasury futures volume averaged 2.2 million contracts per day, down 38 percent from the same period a year ago. Treasury options volume was down 36 percent at more than 447,000 contracts per day. Eurodollar futures volume averaged 2 million contracts per day, down 46 percent compared with October 2014. Eurodollar options volume averaged 1.1 million contracts per day, down 13 percent in October, with 21 percent of the Eurodollar options volume traded electronically.
CME Group equity index volume in October 2015 averaged 2.7 million contracts per day, down 33 percent from October 2014. CME Group foreign exchange volume averaged 735,000 contracts per day, down 25 percent from the same period a year ago. The average daily notional value of FX contracts traded in October was $75 billion.
CME Group energy volume averaged 2.1 million contracts per day in October 2015, up 17 percent from October 2014. CME Group agricultural commodities volume averaged 1.2 million contracts per day, down 5 percent compared with the prior-year period. CME Group metals volume averaged 304,000 contracts per day, down 8 percent compared with the prior October.
In October 2015, CME Group cleared $79 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. Month-end OTC interest rate swap open interest was $22 trillion, which represents 57 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,047.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Oct 2015 Oct 2014
-------- --------
Trading Days 22 23
PRODUCT LINE Oct 2015 Oct 2014 Percent Change
-------- -------- --------------
Interest Rates 5,804 9,199 -37%
Equity Indexes 2,719 4,037 -33%
Foreign Exchange
(FX) 735 986 -25%
Energy 2,065 1,768 17%
Agricultural
Commodities 1,206 1,267 -5%
Metals 304 330 -8%
--- --- ---
Total 12,832 17,586 -27%
VENUE Oct 2015 Oct 2014 Percent Change
-------- -------- --------------
Open outcry 1,068 1,484 -28%
CME Globex 11,019 15,377 -28%
Privately
negotiated* 746 725 3%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Oct-15 Sep-15 Aug-15 Jul-15
Interest
Rates 6,614 6,658 6,905 6,876
Equity
Indexes 3,348 3,287 3,024 2,519
Foreign
Exchange
(FX) 856 855 870 866
Energy 2,044 1,965 1,885 1,764
Agricultural
Commodities 1,195 1,267 1,493 1,447
Metals 326 353 365 351
--- --- --- ---
Total 14,383 14,384 14,542 13,823
VENUE Oct-15 Sep-15 Aug-15 Jul-15
Open
outcry 1,078 1,110 1,171 1,179
Electronic 12,586 12,620 12,781 12,086
Privately
negotiated 719 653 590 557
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Sept-15 Aug-15 Jul-15 Jun-15
Interest
Rates 0.506 0.501 0.500 0.502
Equity
Indexes 0.708 0.705 0.718 0.725
Foreign
Exchange
(FX) 0.785 0.798 0.820 0.816
Energy 1.197 1.236 1.243 1.277
Agricultural
Commodities 1.290 1.294 1.291 1.311
Metals 1.600 1.606 1.618 1.634
----- ----- ----- -----
Total 0.759 0.766 0.766 0.777
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
