CME GROUP INC. CHICAGO, Oct. 2, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that September 2015 volume averaged 14.1 million contracts per day, down 7 percent from September 2014. Total volume was more than 296 million contracts, of which 87 percent was traded electronically. Average daily volume to date in 2015 is 14.2 million contracts, up 7 percent versus the same period in 2014, with year-over-year growth across all six product lines.
CME Group interest rate volume averaged 6.2 million contracts per day in September 2015, down 23 percent compared with September 2014. Treasury futures volume averaged 2.3 million contracts per day, down 21 percent from the same period a year ago. Treasury options volume was down 24 percent at more than 515,000 contracts per day. Eurodollar futures volume averaged 2.3 million contracts per day, down 30 percent compared with September 2014. Eurodollar options volume averaged 966,000 contracts per day, down 22 percent in September, with 20 percent of the Eurodollar options volume traded electronically.
CME Group equity index volume in September 2015 averaged 3.7 million contracts per day, up 19 percent from September 2014. CME Group foreign exchange volume averaged 947,000 contracts per day, down 18 percent from the same period a year ago. The average daily notional value of FX contracts traded in September was $95 billion.
CME Group energy volume averaged 1.9 million contracts per day in September 2015, up 22 percent from September 2014. CME Group agricultural commodities volume averaged 1.1 million contracts per day, up 3 percent compared with the prior-year period. CME Group metals volume averaged 295,000 contracts per day, down 9 percent compared with the prior September.
In September 2015, CME Group cleared $199 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 60 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,473.
Third-quarter 2015 volume averaged 14.4 million contracts per day, up 7 percent from third-quarter 2014. Main highlights included 27 percent growth in interest rate average daily volume, 26 percent growth in energy, 20 percent growth in agricultural commodities and 14 percent growth in metals. Third-quarter 2015 options average daily volume of 2.9 million contracts grew 9 percent from third-quarter 2014, with electronic options average daily volume growing at 23 percent for the same period to 55 percent electronic.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Sep 2015 Sep 2014
-------- --------
Trading
Days 21 21
PRODUCT
LINE Sep 2015 Sep 2014 Percent Change
-------- -------- --------------
Interest
Rates 6,196 8,074 -23%
Equity
Indexes 3,664 3,076 19%
Foreign
Exchange
(FX) 947 1,150 -18%
Energy 1,948 1,598 22%
Agricultural
Commodities 1,060 1,031 3%
Metals 295 325 -9%
--- --- ---
Total 14,110 15,254 -7%
Sep 2015 Sep 2014 Percent Change
VENUE
Open outcry 1,054 1,445 -27%
CME Globex 12,296 13,046 -6%
Privately negotiated* 760 763 0%
QUARTERLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Q3 2015 Q3 2014
------- -------
Trading Days 64 64
PRODUCT LINE Q3 2015 Q3 2014 Percent Change
------- ------- --------------
Interest
Rates 6,658 7,181 -7%
Equity
Indexes 3,287 2,590 27%
Foreign
Exchange
(FX) 855 797 7%
Energy 1,965 1,562 26%
Agricultural
Commodities 1,267 1,054 20%
Metals 353 308 14%
--- --- ---
Total 14,384 13,493 7%
Q3 2015 Q3 2014 Percent Change
VENUE
Open outcry 1,110 1,208 -8%
CME Globex 12,620 11,627 9%
Privately negotiated* 653 657 -1%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Sep-15 Aug-15 Jul-15 Jun-15
Interest
Rates 6,658 6,905 6,876 6,599
Equity
Indexes 3,287 3,024 2,519 2,364
Foreign
Exchange
(FX) 855 870 866 903
Energy 1,965 1,885 1,764 1,749
Agricultural
Commodities 1,267 1,493 1,447 1,400
Metals 353 365 351 331
--- --- --- ---
Total 14,384 14,542 13,823 13,347
Sep-15 Aug-15 Jul-15 Jun-15
VENUE
Open
outcry 1,110 1,171 1,179 1,108
Electronic 12,620 12,781 12,086 11,705
Privately
negotiated 653 590 557 534
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Aug-15 Jul-15 Jun-15 May-15
Interest
Rates 0.501 0.500 0.502 0.498
Equity
Indexes 0.705 0.718 0.725 0.731
Foreign
Exchange
(FX) 0.798 0.820 0.816 0.820
Energy 1.236 1.243 1.277 1.278
Agricultural
Commodities 1.294 1.291 1.311 1.315
Metals 1.606 1.618 1.634 1.644
----- ----- ----- -----
Total 0.766 0.766 0.777 0.775
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
