CME GROUP INC. CHICAGO, Jan. 5, 2016 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that full-year 2015 volume averaged a record 13.9 million contracts per day, up 2 percent from 2014, and included year-over-year growth across five of six product lines. Within energy, a record of nearly 2 million contracts per day was traded, up 21 percent; and agricultural commodities reached a record of 1.3 million contracts per day, up 13 percent. Other 2015 records included overall options average daily volume of 2.7 million contracts, up 7 percent from 2015. As part of that increase, electronic options volume also reached a new record of 1.4 million contracts, up 15 percent.
Fourth-quarter 2015 volume averaged 13.2 million contracts per day, down 11 percent from fourth-quarter 2014, and included 13 percent growth in energy average daily volume, as well as 3 percent growth in agricultural commodities.
December 2015 volume averaged 13.0 million contracts per day, down 4 percent from December 2014. Total volume during December 2015 was more than 286 million contracts, of which 87 percent was traded electronically. Options volume in December averaged 2.7 million contracts per day, up 3 percent versus December 2014, with electronic options growing 4 percent over the same period.
CME Group interest rate volume averaged 5.7 million contracts per day in December 2015, down 14 percent compared with December 2014. Treasury futures volume averaged 1.9 million contracts per day, down 15 percent from the same period a year ago. Treasury options volume was down 20 percent at 465,000 contracts per day. Eurodollar futures volume averaged 2.1 million contracts per day, down 28 percent compared with December 2014. Eurodollar options volume averaged 1.1 million contracts per day, up 30 percent in December, with 22 percent of Eurodollar options volume traded electronically.
CME Group equity index volume in December 2015 averaged 3.1 million contracts per day, up 1 percent from December 2014. CME Group foreign exchange volume averaged 884,000 contracts per day, down 8 percent from the same period a year ago. The average daily notional value of FX contracts traded in December was $90 billion.
CME Group energy volume averaged 2.1 million contracts per day in December 2015, up 20 percent from December 2014. CME Group agricultural commodities volume averaged 1 million contracts per day, up 9 percent compared with the prior-year period. CME Group metals volume averaged 264,000 contracts per day, down 10 percent compared with the prior December.
In December 2015, CME Group cleared $157 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. Month-end OTC interest rate swap open interest was $19.1 trillion, which represents 54 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 985.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Dec 2015 Dec 2014
-------- --------
Trading Days 22 22
PRODUCT LINE Dec 2015 Dec 2014 Percent Change
-------- -------- --------------
Interest Rates 5,692 6,625 -14%
Equity Indexes 3,110 3,083 1%
Foreign Exchange
(FX) 884 957 -8%
Energy 2,055 1,719 20%
Agricultural
Commodities 1,033 945 9%
Metals 264 293 -10%
--- --- ---
Total 13,039 13,623 -4%
VENUE Dec 2015 Dec 2014 Percent Change
-------- -------- --------------
Open outcry 1,054 1,133 -7%
CME Globex 11,312 11,882 -5%
Privately
negotiated 672 607 11%
QUARTERLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Q4 2015 Q4 2014
------- -------
Trading Days 64 64
PRODUCT LINE Q4 2015 Q4 2014 Percent Change
------- ------- --------------
Interest Rates 6,097 7,445 -18%
Equity Indexes 2,743 3,117 -12%
Foreign Exchange (FX) 779 959 -19%
Energy 2,032 1,797 13%
Agricultural
Commodities 1,200 1,169 3%
Metals 326 361 -10%
--- --- ---
Total 13,178 14,848 -11%
VENUE Q4 2015 Q4 2014 Percent Change
------- ------- --------------
Open outcry 1,055 1,218 -13%
CME Globex 11,420 12,982 -12%
Privately negotiated 704 648 9%
Note: The resized electricity
futures contracts, which
currently have an average rate
per contract of approximately 5
cents, averaged 66,000 contracts
in fourth-quarter 2015, or 3.9
percent of total energy products
ADV. This compares to ADV of
80,500 contracts in third-
quarter 2015, or 4.6 percent of
total energy products ADV.
ANNUAL AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
2015 2014
---- ----
Trading Days 253 252
PRODUCT LINE 2015 2014 Percent Change
---- ---- --------------
Interest Rates 6,720 7,009 -4%
Equity Indexes 2,792 2,767 1%
Foreign Exchange (FX) 872 803 9%
Energy 1,970 1,630 21%
Agricultural Commodities 1,265 1,117 13%
Metals 344 337 2%
--- --- ---
Total 13,963 13,663 2%
VENUE 2015 2014 Percent Change
---- ---- --------------
Open outcry 1,139 1,176 -3%
CME Globex 12,185 11,805 3%
Privately negotiated 639 682 -6%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Dec-15 Nov-15 Oct-15 Sep-15
Interest
Rates 6,097 6,272 6,614 6,658
Equity
Indexes 2,743 2,922 3,348 3,287
Foreign
Exchange
(FX) 779 799 856 855
Energy 2,032 1,996 2,044 1,965
Agricultural
Commodities 1,200 1,211 1,195 1,267
Metals 326 337 326 353
--- --- --- ---
Total 13,178 13,538 14,383 14,384
VENUE Dec-15 Nov-15 Oct-15 Sep-15
Open
outcry 1,055 1,055 1,078 1,110
Electronic 11,420 11,749 12,586 12,620
Privately
negotiated 704 734 719 653
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Nov-15 Oct-15 Sept-15 Aug-15
Interest
Rates 0.514 0.509 0.506 0.501
Equity
Indexes 0.723 0.718 0.708 0.705
Foreign
Exchange
(FX) 0.799 0.783 0.785 0.798
Energy 1.186 1.194 1.197 1.236
Agricultural
Commodities 1.320 1.302 1.290 1.294
Metals 1.641 1.615 1.600 1.606
----- ----- ----- -----
Total 0.775 0.762 0.759 0.766
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
