News Release

CME Group Volume Averaged 15.6 Million Contracts per Day in January 2015, Up 21 Percent from January 2014

Tue Feb 03 2015

CHICAGO, Feb. 3, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that January 2015 volume averaged 15.6 million contracts per day, up 21 percent from January 2014.  Total volume for January 2015 was more than 312 million contracts, of which 87 percent was traded electronically.  Options volume in January averaged 3.1 million contracts per day, up 22 percent versus January 2014, with electronic options growing 35 percent over the same period.

CME Group interest rate volume averaged 7.7 million contracts per day in January 2015, up 22 percent compared with January 2014.  Eurodollar futures volume averaged 3.0 million contracts per day, up 16 percent from the same period a year ago.  Eurodollar options volume averaged 1.0 million contracts per day, up 24 percent from January last year.  Treasury futures volume averaged 2.9 million contracts per day, up 26 percent compared with January 2014.  Treasury options volume averaged 704,000 contracts per day, up 23 percent from the same period last year.  Overall CME Group interest rate open interest increased 7 percent since year-end 2014. 

CME Group foreign exchange (FX) volume averaged 996,000 contracts per day, up 21 percent from January 2014.  The average daily notional value of FX contracts traded in January was $108 billion.  CME Group equity index volume in January 2014 averaged 3.2 million contracts per day, up 22 percent from the same period a year ago.   

CME Group agricultural commodities volume averaged 1.1 million contracts per day in January 2015, up 11 percent compared with the prior-year period.  CME Group energy volume averaged a record 2.2 million contracts per day, up 19 percent from January 2014, including monthly records in crude oil futures and options, Brent Last Day financial futures (BZ) and refined products futures and options.  CME Group metals volume averaged 410,000 contracts per day, up 24 percent compared with the prior January.

In January 2015, CME Group cleared $157 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  During the month, OTC interest rate swap open interest increased to $23.7 trillion, which represents 64 percent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 2,105.

MONTHLY AVERAGE DAILY VOLUME (ADV)

       

Total Exchange ADV

( in thousands)

 
 

Jan 2015

Jan 2014

 

Trading Days

20

21

 
       

PRODUCT LINE

Jan 2015

Jan 2014

Percent Change

Interest Rates

7,686

6,303

22%

Equity Indexes

3,190

2,610

22%

Foreign Exchange (FX)

996

822

21%

Energy

2,196

1,849

19%

Agricultural Commodities

1,144

1,031

11%

Metals

410

331

24%

     Total

15,622

12,946

21%

           

VENUE

        Jan 2015

       Jan 2014

    Percent Change

Open outcry

1,323

1,116

19%

CME Globex

13,545

11,003

23%

Privately negotiated*

754

827

-9%

 

ROLLING THREE-MONTH AVERAGES

 

Average Daily Volume (In thousands)

 
 

3-Month Period Ending

PRODUCT LINE

Jan-15

Dec-14

Nov-14

Oct-14

Interest Rates

6,862

7,445

7,941

8,221

Equity Indexes

2,791

3,114

3,112

3,158

Foreign Exchange (FX)

961

959

1,024

937

Energy

1,939

1,797

1,757

1,609

Agricultural Commodities

1,126

1,173

1,205

1,127

Metals

389

361

373

312

     Total

14,069

14,848

15,411

15,364

         
 

VENUE

Jan-15

Dec-14

Nov-14

Oct-14

Open outcry

1,152

1,218

1,323

1,358

Electronic

12,263

12,982

13,387

13,330

Privately negotiated

654

648

701

676

 

Average Rate Per Contract (In dollars)

 
 

3-Month Period Ending

PRODUCT LINE

Nov-14

Oct-14

Sep-14

Aug-14

Interest Rates

0.471

0.467

0.473

0.473

Equity Indexes

0.692

0.684

0.687

0.695

Foreign Exchange (FX)

0.746

0.759

0.788

0.830

Energy

1.299

1.302

1.291

1.259

Agricultural Commodities

1.317

1.331

1.362

1.398

Metals

1.677

1.692

1.707

1.709

     Total

0.724

0.705

0.725

0.740

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

Media Contacts: Michael Shore, 312.930.2363; or Chris Grams, 312.930.3435, news@cmegroup.com, www.cmegroup.mediaroom.com; or Investor Contact: John Peschier, 312.930.8491

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