News Release

CME Group Volume Averaged 11.5 Million Contracts per Day in April 2015

Mon May 04 2015

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

 

SOURCE CME Group

Media, Michael Shore, 312.930.2363, or Chris Grams, 312.930.3435, news@cmegroup.com, www.cmegroup.mediaroom.com, or Investors, John Peschier, 312.930.8491

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