News Release

CME Group Volume Averaged 14.1 Million Contracts per Day in May 2015, Up 8 Percent from May 2014

Tue Jun 02 2015

CHICAGO, June 2, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that May 2015 volume averaged 14.1 million contracts per day, up 8 percent from May 2014.  Total volume for May 2015 was more than 281 million contracts, of which 88 percent was traded electronically.  Options volume in May averaged 2.6 million contracts per day, up 13 percent versus May 2014, with electronic options growing 33 percent over the same period.

CME Group interest rate volume averaged 7.8 million contracts per day in May 2015, up 3 percent compared with May 2014.  Treasury average daily volume rose 12 percent, with Treasury futures volume of 4.0 million contracts per day, up 11 percent from the same period a year ago, and Treasury options volume of 712,000 contracts per day, up 22 percent.  Eurodollar futures volume averaged 2.3 million contracts per day, down 10 percent compared with May 2014, and Eurodollar options volume averaged 738,000 contracts per day, down 8 percent.

CME Group foreign exchange (FX) volume averaged 880,000 contracts per day, up 49 percent from May 2014.  The average daily notional value of FX contracts traded in May was $93 billion.  CME Group equity index volume in May 2015 averaged 2.1 million contracts per day, down 3 percent from the same period a year ago.   

CME Group energy volume averaged 1.7 million contracts per day in May 2015, up 24 percent compared with the prior-year period.  CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 27 percent from May 2014.  CME Group metals volume averaged 337,000 contracts per day, up 4 percent compared with the prior May.

In May 2015, CME Group cleared $127 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was $25 trillion, which represents 66 percent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 2,132.


MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



May 2015

May 2014


Trading Days

20

21






PRODUCT LINE

May 2015

May 2014

Percent Change

Interest Rates

7,834

7,594

3%

Equity Indexes

2,108

2,171

-3%

Foreign Exchange (FX)

880

589

49%

Energy

1,743

1,407

24%

Agricultural Commodities

1,162

913

27%

Metals

337

324

4%

     Total

14,065

12,998

8%





VENUE

May 2015

May 2014

Percent Change

Open outcry

1,134

1,181

-4%

CME Globex

12,383

11,183

11%

Privately negotiated*

549

634

-14%

 


ROLLING THREE-MONTH AVERAGES


Average Daily Volume (In thousands)



3-Month Period Ending

PRODUCT LINE

May-15

Apr-15

Mar-15

Feb-15

Interest Rates

6,433

6,674

7,564

7,621

Equity Indexes

2,352

2,401

2,772

2,858

Foreign Exchange (FX)

937

900

954

907

Energy

1,800

2,003

2,142

2,091

Agricultural Commodities

1,179

1,236

1,189

1,139

Metals

342

340

369

343

     Total

13,043

13,553

14,990

14,959







VENUE

May-15

Apr-15

Mar-15

Feb-15

Open outcry

1,073

1,163

1,291

1,290

Electronic

11,436

11,815

13,034

12,991

Privately negotiated

534

574

665

679

 

Average Rate Per Contract (In dollars)



3-Month Period Ending

PRODUCT LINE

Apr-15

Mar-15

Feb-15

Jan-15

Interest Rates

0.493

0.480

0.475

0.474

Equity Indexes

0.730

0.721

0.709

0.711

Foreign Exchange (FX)

0.829

0.831

0.815

0.789

Energy

1.261

1.250

1.254

1.272

Agricultural Commodities

1.341

1.324

1.344

1.331

Metals

1.662

1.662

1.659

1.660

     Total

0.778

0.753

0.743

0.754

 

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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