News Release

CME Group Volume Averaged 14.6 Million Contracts per Day in June 2015, Up 15 Percent from June 2014

Thu Jul 02 2015

CHICAGO, July 2, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that June 2015 volume averaged 14.6 million contracts per day, up 15 percent from June 2014. Total volume for June 2015 was more than 320 million contracts, of which 88 percent was traded electronically. Options volume in June averaged 2.9 million contracts per day, up 28 percent versus June 2014, with electronic options growing 48 percent over the same period.

CME Group interest rate volume averaged 6.9 million contracts per day in June 2015, up 8 percent compared with June 2014. Treasury average daily volume rose 17 percent, with Treasury futures volume of 2.7 million contracts per day, up 12 percent from the same period a year ago. Treasury options volume grew 37 percent to more than 748,000 contracts per day and included record Weekly Treasury options average daily volume. Eurodollar futures volume averaged 2.5 million contracts per day, down 5 percent compared with June 2014. Eurodollar options volume averaged 908,000 contracts per day, up 13 percent, driven by 84 percent growth in Eurodollar options traded on Globex. In June, 19 percent of the Eurodollar options volume traded electronically, the highest monthly percentage since early 2008, and up from 12 percent electronic a year ago.

CME Group foreign exchange (FX) volume averaged 987,000 contracts per day, up 29 percent from June 2014. The average daily notional value of FX contracts traded in June was $104 billion. CME Group equity index volume in June 2015 averaged 2.9 million contracts per day, up 16 percent from the same period a year ago.   

CME Group agricultural commodities volume averaged a record 1.7 million contracts per day, up 48 percent from June 2014. CME Group energy volume averaged 1.7 million contracts per day in June 2015, up 13 percent compared with the prior-year period. CME Group metals volume averaged 333,000 contracts per day, up 3 percent compared with the prior June.

In June 2015, CME Group cleared $148 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. Month-end OTC interest rate swap open interest was $24 trillion, which represents 63 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 2,197.

Second-quarter 2015 volume averaged 13.3 million contracts per day, up 6 percent from second-quarter 2014. Record agricultural commodities volume grew 30 percent compared with second-quarter 2014, while FX average daily volume grew 42 percent and energy average daily volume grew 20 percent. Other quarterly highlights include average daily volume records for Weekly Treasury options, RBOB Gas futures and options, and Soft Red Winter Wheat, Hard Red Winter Wheat and Soybean Meal futures and options.


MONTHLY AVERAGE DAILY VOLUME (ADV)




Total Exchange ADV

( in thousands)



June 2015

June 2014


Trading Days

22

21






PRODUCT LINE

June 2015

June 2014

Percent Change

Interest Rates

6,949

6,434

8%

Equity Indexes

2,869

2,482

16%

Foreign Exchange (FX)

987

765

29%

Energy

1,713

1,512

13%

Agricultural Commodities

1,739

1,173

48%

Metals

333

325

3%

     Total

14,590

12,691

15%





VENUE

June 2015

June 2014

Percent Change

Open outcry

1,236

1,091

13%

CME Globex

12,787

10,906

17%

Privately negotiated*

567

694

-18%

 

QUARTERLY AVERAGE DAILY VOLUME (ADV)




Total Exchange ADV

( in thousands)



Q2 2015

Q2 2014


Trading Days

64

63






PRODUCT LINE

Q2 2015

Q2 2014

Percent Change

Interest Rates

6,599

6,668

-1%

Equity Indexes

2,364

2,468

-4%

Foreign Exchange (FX)

903

638

42%

Energy

1,749

1,458

20%

Agricultural Commodities

1,400

1,081

30%

Metals

331

323

2%

     Total

13,347

12,636

6%






VENUE

Q2 2015

Q2 2014

Percent Change

Open outcry

1,108

1,100

1%

CME Globex

11,705

10,888

8%

Privately negotiated*

534

647

-18%

 

ROLLING THREE-MONTH AVERAGES



Average Daily Volume (In thousands)





3-Month Period Ending

PRODUCT LINE

Jun-15

May-15

Apr-15

Mar-15

Interest Rates

6,599

6,433

6,674

7,564

Equity Indexes

2,364

2,352

2,401

2,772

Foreign Exchange (FX)

903

937

900

954

Energy

1,749

1,800

2,003

2,142

Agricultural Commodities

1,400

1,179

1,236

1,189

Metals

331

342

340

369

     Total

13,347

13,043

13,553

14,990






VENUE

Jun-15

May-15

Apr-15

Mar-15

Open outcry

1,108

1,073

1,163

1,291

Electronic

11,705

11,436

11,815

13,034

Privately negotiated

567

534

574

665



Average Rate Per Contract (In dollars)





3-Month Period Ending

PRODUCT LINE

May-15

Apr-15

Mar-15

Feb-15

Interest Rates

0.498

0.493

0.480

0.475

Equity Indexes

0.731

0.730

0.721

0.709

Foreign Exchange (FX)

0.820

0.829

0.831

0.815

Energy

1.278

1.261

1.250

1.254

Agricultural Commodities

1.315

1.341

1.324

1.344

Metals

1.644

1.662

1.662

1.659

     Total

0.775

0.778

0.753

0.743

 

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, Chris Grams, 312.930.3435, news@cmegroup.com, www.cmegroup.mediaroom.com, Investor, John Peschier, 312.930.8491

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