News Release

CME Group Volume Averaged 16.3 Million Contracts per Day in August 2015, Up 25 Percent from August 2014

Wed Sep 02 2015

CHICAGO, Sept. 2, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that August 2015 volume averaged 16.3 million contracts per day, up 25 percent from August 2014, and included average daily volume of 23 million contracts during the last week of the month, the highest weekly average ever.  Total volume was more than 341 million contracts, of which a record 89 percent was traded electronically.  Options volume in August averaged 3 million contracts per day, up 27 percent versus August 2014, with electronic options growing 37 percent over the same period to a record 57 percent electronic.

CME Group interest rate volume averaged 7.9 million contracts per day in August 2015, up 8 percent compared with August 2014.  Treasury average daily volume rose 2 percent, with treasury futures volume of 3.8 million contracts per day, up 3 percent from the same period a year ago.  Treasury options volume was down 5 percent at more than 567,000 contracts per day.  Eurodollar futures volume averaged 2.4 million contracts per day, up 7 percent compared with August 2014.  Eurodollar options volume averaged 984,000 contracts per day, up 39 percent, driven by 124 percent growth in Eurodollar options traded on the CME Globex platform.  In August, a record 22 percent of the Eurodollar options volume traded electronically.

CME Group foreign exchange volume averaged 890,000 contracts per day, up 33 percent from August 2014.  The average daily notional value of FX contracts traded in August was $91 billion.  CME Group equity index volume in August 2015 averaged 3.7 million contracts per day, up 61 percent from the same period a year ago.

CME Group agricultural commodities volume averaged 1.3 million contracts per day, up 25 percent from August 2014.  CME Group energy volume averaged 2.1 million contracts per day in August 2015, up 46 percent compared with the prior-year period.  Energy options traded 50 percent electronic for the first time ever, led by WTI options, which averaged a record 138,000 contracts per day on CME Globex.  CME Group metals volume averaged 381,000 contracts per day, up 36 percent compared with the prior August.

In August 2015, CME Group cleared $125 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 61 percent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 1,311.

MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Aug 2015

Aug 2014


Trading Days

21

21






PRODUCT LINE

Aug 2015

Aug 2014

Percent Change

Interest Rates

7,881

7,297

8%

Equity Indexes

3,691

2,288

61%

Foreign Exchange (FX)

890

669

33%

Energy

2,118

1,449

46%

Agricultural Commodities

1,319

1,056

25%

Metals

381

281

36%

     Total

16,280

13,040

25%





VENUE

Aug 2015

 Aug 2014

Percent Change

Open outcry

1,111

1,133

-2%

CME Globex

14,519

11,372

28%

Privately negotiated*

650

535

21%

 

ROLLING THREE-MONTH AVERAGES



Average Daily Volume (In thousands)




3-Month Period Ending

PRODUCT LINE

Aug-15

Jul-15

Jun-15

May-15

Interest Rates

6,905

6,876

6,599

6,433

Equity Indexes

3,024

2,519

2,364

2,352

Foreign Exchange (FX)

870

866

903

937

Energy

1,885

1,764

1,749

1,800

Agricultural Commodities

1,493

1,447

1,400

1,179

Metals

365

351

331

342

     Total

14,542

13,823

13,347

13,043






VENUE

Aug-15

Jul-15

Jun-15

May-15

Open outcry

1,171

1,179

1,108

1,073

Electronic

12,781

12,086

11,705

11,436

Privately negotiated

590

557

534

534

 

Average Rate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Jul-15

Jun-15

May-15

Apr-15

Interest Rates

0.500

0.502

0.498

0.493

Equity Indexes

0.718

0.725

0.731

0.730

Foreign Exchange (FX)

0.820

0.816

0.820

0.829

Energy

1.243

1.277

1.278

1.261

Agricultural Commodities

1.291

1.311

1.315

1.341

Metals

1.618

1.634

1.644

1.662

     Total

0.766

0.777

0.775

0.778

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

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