CHICAGO, April 2, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that March 2015 volume
averaged 13.7 million contracts per day, down 3 percent from March
2014. Total volume for March
2015 was 302 million contracts, of which 88 percent was
traded electronically. Options volume in March averaged 2.6 million
contracts per day, up 2 percent versus March
2014, with electronic options growing 12 percent over the
same period.
CME Group interest rate volume averaged 6.5 million contracts
per day in March 2015, down 8 percent
compared with March 2014. Eurodollar futures volume averaged
2.6 million contracts per day, down 6 percent from the same period
a year ago. Eurodollar options volume averaged 959,000
contracts per day, up 5 percent from March last year. Treasury
futures volume averaged 2.4 million contracts per day, down 13
percent compared with March 2014. Treasury options volume
averaged 481,000 contracts per day, down 20 percent from the same
period last year.
CME Group foreign exchange (FX) volume averaged 1.1 million
contracts per day, up 27 percent from March
2014. The average daily notional value of FX contracts
traded in March was $112
billion. CME Group equity index volume in March 2015 averaged 2.8 million contracts per
day, down 12 percent from the same period a year ago.
CME Group agricultural commodities volume averaged 1.1 million
contracts per day in March 2015, down
1 percent compared with the prior-year period. CME Group
energy volume averaged 1.9 million contracts per day, up 28 percent
from March 2014. CME Group metals volume averaged 365,000
contracts per day, down 4 percent compared with the prior
March.
In March 2015, CME Group cleared
$161 billion in average daily
notional value of over-the-counter (OTC) interest rate swaps.
Month-end OTC interest rate swap open interest was $24.5 trillion, which represents 66 percent of
clients' total cleared OTC interest rate swap open
interest. Average daily trade count for the month was
2,391.
First-quarter 2015 volume averaged 15.0 million contracts per
day, up 10 percent from first-quarter 2014, and represented the
second highest quarterly volume ever. Record energy volume
grew 26 percent compared with first-quarter 2014, and FX average
daily volume grew 17 percent. Other quarterly highlights
include record overall options average daily volume of 2.8 million
contracts, record FX options average daily volume of 96,000
contracts, and record average daily volumes for WTI Crude oil,
Brent Crude Oil, Heating Oil and Gasoline.
Guidance
CME Group receives dividends from BM&F BOVESPA (BVMF)
associated with the company's 5 percent ownership stake. BVMF
declared a regular cash dividend on March 5,
2015, with a second-quarter ex-dividend date. As a result,
similar to prior years, CME Group will not receive a BVMF dividend
in first-quarter 2015 and will record two dividends in the second
quarter. Based on current exchange rates, the first of these
dividends will total approximately $3.6
million, while details related to the second dividend have
yet to be announced.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Mar
2015
|
Mar
2014
|
|
Trading
Days
|
22
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Mar
2015
|
Mar
2014
|
Percent
Change
|
Interest
Rates
|
6,467
|
7,036
|
-8%
|
Equity
Indexes
|
2,833
|
3,228
|
-12%
|
Foreign Exchange
(FX)
|
1,087
|
855
|
27%
|
Energy
|
1,859
|
1,452
|
28%
|
Agricultural
Commodities
|
1,096
|
1,109
|
-1%
|
Metals
|
365
|
382
|
-4%
|
Total
|
13,706
|
14,062
|
-3%
|
|
|
|
|
VENUE
|
|
Mar
2015
|
Mar
2014
|
Percent
Change
|
Open
outcry
|
|
1,136
|
1,194
|
-5%
|
CME Globex
|
|
12,004
|
12,116
|
-1%
|
Privately
negotiated*
|
|
567
|
752
|
-25%
|
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Q1
2015
|
Q1
2014
|
|
Trading
Days
|
61
|
61
|
|
|
|
|
|
PRODUCT
LINE
|
Q1
2015
|
Q1
2014
|
Percent
Change
|
Interest
Rates
|
7,564
|
6,725
|
12%
|
Equity
Indexes
|
2,772
|
2,891
|
-4%
|
Foreign Exchange
(FX)
|
954
|
817
|
17%
|
Energy
|
2,142
|
1,705
|
26%
|
Agricultural
Commodities
|
1,189
|
1,167
|
2%
|
Metals
|
369
|
355
|
4%
|
Total
|
14,990
|
13,659
|
10%
|
|
|
|
|
VENUE
|
|
Q1
2015
|
Q1
2014
|
Percent
Change
|
Open
outcry
|
|
1,291
|
1,179
|
10%
|
CME Globex
|
|
13,034
|
11,703
|
11%
|
Privately
negotiated*
|
|
665
|
778
|
-15%
|
ROLLING THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
|
|
PRODUCT
LINE
|
Mar-15
|
Feb-15
|
Jan-15
|
Dec-14
|
Interest
Rates
|
7,564
|
7,621
|
6,862
|
7,445
|
Equity
Indexes
|
2,772
|
2,858
|
2,791
|
3,114
|
Foreign Exchange
(FX)
|
954
|
907
|
961
|
959
|
Energy
|
2,142
|
2,091
|
1,939
|
1,797
|
Agricultural
Commodities
|
1,189
|
1,139
|
1,127
|
1,173
|
Metals
|
369
|
343
|
389
|
361
|
Total
|
14,990
|
14,959
|
14,069
|
14,848
|
|
|
|
|
|
VENUE
|
Mar-15
|
Feb-15
|
Jan-15
|
Dec-14
|
Open
outcry
|
1,291
|
1,290
|
1,152
|
1,218
|
Electronic
|
13,034
|
12,991
|
12,263
|
12,982
|
Privately
negotiated
|
665
|
679
|
654
|
648
|
Average Rate Per
Contract (In dollars)
|
|
|
3-Month Period
Ending
|
|
|
PRODUCT
LINE
|
Feb-15
|
Jan-15
|
Dec-14
|
Nov-14
|
Interest
Rates
|
0.475
|
0.474
|
0.472
|
0.471
|
Equity
Indexes
|
0.709
|
0.711
|
0.697
|
0.692
|
Foreign Exchange
(FX)
|
0.815
|
0.789
|
0.760
|
0.746
|
Energy
|
1.254
|
1.272
|
1.279
|
1.299
|
Agricultural
Commodities
|
1.344
|
1.331
|
1.321
|
1.317
|
Metals
|
1.659
|
1.660
|
1.664
|
1.677
|
Total
|
0.743
|
0.754
|
0.731
|
0.724
|
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