CHICAGO, Aug. 4, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that July 2015 volume
averaged 12.8 million contracts per day, up 5 percent from July
2014. Total volume was more than 282 million contracts, of
which 87 percent was traded electronically. Options volume in
July averaged 2.9 million contracts per day, up 22 percent versus
July 2014, with electronic options
growing 36 percent over the same period.
CME Group interest rate volume averaged 5.9 million contracts
per day in July 2015, down 5 percent
compared with July 2014. Treasury average daily volume rose 3
percent, with treasury futures volume of 2.2 million contracts per
day, down 2 percent from the same period a year ago. Treasury
options volume grew 27 percent to more than 634,000 contracts per
day and included record weekly treasury options average daily
volume of 147,707. Eurodollar futures volume averaged 2.1
million contracts per day, down 20 percent compared with
July 2014. Eurodollar options
volume averaged 927,000 contracts per day, up 14 percent, driven by
62 percent growth in Eurodollar options traded on the CME Globex
platform. In July, 21 percent of the Eurodollar options
volume traded electronically.
CME Group foreign exchange (FX) volume averaged 733,000
contracts per day, up 26 percent from July 2014. The average
daily notional value of FX contracts traded in July was
$73 billion. CME Group equity
index volume in July 2015 averaged
2.5 million contracts per day, up 5 percent from the same period a
year ago.
CME Group agricultural commodities volume averaged 1.4 million
contracts per day, up 32 percent from July 2014. CME Group
energy volume averaged 1.8 million contracts per day in
July 2015, up 12 percent compared
with the prior-year period. CME Group metals volume averaged
381,000 contracts per day, up 20 percent compared with the prior
July.
In July 2015, CME Group cleared
$72 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 62 percent of
clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 1,318.
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Jul
2015
|
Jul
2014
|
|
|
Trading
Days
|
22
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Jul
2015
|
Jul
2014
|
Percent
Change
|
|
Interest
Rates
|
5,930
|
6,219
|
-5%
|
|
Equity
Indexes
|
2,542
|
2,413
|
5%
|
|
Foreign Exchange
(FX)
|
733
|
583
|
26%
|
|
Energy
|
1,835
|
1,636
|
12%
|
|
Agricultural
Commodities
|
1,414
|
1,074
|
32%
|
|
Metals
|
381
|
319
|
20%
|
|
Total
|
12,835
|
12,243
|
5%
|
|
|
|
|
VENUE
|
Jul
2015
|
Jul 2014
|
Percent
Change
|
|
Open
outcry
|
1,164
|
1,053
|
10%
|
|
CME Globex
|
11,117
|
10,517
|
6%
|
|
Privately
negotiated*
|
554
|
673
|
-18%
|
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
|
PRODUCT
LINE
|
Jul-15
|
Jun-15
|
May-15
|
Apr-15
|
|
Interest
Rates
|
6,876
|
6,599
|
6,433
|
6,674
|
|
Equity
Indexes
|
2,519
|
2,364
|
2,352
|
2,401
|
|
Foreign Exchange
(FX)
|
866
|
903
|
937
|
900
|
|
Energy
|
1,764
|
1,749
|
1,800
|
2,003
|
|
Agricultural
Commodities
|
1,447
|
1,400
|
1,179
|
1,236
|
|
Metals
|
351
|
331
|
342
|
340
|
|
Total
|
13,823
|
13,347
|
13,043
|
13,553
|
|
|
|
|
|
|
VENUE
|
Jul-15
|
Jun-15
|
May-15
|
Apr-15
|
|
Open
outcry
|
1,179
|
1,108
|
1,073
|
1,163
|
|
Electronic
|
12,086
|
11,705
|
11,436
|
11,815
|
|
Privately
negotiated
|
557
|
534
|
534
|
574
|
|
Average Rate Per
Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
|
PRODUCT
LINE
|
Jun-15
|
May-15
|
Apr-15
|
Mar-15
|
|
Interest
Rates
|
0.502
|
0.498
|
0.493
|
0.480
|
|
Equity
Indexes
|
0.725
|
0.731
|
0.730
|
0.721
|
|
Foreign Exchange
(FX)
|
0.816
|
0.820
|
0.829
|
0.831
|
|
Energy
|
1.277
|
1.278
|
1.261
|
1.250
|
|
Agricultural
Commodities
|
1.311
|
1.315
|
1.341
|
1.324
|
|
Metals
|
1.634
|
1.644
|
1.662
|
1.662
|
|
Total
|
0.777
|
0.775
|
0.778
|
0.753
|
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