CHICAGO, Oct. 2, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that September 2015 volume
averaged 14.1 million contracts per day, down 7 percent from
September 2014. Total volume was more than 296 million
contracts, of which 87 percent was traded electronically.
Average daily volume to date in 2015 is 14.2 million contracts, up
7 percent versus the same period in 2014, with year-over-year
growth across all six product lines.
CME Group interest rate volume averaged 6.2 million contracts
per day in September 2015, down 23
percent compared with September 2014. Treasury futures volume
averaged 2.3 million contracts per day, down 21 percent from the
same period a year ago. Treasury options volume was down 24
percent at more than 515,000 contracts per day. Eurodollar
futures volume averaged 2.3 million contracts per day, down 30
percent compared with September 2014.
Eurodollar options volume averaged 966,000 contracts per day,
down 22 percent in September, with 20 percent of the Eurodollar
options volume traded electronically.
CME Group equity index volume in September 2015 averaged 3.7 million contracts per
day, up 19 percent from September 2014. CME Group foreign
exchange volume averaged 947,000 contracts per day, down 18 percent
from the same period a year ago. The average daily notional
value of FX contracts traded in September was $95 billion.
CME Group energy volume averaged 1.9 million contracts per day
in September 2015, up 22 percent from
September 2014. CME Group agricultural commodities volume
averaged 1.1 million contracts per day, up 3 percent compared with
the prior-year period. CME Group metals volume averaged
295,000 contracts per day, down 9 percent compared with the prior
September.
In September 2015, CME Group
cleared $199 billion in average daily
notional value of over-the-counter (OTC) interest rate swaps.
Month-end OTC interest rate swap open interest was $22 trillion, which represents 60 percent of
clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 1,473.
Third-quarter 2015 volume averaged 14.4 million contracts per
day, up 7 percent from third-quarter 2014. Main highlights
included 27 percent growth in interest rate average daily volume,
26 percent growth in energy, 20 percent growth in agricultural
commodities and 14 percent growth in metals. Third-quarter
2015 options average daily volume of 2.9 million contracts grew 9
percent from third-quarter 2014, with electronic options average
daily volume growing at 23 percent for the same period to 55
percent electronic.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Sep
2015
|
Sep
2014
|
|
Trading
Days
|
21
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Sep
2015
|
Sep
2014
|
Percent
Change
|
Interest
Rates
|
6,196
|
8,074
|
-23%
|
Equity
Indexes
|
3,664
|
3,076
|
19%
|
Foreign Exchange
(FX)
|
947
|
1,150
|
-18%
|
Energy
|
1,948
|
1,598
|
22%
|
Agricultural
Commodities
|
1,060
|
1,031
|
3%
|
Metals
|
295
|
325
|
-9%
|
Total
|
14,110
|
15,254
|
-7%
|
VENUE
|
Sep
2015
|
Sep
2014
|
Percent
Change
|
Open
outcry
|
1,054
|
1,445
|
-27%
|
CME Globex
|
12,296
|
13,046
|
-6%
|
Privately
negotiated*
|
760
|
763
|
0%
|
QUARTERLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Q3
2015
|
Q3
2014
|
|
Trading
Days
|
64
|
64
|
|
|
|
|
|
PRODUCT
LINE
|
Q3
2015
|
Q3
2014
|
Percent
Change
|
Interest
Rates
|
6,658
|
7,181
|
-7%
|
Equity
Indexes
|
3,287
|
2,590
|
27%
|
Foreign Exchange
(FX)
|
855
|
797
|
7%
|
Energy
|
1,965
|
1,562
|
26%
|
Agricultural
Commodities
|
1,267
|
1,054
|
20%
|
Metals
|
353
|
308
|
14%
|
Total
|
14,384
|
13,493
|
7%
|
VENUE
|
Q3
2015
|
Q3
2014
|
Percent
Change
|
Open
outcry
|
1,110
|
1,208
|
-8%
|
CME Globex
|
12,620
|
11,627
|
9%
|
Privately
negotiated*
|
653
|
657
|
-1%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Sep-15
|
Aug-15
|
Jul-15
|
Jun-15
|
Interest
Rates
|
6,658
|
6,905
|
6,876
|
6,599
|
Equity
Indexes
|
3,287
|
3,024
|
2,519
|
2,364
|
Foreign Exchange
(FX)
|
855
|
870
|
866
|
903
|
Energy
|
1,965
|
1,885
|
1,764
|
1,749
|
Agricultural
Commodities
|
1,267
|
1,493
|
1,447
|
1,400
|
Metals
|
353
|
365
|
351
|
331
|
Total
|
14,384
|
14,542
|
13,823
|
13,347
|
|
|
|
|
|
VENUE
|
Sep-15
|
Aug-15
|
Jul-15
|
Jun-15
|
Open
outcry
|
1,110
|
1,171
|
1,179
|
1,108
|
Electronic
|
12,620
|
12,781
|
12,086
|
11,705
|
Privately
negotiated
|
653
|
590
|
557
|
534
|
Average Rate Per
Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Aug-15
|
Jul-15
|
Jun-15
|
May-15
|
Interest
Rates
|
0.501
|
0.500
|
0.502
|
0.498
|
Equity
Indexes
|
0.705
|
0.718
|
0.725
|
0.731
|
Foreign Exchange
(FX)
|
0.798
|
0.820
|
0.816
|
0.820
|
Energy
|
1.236
|
1.243
|
1.277
|
1.278
|
Agricultural
Commodities
|
1.294
|
1.291
|
1.311
|
1.315
|
Metals
|
1.606
|
1.618
|
1.634
|
1.644
|
Total
|
0.766
|
0.766
|
0.777
|
0.775
|
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