CHICAGO, Nov. 3, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that October 2015 volume
averaged 12.8 million contracts per day, down 27 percent from an
exceptionally strong October 2014
which included our highest daily trading volume on October 15 of 39.6 million contracts. Total
volume during October 2015 was more
than 282 million contracts, of which 86 percent was traded
electronically. Average daily volume to date in 2015 is 14.1
million contracts, up 3 percent versus the same period in 2014,
with year-over-year growth across four of six product lines. Open
interest through October is 102 million contracts, up 8 percent
from year-end 2014.
CME Group interest rate volume averaged 5.8 million contracts
per day in October 2015, down 37
percent compared with October 2014. Treasury futures volume
averaged 2.2 million contracts per day, down 38 percent from the
same period a year ago. Treasury options volume was down 36
percent at more than 447,000 contracts per day. Eurodollar
futures volume averaged 2 million contracts per day, down 46
percent compared with October 2014.
Eurodollar options volume averaged 1.1 million contracts per
day, down 13 percent in October, with 21 percent of the Eurodollar
options volume traded electronically.
CME Group equity index volume in October
2015 averaged 2.7 million contracts per day, down 33 percent
from October 2014. CME Group foreign exchange volume averaged
735,000 contracts per day, down 25 percent from the same period a
year ago. The average daily notional value of FX contracts
traded in October was $75
billion.
CME Group energy volume averaged 2.1 million contracts per day
in October 2015, up 17 percent from
October 2014. CME Group agricultural commodities volume
averaged 1.2 million contracts per day, down 5 percent compared
with the prior-year period. CME Group metals volume averaged
304,000 contracts per day, down 8 percent compared with the prior
October.
In October 2015, CME Group cleared
$79 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 57 percent of
clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 1,047.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Oct
2015
|
Oct
2014
|
|
Trading
Days
|
22
|
23
|
|
|
|
|
|
PRODUCT
LINE
|
Oct
2015
|
Oct
2014
|
Percent
Change
|
Interest
Rates
|
5,804
|
9,199
|
-37%
|
Equity
Indexes
|
2,719
|
4,037
|
-33%
|
Foreign Exchange
(FX)
|
735
|
986
|
-25%
|
Energy
|
2,065
|
1,768
|
17%
|
Agricultural
Commodities
|
1,206
|
1,267
|
-5%
|
Metals
|
304
|
330
|
-8%
|
Total
|
12,832
|
17,586
|
-27%
|
|
|
|
|
VENUE
|
Oct
2015
|
Oct
2014
|
Percent Change
|
Open
outcry
|
1,068
|
1,484
|
-28%
|
CME Globex
|
11,019
|
15,377
|
-28%
|
Privately
negotiated*
|
746
|
725
|
3%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Oct-15
|
Sep-15
|
Aug-15
|
Jul-15
|
Interest
Rates
|
6,614
|
6,658
|
6,905
|
6,876
|
Equity
Indexes
|
3,348
|
3,287
|
3,024
|
2,519
|
Foreign Exchange
(FX)
|
856
|
855
|
870
|
866
|
Energy
|
2,044
|
1,965
|
1,885
|
1,764
|
Agricultural
Commodities
|
1,195
|
1,267
|
1,493
|
1,447
|
Metals
|
326
|
353
|
365
|
351
|
Total
|
14,383
|
14,384
|
14,542
|
13,823
|
|
|
|
|
|
VENUE
|
Oct-15
|
Sep-15
|
Aug-15
|
Jul-15
|
Open
outcry
|
1,078
|
1,110
|
1,171
|
1,179
|
Electronic
|
12,586
|
12,620
|
12,781
|
12,086
|
Privately
negotiated
|
719
|
653
|
590
|
557
|
|
Average Rate Per
Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Sept-15
|
Aug-15
|
Jul-15
|
Jun-15
|
Interest
Rates
|
0.506
|
0.501
|
0.500
|
0.502
|
Equity
Indexes
|
0.708
|
0.705
|
0.718
|
0.725
|
Foreign Exchange
(FX)
|
0.785
|
0.798
|
0.820
|
0.816
|
Energy
|
1.197
|
1.236
|
1.243
|
1.277
|
Agricultural
Commodities
|
1.290
|
1.294
|
1.291
|
1.311
|
Metals
|
1.600
|
1.606
|
1.618
|
1.634
|
Total
|
0.759
|
0.766
|
0.766
|
0.777
|
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