CHICAGO, Jan. 5, 2016 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that full-year 2015 volume averaged a record 13.9 million
contracts per day, up 2 percent from 2014, and included
year-over-year growth across five of six product lines.
Within energy, a record of nearly 2 million contracts per day was
traded, up 21 percent; and agricultural commodities reached a
record of 1.3 million contracts per day, up 13 percent. Other
2015 records included overall options average daily volume of 2.7
million contracts, up 7 percent from 2015. As part of that
increase, electronic options volume also reached a new record of
1.4 million contracts, up 15 percent.
Fourth-quarter 2015 volume averaged 13.2 million contracts per
day, down 11 percent from fourth-quarter 2014, and included 13
percent growth in energy average daily volume, as well as 3 percent
growth in agricultural commodities.
December 2015 volume averaged 13.0
million contracts per day, down 4 percent from December 2014.
Total volume during December 2015 was
more than 286 million contracts, of which 87 percent was traded
electronically. Options volume in December averaged 2.7
million contracts per day, up 3 percent versus December 2014, with electronic options growing 4
percent over the same period.
CME Group interest rate volume averaged 5.7 million contracts
per day in December 2015, down 14
percent compared with December 2014. Treasury futures volume
averaged 1.9 million contracts per day, down 15 percent from the
same period a year ago. Treasury options volume was down 20
percent at 465,000 contracts per day. Eurodollar futures
volume averaged 2.1 million contracts per day, down 28 percent
compared with December 2014.
Eurodollar options volume averaged 1.1 million contracts per
day, up 30 percent in December, with 22 percent of Eurodollar
options volume traded electronically.
CME Group equity index volume in December
2015 averaged 3.1 million contracts per day, up 1 percent
from December 2014. CME Group foreign exchange volume
averaged 884,000 contracts per day, down 8 percent from the same
period a year ago. The average daily notional value of FX
contracts traded in December was $90
billion.
CME Group energy volume averaged 2.1 million contracts per day
in December 2015, up 20 percent from
December 2014. CME Group agricultural commodities volume
averaged 1 million contracts per day, up 9 percent compared with
the prior-year period. CME Group metals volume averaged
264,000 contracts per day, down 10 percent compared with the prior
December.
In December 2015, CME Group
cleared $157 billion in average daily
notional value of over-the-counter (OTC) interest rate swaps.
Month-end OTC interest rate swap open interest was $19.1 trillion, which represents 54 percent of
clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 985.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Dec
2015
|
Dec
2014
|
|
Trading
Days
|
22
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Dec
2015
|
Dec
2014
|
Percent
Change
|
Interest
Rates
|
5,692
|
6,625
|
-14%
|
Equity
Indexes
|
3,110
|
3,083
|
1%
|
Foreign Exchange
(FX)
|
884
|
957
|
-8%
|
Energy
|
2,055
|
1,719
|
20%
|
Agricultural
Commodities
|
1,033
|
945
|
9%
|
Metals
|
264
|
293
|
-10%
|
Total
|
13,039
|
13,623
|
-4%
|
|
|
|
|
|
|
VENUE
|
Dec
2015
|
Dec
2014
|
Percent
Change
|
Open
outcry
|
1,054
|
1,133
|
-7%
|
CME Globex
|
11,312
|
11,882
|
-5%
|
Privately
negotiated
|
672
|
607
|
11%
|
|
|
|
|
|
|
QUARTERLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Q4
2015
|
Q4
2014
|
|
Trading
Days
|
64
|
64
|
|
|
|
|
|
PRODUCT
LINE
|
Q4
2015
|
Q4
2014
|
Percent
Change
|
Interest
Rates
|
6,097
|
7,445
|
-18%
|
Equity
Indexes
|
2,743
|
3,117
|
-12%
|
Foreign Exchange
(FX)
|
779
|
959
|
-19%
|
Energy
|
2,032
|
1,797
|
13%
|
Agricultural
Commodities
|
1,200
|
1,169
|
3%
|
Metals
|
326
|
361
|
-10%
|
Total
|
13,178
|
14,848
|
-11%
|
|
|
|
|
VENUE
|
Q4
2015
|
Q4
2014
|
Percent
Change
|
Open
outcry
|
1,055
|
1,218
|
-13%
|
CME Globex
|
11,420
|
12,982
|
-12%
|
Privately
negotiated
|
704
|
648
|
9%
|
|
|
|
|
Note: The
resized electricity futures contracts, which currently have an
average rate per contract of approximately 5 cents, averaged 66,000
contracts in fourth-quarter 2015, or 3.9 percent of total energy
products ADV. This compares to ADV of 80,500 contracts in
third-quarter 2015, or 4.6 percent of total energy products
ADV.
|
ANNUAL AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
2015
|
2014
|
|
Trading
Days
|
253
|
252
|
|
|
|
|
|
PRODUCT
LINE
|
2015
|
2014
|
Percent
Change
|
Interest
Rates
|
6,720
|
7,009
|
-4%
|
Equity
Indexes
|
2,792
|
2,767
|
1%
|
Foreign Exchange
(FX)
|
872
|
803
|
9%
|
Energy
|
1,970
|
1,630
|
21%
|
Agricultural
Commodities
|
1,265
|
1,117
|
13%
|
Metals
|
344
|
337
|
2%
|
Total
|
13,963
|
13,663
|
2%
|
|
|
|
|
VENUE
|
2015
|
2014
|
Percent
Change
|
Open
outcry
|
1,139
|
1,176
|
-3%
|
CME Globex
|
12,185
|
11,805
|
3%
|
Privately
negotiated
|
639
|
682
|
-6%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Dec-15
|
Nov-15
|
Oct-15
|
Sep-15
|
Interest
Rates
|
6,097
|
6,272
|
6,614
|
6,658
|
Equity
Indexes
|
2,743
|
2,922
|
3,348
|
3,287
|
Foreign Exchange
(FX)
|
779
|
799
|
856
|
855
|
Energy
|
2,032
|
1,996
|
2,044
|
1,965
|
Agricultural
Commodities
|
1,200
|
1,211
|
1,195
|
1,267
|
Metals
|
326
|
337
|
326
|
353
|
Total
|
13,178
|
13,538
|
14,383
|
14,384
|
|
|
|
|
|
VENUE
|
Dec-15
|
Nov-15
|
Oct-15
|
Sep-15
|
Open
outcry
|
1,055
|
1,055
|
1,078
|
1,110
|
Electronic
|
11,420
|
11,749
|
12,586
|
12,620
|
Privately
negotiated
|
704
|
734
|
719
|
653
|
Average Rate
Per Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-15
|
Oct-15
|
Sept-15
|
Aug-15
|
Interest
Rates
|
0.514
|
0.509
|
0.506
|
0.501
|
Equity
Indexes
|
0.723
|
0.718
|
0.708
|
0.705
|
Foreign Exchange
(FX)
|
0.799
|
0.783
|
0.785
|
0.798
|
Energy
|
1.186
|
1.194
|
1.197
|
1.236
|
Agricultural
Commodities
|
1.320
|
1.302
|
1.290
|
1.294
|
Metals
|
1.641
|
1.615
|
1.600
|
1.606
|
Total
|
0.775
|
0.762
|
0.759
|
0.766
|
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