CHICAGO, Feb. 3, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that January 2015 volume
averaged 15.6 million contracts per day, up 21 percent from January
2014. Total volume for January
2015 was more than 312 million contracts, of which 87
percent was traded electronically. Options volume in January
averaged 3.1 million contracts per day, up 22 percent versus
January 2014, with electronic options
growing 35 percent over the same period.
CME Group interest rate volume averaged 7.7 million contracts
per day in January 2015, up 22
percent compared with January 2014. Eurodollar futures volume
averaged 3.0 million contracts per day, up 16 percent from the same
period a year ago. Eurodollar options volume averaged 1.0
million contracts per day, up 24 percent from January last
year. Treasury futures volume averaged 2.9 million contracts
per day, up 26 percent compared with January 2014. Treasury
options volume averaged 704,000 contracts per day, up 23 percent
from the same period last year. Overall CME Group interest
rate open interest increased 7 percent since year-end
2014.
CME Group foreign exchange (FX) volume averaged 996,000
contracts per day, up 21 percent from January 2014. The average daily notional
value of FX contracts traded in January was $108 billion. CME Group equity index volume
in January 2014 averaged 3.2 million
contracts per day, up 22 percent from the same period a year
ago.
CME Group agricultural commodities volume averaged 1.1 million
contracts per day in January 2015, up
11 percent compared with the prior-year period. CME Group
energy volume averaged a record 2.2 million contracts per day, up
19 percent from January 2014,
including monthly records in crude oil futures and options,
Brent Last Day financial futures
(BZ) and refined products futures and options. CME Group
metals volume averaged 410,000 contracts per day, up 24 percent
compared with the prior January.
In January 2015, CME Group cleared
$157 billion in average daily
notional value of over-the-counter (OTC) interest rate swaps.
During the month, OTC interest rate swap open interest increased to
$23.7 trillion, which represents 64
percent of clients' total cleared OTC interest rate swap open
interest. Average daily trade count for the month was
2,105.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Jan
2015
|
Jan
2014
|
|
Trading
Days
|
20
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Jan
2015
|
Jan
2014
|
Percent
Change
|
Interest
Rates
|
7,686
|
6,303
|
22%
|
Equity
Indexes
|
3,190
|
2,610
|
22%
|
Foreign Exchange
(FX)
|
996
|
822
|
21%
|
Energy
|
2,196
|
1,849
|
19%
|
Agricultural
Commodities
|
1,144
|
1,031
|
11%
|
Metals
|
410
|
331
|
24%
|
Total
|
15,622
|
12,946
|
21%
|
|
|
|
|
|
|
VENUE
|
Jan
2015
|
Jan
2014
|
Percent Change
|
Open
outcry
|
1,323
|
1,116
|
19%
|
CME Globex
|
13,545
|
11,003
|
23%
|
Privately
negotiated*
|
754
|
827
|
-9%
|
ROLLING
THREE-MONTH AVERAGES
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jan-15
|
Dec-14
|
Nov-14
|
Oct-14
|
Interest
Rates
|
6,892
|
7,445
|
7,941
|
8,221
|
Equity
Indexes
|
2,791
|
3,114
|
3,112
|
3,158
|
Foreign Exchange
(FX)
|
961
|
959
|
1,024
|
937
|
Energy
|
1,939
|
1,797
|
1,757
|
1,609
|
Agricultural
Commodities
|
1,127
|
1,173
|
1,205
|
1,127
|
Metals
|
389
|
361
|
373
|
312
|
Total
|
14,069
|
14,848
|
15,411
|
15,364
|
|
|
|
|
|
VENUE
|
Jan-15
|
Dec-14
|
Nov-14
|
Oct-14
|
Open
outcry
|
1,152
|
1,218
|
1,323
|
1,358
|
Electronic
|
12,263
|
12,982
|
13,387
|
13,330
|
Privately
negotiated
|
654
|
648
|
701
|
676
|
Average Rate Per
Contract (In dollars)
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Nov-14
|
Oct-14
|
Sep-14
|
Aug-14
|
Interest
Rates
|
0.471
|
0.467
|
0.473
|
0.473
|
Equity
Indexes
|
0.692
|
0.684
|
0.687
|
0.695
|
Foreign Exchange
(FX)
|
0.746
|
0.759
|
0.788
|
0.830
|
Energy
|
1.299
|
1.302
|
1.291
|
1.259
|
Agricultural
Commodities
|
1.317
|
1.331
|
1.362
|
1.398
|
Metals
|
1.677
|
1.692
|
1.707
|
1.709
|
Total
|
0.724
|
0.705
|
0.725
|
0.740
|
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
To view the original version on PR Newswire,
visit:http://www.prnewswire.com/news-releases/cme-group-volume-averaged-156-million-contracts-per-day-in-january-2015-up-21-percent-from-january-2014-300029576.html
SOURCE CME Group