CHICAGO, May 4, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that April 2015 volume was
252 million contracts, down 2 percent from April 2014. Of the
total volume, 87 percent was traded electronically. April
2015 volume averaged 11.5 million contracts per day, down 6 percent
from April 2014. Options volume in April averaged 2.3 million
contracts per day, down 1 percent versus April 2014, with electronic options growing 6
percent over the same period. Of the total options volume, 52
percent was traded electronically in April.
CME Group interest rate volume averaged 5.1 million contracts
per day in April 2015, down 14
percent compared with April 2014. Eurodollar futures volume
averaged 1.8 million contracts per day, down 18 percent from the
same period a year ago. Eurodollar options volume averaged
791,000 contracts per day, up 8 percent from April last year.
Treasury futures volume averaged 2.0 million contracts per day,
down 17 percent compared with April 2014. Treasury options
volume averaged 457,000 contracts per day, down 20 percent from the
same period last year.
CME Group foreign exchange (FX) volume averaged 838,000
contracts per day, up 50 percent from April
2014. The average daily notional value of FX contracts
traded in April was $86
billion. CME Group equity index volume in April 2015 averaged 2.1 million contracts per
day, down 24 percent from the same period a year ago.
CME Group energy volume averaged 1.8 million contracts per day
in April 2015, up 23 percent compared
with the prior-year period. CME Group agricultural
commodities volume averaged 1.3 million contracts per day, up 11
percent from April 2014. CME Group metals volume averaged
324,000 contracts per day, up 1 percent compared with the prior
April.
In April 2015, CME Group cleared
$105 billion in average daily
notional value of over-the-counter (OTC) interest rate swaps.
Month-end OTC interest rate swap open interest was $24.8 trillion, which represents 66 percent of
clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 1,531.
|
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Apr
2015
|
Apr
2014
|
|
|
Trading
Days
|
22
|
21
|
|
|
|
|
|
|
PRODUCT
LINE
|
Apr
2015
|
Apr
2014
|
Percent
Change
|
|
Interest
Rates
|
5,126
|
5,976
|
-14%
|
|
Equity
Indexes
|
2,092
|
2,751
|
-24%
|
|
Foreign Exchange
(FX)
|
838
|
559
|
50%
|
|
Energy
|
1,791
|
1,454
|
23%
|
|
Agricultural
Commodities
|
1,279
|
1,157
|
11%
|
|
Metals
|
324
|
321
|
1%
|
|
Total
|
11,450
|
12,218
|
-6%
|
|
|
|
|
|
|
|
VENUE
|
Apr
2015
|
Apr
2014
|
Percent Change
|
|
Open
outcry
|
956
|
1,029
|
-7%
|
|
CME Globex
|
10,007
|
10,575
|
-5%
|
|
Privately
negotiated*
|
487
|
614
|
-21%
|
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
3-Month Period
Ending
|
|
PRODUCT
LINE
|
Apr-15
|
Mar-15
|
Feb-15
|
Jan-15
|
|
Interest
Rates
|
6,674
|
7,564
|
7,621
|
6,862
|
|
Equity
Indexes
|
2,401
|
2,772
|
2,858
|
2,791
|
|
Foreign Exchange
(FX)
|
900
|
954
|
907
|
961
|
|
Energy
|
2,003
|
2,142
|
2,091
|
1,939
|
|
Agricultural
Commodities
|
1,236
|
1,189
|
1,139
|
1,127
|
|
Metals
|
340
|
369
|
343
|
389
|
|
Total
|
13,553
|
14,990
|
14,959
|
14,069
|
|
|
|
|
|
|
VENUE
|
Apr-15
|
Mar-15
|
Feb-15
|
Jan-15
|
|
Open
outcry
|
1,163
|
1,291
|
1,290
|
1,152
|
|
Electronic
|
11,815
|
13,034
|
12,991
|
12,263
|
|
Privately
negotiated
|
574
|
665
|
679
|
654
|
|
|
Average Rate
Per Contract (In dollars)
|
|
|
3-Month Period
Ending
|
|
PRODUCT
LINE
|
Mar-15
|
Feb-15
|
Jan-15
|
Dec-14
|
|
Interest
Rates
|
0.480
|
0.475
|
0.474
|
0.472
|
|
Equity
Indexes
|
0.721
|
0.709
|
0.711
|
0.697
|
|
Foreign Exchange
(FX)
|
0.831
|
0.815
|
0.789
|
0.760
|
|
Energy
|
1.250
|
1.254
|
1.272
|
1.279
|
|
Agricultural
Commodities
|
1.324
|
1.344
|
1.331
|
1.321
|
|
Metals
|
1.662
|
1.659
|
1.660
|
1.664
|
|
Total
|
0.753
|
0.743
|
0.754
|
0.731
|
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