CHICAGO, July 2, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that June 2015 volume
averaged 14.6 million contracts per day, up 15 percent from
June 2014. Total volume for
June 2015 was more than 320 million
contracts, of which 88 percent was traded
electronically. Options volume in June averaged 2.9 million
contracts per day, up 28 percent versus June
2014, with electronic options growing 48 percent over the
same period.
CME Group interest rate volume averaged 6.9 million contracts
per day in June 2015, up 8 percent
compared with June 2014. Treasury average daily volume rose 17
percent, with Treasury futures volume of 2.7 million contracts per
day, up 12 percent from the same period a year ago. Treasury
options volume grew 37 percent to more than 748,000 contracts per
day and included record Weekly Treasury options average daily
volume. Eurodollar futures volume averaged 2.5 million
contracts per day, down 5 percent compared with June 2014. Eurodollar options volume averaged
908,000 contracts per day, up 13 percent, driven by 84 percent
growth in Eurodollar options traded on Globex. In June, 19
percent of the Eurodollar options volume traded electronically, the
highest monthly percentage since early 2008, and up from 12 percent
electronic a year ago.
CME Group foreign exchange (FX) volume averaged 987,000
contracts per day, up 29 percent from June
2014. The average daily notional value of FX contracts
traded in June was $104 billion. CME
Group equity index volume in June
2015 averaged 2.9 million contracts per day, up 16 percent
from the same period a year ago.
CME Group agricultural commodities volume averaged a record 1.7
million contracts per day, up 48 percent from June 2014. CME
Group energy volume averaged 1.7 million contracts per day in
June 2015, up 13 percent compared
with the prior-year period. CME Group metals volume averaged
333,000 contracts per day, up 3 percent compared with the prior
June.
In June 2015, CME Group cleared
$148 billion in average daily
notional value of over-the-counter (OTC) interest rate swaps.
Month-end OTC interest rate swap open interest was $24 trillion, which represents 63 percent of
clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 2,197.
Second-quarter 2015 volume averaged 13.3 million contracts per
day, up 6 percent from second-quarter 2014. Record agricultural
commodities volume grew 30 percent compared with second-quarter
2014, while FX average daily volume grew 42 percent and energy
average daily volume grew 20 percent. Other quarterly
highlights include average daily volume records for Weekly Treasury
options, RBOB Gas futures and options, and Soft Red Winter Wheat,
Hard Red Winter Wheat and Soybean Meal futures and options.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
Total Exchange
ADV
|
( in
thousands)
|
|
|
June
2015
|
June
2014
|
|
Trading
Days
|
22
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
June
2015
|
June
2014
|
Percent
Change
|
Interest
Rates
|
6,949
|
6,434
|
8%
|
Equity
Indexes
|
2,869
|
2,482
|
16%
|
Foreign Exchange
(FX)
|
987
|
765
|
29%
|
Energy
|
1,713
|
1,512
|
13%
|
Agricultural
Commodities
|
1,739
|
1,173
|
48%
|
Metals
|
333
|
325
|
3%
|
Total
|
14,590
|
12,691
|
15%
|
|
|
|
|
VENUE
|
June
2015
|
June
2014
|
Percent
Change
|
Open
outcry
|
1,236
|
1,091
|
13%
|
CME Globex
|
12,787
|
10,906
|
17%
|
Privately
negotiated*
|
567
|
694
|
-18%
|
QUARTERLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
Total Exchange
ADV
|
( in
thousands)
|
|
|
Q2
2015
|
Q2
2014
|
|
Trading
Days
|
64
|
63
|
|
|
|
|
|
PRODUCT
LINE
|
Q2
2015
|
Q2
2014
|
Percent
Change
|
Interest
Rates
|
6,599
|
6,668
|
-1%
|
Equity
Indexes
|
2,364
|
2,468
|
-4%
|
Foreign Exchange
(FX)
|
903
|
638
|
42%
|
Energy
|
1,749
|
1,458
|
20%
|
Agricultural
Commodities
|
1,400
|
1,081
|
30%
|
Metals
|
331
|
323
|
2%
|
Total
|
13,347
|
12,636
|
6%
|
|
|
|
|
|
VENUE
|
Q2
2015
|
Q2
2014
|
Percent
Change
|
Open
outcry
|
1,108
|
1,100
|
1%
|
CME Globex
|
11,705
|
10,888
|
8%
|
Privately
negotiated*
|
534
|
647
|
-18%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jun-15
|
May-15
|
Apr-15
|
Mar-15
|
Interest
Rates
|
6,599
|
6,433
|
6,674
|
7,564
|
Equity
Indexes
|
2,364
|
2,352
|
2,401
|
2,772
|
Foreign Exchange
(FX)
|
903
|
937
|
900
|
954
|
Energy
|
1,749
|
1,800
|
2,003
|
2,142
|
Agricultural
Commodities
|
1,400
|
1,179
|
1,236
|
1,189
|
Metals
|
331
|
342
|
340
|
369
|
Total
|
13,347
|
13,043
|
13,553
|
14,990
|
|
|
|
|
|
VENUE
|
Jun-15
|
May-15
|
Apr-15
|
Mar-15
|
Open
outcry
|
1,108
|
1,073
|
1,163
|
1,291
|
Electronic
|
11,705
|
11,436
|
11,815
|
13,034
|
Privately
negotiated
|
567
|
534
|
574
|
665
|
|
|
Average Rate Per
Contract (In dollars)
|
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
May-15
|
Apr-15
|
Mar-15
|
Feb-15
|
Interest
Rates
|
0.498
|
0.493
|
0.480
|
0.475
|
Equity
Indexes
|
0.731
|
0.730
|
0.721
|
0.709
|
Foreign Exchange
(FX)
|
0.820
|
0.829
|
0.831
|
0.815
|
Energy
|
1.278
|
1.261
|
1.250
|
1.254
|
Agricultural
Commodities
|
1.315
|
1.341
|
1.324
|
1.344
|
Metals
|
1.644
|
1.662
|
1.662
|
1.659
|
Total
|
0.775
|
0.778
|
0.753
|
0.743
|
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