CHICAGO, Sept. 2, 2015 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that August 2015 volume
averaged 16.3 million contracts per day, up 25 percent from
August 2014, and included average
daily volume of 23 million contracts during the last week of the
month, the highest weekly average ever. Total volume was more
than 341 million contracts, of which a record 89 percent was traded
electronically. Options volume in August averaged 3 million
contracts per day, up 27 percent versus August 2014, with electronic options growing 37
percent over the same period to a record 57 percent electronic.
CME Group interest rate volume averaged 7.9 million contracts
per day in August 2015, up 8 percent
compared with August 2014. Treasury average daily volume rose
2 percent, with treasury futures volume of 3.8 million contracts
per day, up 3 percent from the same period a year ago.
Treasury options volume was down 5 percent at more than 567,000
contracts per day. Eurodollar futures volume averaged 2.4
million contracts per day, up 7 percent compared with August 2014. Eurodollar options volume
averaged 984,000 contracts per day, up 39 percent, driven by 124
percent growth in Eurodollar options traded on the CME Globex
platform. In August, a record 22 percent of the Eurodollar
options volume traded electronically.
CME Group foreign exchange volume averaged 890,000 contracts per
day, up 33 percent from August 2014. The average daily
notional value of FX contracts traded in August was $91 billion. CME Group equity index volume
in August 2015 averaged 3.7 million
contracts per day, up 61 percent from the same period a year
ago.
CME Group agricultural commodities volume averaged 1.3 million
contracts per day, up 25 percent from August 2014. CME Group
energy volume averaged 2.1 million contracts per day in
August 2015, up 46 percent compared
with the prior-year period. Energy options traded 50 percent
electronic for the first time ever, led by WTI options, which
averaged a record 138,000 contracts per day on CME Globex.
CME Group metals volume averaged 381,000 contracts per day, up 36
percent compared with the prior August.
In August 2015, CME Group cleared
$125 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 61 percent of
clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 1,311.
MONTHLY AVERAGE
DAILY VOLUME (ADV)
|
|
|
|
|
Total Exchange
ADV
( in
thousands)
|
|
|
Aug
2015
|
Aug
2014
|
|
Trading
Days
|
21
|
21
|
|
|
|
|
|
PRODUCT
LINE
|
Aug
2015
|
Aug
2014
|
Percent
Change
|
Interest
Rates
|
7,881
|
7,297
|
8%
|
Equity
Indexes
|
3,691
|
2,288
|
61%
|
Foreign Exchange
(FX)
|
890
|
669
|
33%
|
Energy
|
2,118
|
1,449
|
46%
|
Agricultural
Commodities
|
1,319
|
1,056
|
25%
|
Metals
|
381
|
281
|
36%
|
Total
|
16,280
|
13,040
|
25%
|
|
|
|
|
VENUE
|
Aug
2015
|
Aug
2014
|
Percent
Change
|
Open
outcry
|
1,111
|
1,133
|
-2%
|
CME Globex
|
14,519
|
11,372
|
28%
|
Privately
negotiated*
|
650
|
535
|
21%
|
ROLLING
THREE-MONTH AVERAGES
|
|
|
Average Daily
Volume (In thousands)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Aug-15
|
Jul-15
|
Jun-15
|
May-15
|
Interest
Rates
|
6,905
|
6,876
|
6,599
|
6,433
|
Equity
Indexes
|
3,024
|
2,519
|
2,364
|
2,352
|
Foreign Exchange
(FX)
|
870
|
866
|
903
|
937
|
Energy
|
1,885
|
1,764
|
1,749
|
1,800
|
Agricultural
Commodities
|
1,493
|
1,447
|
1,400
|
1,179
|
Metals
|
365
|
351
|
331
|
342
|
Total
|
14,542
|
13,823
|
13,347
|
13,043
|
|
|
|
|
|
VENUE
|
Aug-15
|
Jul-15
|
Jun-15
|
May-15
|
Open
outcry
|
1,171
|
1,179
|
1,108
|
1,073
|
Electronic
|
12,781
|
12,086
|
11,705
|
11,436
|
Privately
negotiated
|
590
|
557
|
534
|
534
|
Average Rate Per
Contract (In dollars)
|
|
|
|
3-Month Period
Ending
|
PRODUCT
LINE
|
Jul-15
|
Jun-15
|
May-15
|
Apr-15
|
Interest
Rates
|
0.500
|
0.502
|
0.498
|
0.493
|
Equity
Indexes
|
0.718
|
0.725
|
0.731
|
0.730
|
Foreign Exchange
(FX)
|
0.820
|
0.816
|
0.820
|
0.829
|
Energy
|
1.243
|
1.277
|
1.278
|
1.261
|
Agricultural
Commodities
|
1.291
|
1.311
|
1.315
|
1.341
|
Metals
|
1.618
|
1.634
|
1.644
|
1.662
|
Total
|
0.766
|
0.777
|
0.775
|
0.778
|
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