CME Group Volume Averaged 11.5 Million Contracts per Day in April 2015 

CME Group
  • Foreign exchange (FX) average daily volume rose 50 percent
  • Energy average daily volume rose 23 percent
  • Agricultural commodities average daily volume rose 11 percent

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

 

Source: CME Group 

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