CME Group Volume Averaged 14.6 Million Contracts 

Includes monthly records in Agricultural Commodities and Weekly Treasury Options

• Agricultural commodities average daily volume rose 48 percent
• Foreign exchange (FX) average daily volume rose 29 percent
• Equities average daily volume rose 16 percent
• Energy average daily volume rose 13 percent

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.