CME Group Volume Averaged 16.3 Million Contracts per Day in August 2015, Up 25 Percent from August 2014 

• Equity index average daily volume increased 61 percent
• Energy average daily volume rose 46 percent, as WTI futures and options reached record 1.8 million contracts on August 31
• Eurodollar options average daily volume increased 39 percent, driven by 124 percent growth in options traded electronically
• Metals average daily volume increased 36 percent
• Foreign exchange (FX) average daily volume rose 33 percent
• Agricultural commodities average daily volume rose 25 percent

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 versusAugust 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 inAugust 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.