CME Group Volume Averaged 13.7 Million Contracts per Day in November 2015 

CME Group interest rate volume averaged 6.9 million contracts per day in November 2015, up 9 percent compared with November 2014. Treasury futures volume averaged 3.3 million contracts per day, down 1 percent from the same period a year ago. Treasury options volume was down 2 percent at more than 474,000 contracts per day. Eurodollar futures volume averaged 2 million contracts per day, up 10 percent compared with November 2014. Eurodollar options volume averaged 1 million contracts per day, up 70 percent in November, with 24 percent of the Eurodollar options volume traded electronically.

CME Group equity index volume in November 2015 averaged 2.4 million contracts per day, up 16 percent fromNovember 2014. CME Group foreign exchange volume averaged 713,000 contracts per day, down 23 percent from the same period a year ago. The average daily notional value of FX contracts traded in November was $72 billion.

CME Group energy volume averaged 2 million contracts per day in November 2015, up 2 percent from November 2014. CME Group agricultural commodities volume averaged 1.4 million contracts per day, up 5 percent compared with the prior-year period. CME Group metals volume averaged 419,000 contracts per day, down 12 percent compared with the prior November.

In November 2015, CME Group cleared $126 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. Month-end OTC interest rate swap open interest was $22 trillion, which represents 57 percent of clients’ total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 1,207.