CHICAGO, Jan. 5, 2015 /TRENDINGGLOBALNEWS/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that December 2014 volume averaged 13.6 million contracts per day, up 25 percent from December 2013. Total volume for December 2014 was more than 299 million contracts, of which 87 percent was traded electronically. Options volume in December averaged 2.6 million contracts per day, up 27 percent versus December 2013, with electronic options growing 44 percent over the same period.
CME Group interest rate volume averaged 6.6 million contracts per day in December 2014, up 32 percent compared with December 2013. Eurodollar futures volume averaged 2.9 million contracts per day, up 44 percent from the same period a year ago. Eurodollar options volume averaged 853,000 contracts per day, up 31 percent from December last year. Treasury futures volume averaged 2.3 million contracts per day, up 25 percent compared with December 2013. Treasury options volume averaged 584,000 contracts per day, up 9 percent from the same period last year. Overall CME Group interest rate open interest increased 28 percent in 2014.
CME Group foreign exchange (FX) volume averaged 957,000 contracts per day, up 26 percent from December 2013. The average daily notional value of FX contracts traded in December was $107 billion. CME Group equity index volume in December 2014 averaged 3.1 million contracts per day, up 24 percent from the same period a year ago.
CME Group agricultural commodities volume averaged 952,000 contracts per day in December 2014, up 20 percent compared with the prior-year period. CME Group energy volume averaged 1.7 million contracts per day, up 11 percent from December 2013. CME Group metals volume averaged 293,000 contracts per day, up 6 percent compared with the prior December.
In December 2014, CME Group cleared $167 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. During the month, OTC interest rate swap open interest increased to $22.9 trillion, which represents 64 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,944.
Fourth-quarter
2014 volume averaged 14.8 million contracts per day, up 31 percent from
fourth-quarter 2013, and included 41 percent growth in interest rate
average daily volume, as well as 36 percent growth in FX average daily
volume and 26 percent in equities. The main highlights also included quarterly average daily volume records for overall options, as well as FX and equity options.
Full-year
2014 volume averaged a record 13.7 million contracts per day, up 9
percent from 2013, and included 19 percent growth in interest rate
average daily volume. The main highlights also included annual average daily volume records for interest rates and treasuries. Overall
open interest was 94 million contracts at year-end, up 12 percent from
year-end 2013, and open interest reached a record 109 million contracts
during November 2014.
|
MONTHLY AVERAGE DAILY VOLUME (ADV)
|
|||
|
Total Exchange ADV
| |||
|
( in thousands)
| |||
|
Dec 2014
|
Dec 2013
|
||
|
Trading Days
|
22
|
21
|
|
|
PRODUCT LINE
|
Dec 2014
|
Dec 2013
|
Percent Change
|
|
Interest Rates
|
6,624
|
5,011
|
32%
|
|
Equity Indexes
|
3,076
|
2,487
|
24%
|
|
Foreign Exchange (FX)
|
957
|
760
|
26%
|
|
Energy
|
1,719
|
1,547
|
11%
|
|
Agricultural Commodities
|
952
|
793
|
20%
|
|
Metals
|
293
|
276
|
6%
|
|
Total
|
13,623
|
10,873
|
25%
|
|
VENUE
|
Dec 2014
|
Dec 2013
|
Percent Change
|
|
Open outcry
|
1,133
|
938
|
21%
|
|
CME Globex
|
11,882
|
9,243
|
29%
|
|
Privately negotiated*
|
607
|
693
|
-12%
|
|
QUARTERLY AVERAGE DAILY VOLUME (ADV)
| |||
|
Total Exchange ADV
| |||
|
( in thousands)
| |||
|
Q4 2014
|
Q4 2013
|
||
|
Trading Days
|
64
|
64
|
|
|
PRODUCT LINE
|
Q4 2014
|
Q4 2013
|
Percent Change
|
|
Interest Rates
|
7,445
|
5,274
|
41%
|
|
Equity Indexes
|
3,114
|
2,471
|
26%
|
|
Foreign Exchange (FX)
|
959
|
705
|
36%
|
|
Energy
|
1,797
|
1,571
|
14%
|
|
Agricultural Commodities
|
1,173
|
992
|
18%
|
|
Metals
|
361
|
317
|
14%
|
|
Total
|
14,848
|
11,331
|
31%
|
|
VENUE |
Q4 2014
|
Q4 2013
|
Percent Change
|
|
Open outcry
|
1,218
|
957
|
27%
|
|
CME Globex
|
12,982
|
9,723
|
34%
|
|
Privately negotiated*
|
648
|
651
|
0%
|
|
ANNUAL AVERAGE DAILY VOLUME (ADV)
| |||
|
Total Exchange ADV
| |||
|
( in thousands)
| |||
|
2014
|
2013
|
||
|
Trading Days
|
252
|
252
|
|
|
PRODUCT LINE
|
2014
|
2013
|
Percent Change
|
|
Interest Rates
|
7,009
|
5,903
|
19%
|
|
Equity Indexes
|
2,764
|
2,642
|
5%
|
|
Foreign Exchange (FX)
|
803
|
885
|
-9%
|
|
Energy
|
1,630
|
1,676
|
-3%
|
|
Agricultural Commodities
|
1,120
|
1,053
|
6%
|
|
Metals
|
337
|
386
|
-13%
|
|
Total
|
13,663
|
12,546
|
9%
|
|
VENUE |
2014
|
2013
|
Percent Change
|
|
Open outcry
|
1,176
|
1,040
|
13%
|
|
CME Globex
|
11,805
|
10,821
|
9%
|
|
Privately negotiated*
|
682
|
679
|
0%
|
|
ROLLING THREE-MONTH AVERAGES
| ||||
|
Average Daily Volume (In thousands)
| ||||
|
3-Month Period Ending
| ||||
|
PRODUCT LINE
|
Dec-14
|
Nov-14
|
Oct-14
|
Sep-14
|
|
Interest Rates
|
7,445
|
7,941
|
8,221
|
7,181
|
|
Equity Indexes
|
3,114
|
3,112
|
3,158
|
2,586
|
|
Foreign Exchange (FX)
|
959
|
1,024
|
937
|
797
|
|
Energy
|
1,797
|
1,757
|
1,609
|
1,562
|
|
Agricultural Commodities
|
1,173
|
1,205
|
1,127
|
1,058
|
|
Metals
|
361
|
373
|
312
|
308
|
|
Total
|
14,848
|
15,411
|
15,364
|
13,493
|
|
VENUE
|
Dec-14
|
Nov-14
|
Oct-14
|
Sep-14
|
|
Open outcry
|
1,218
|
1,323
|
1,358
|
1,208
|
|
Electronic
|
12,982
|
13,387
|
13,330
|
11,627
|
|
Privately negotiated*
|
648
|
701
|
676
|
657
|
*The
privately negotiated venue includes both traditional block trades as
well as what was historically categorized as CME ClearPort. Going forward there will no longer be a break out for CME ClearPort.
|
Average Rate Per Contract (In dollars)
| ||||
|
3-Month Period Ending
| ||||
|
PRODUCT LINE
|
Nov-14
|
Oct-14
|
Sep-14
|
Aug-14
|
|
Interest Rates
|
0.471
|
0.467
|
0.473
|
0.473
|
|
Equity Indexes
|
0.692
|
0.684
|
0.687
|
0.695
|
|
Foreign Exchange (FX)
|
0.746
|
0.759
|
0.788
|
0.830
|
|
Energy
|
1.299
|
1.302
|
1.291
|
1.259
|
|
Agricultural Commodities
|
1.317
|
1.331
|
1.362
|
1.398
|
|
Metals
|
1.677
|
1.692
|
1.707
|
1.709
|
|
Total
|
0.724
|
0.705
|
0.725
|
0.740
|
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.
source:http://www.prnewswire.com/
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