CME Group Volume Averaged 14.1 Million Contracts per Day in March 2014, Up 13 Percent from March 2013
In
First-quarter 2014 volume averaged 13.7 million contracts per day, up 9 percent from first-quarter 2013. The main highlights included quarterly records for Lean Hogs, Ultra Treasury Bonds, Eurodollar Midcurve options and Eurodollar futures associated with the third consecutive four quarterly contracts across the curve, as well as 19 percent growth in interest rates volume compared with first-quarter 2013, and 11 percent growth in equities volume.
Guidance
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV (in thousands) | |||||
|
|
||||
Trading Days |
21 |
20 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
7,036 |
5,225 |
35% | ||
Equity Indexes |
3,226 |
3,059 |
5% | ||
Foreign Exchange (FX) |
855 |
1,072 |
-20% | ||
Energy |
1,452 |
1,764 |
-18% | ||
|
1,111 |
989 |
12% | ||
Metals |
382 |
368 |
4% | ||
Total |
14,062 |
12,478 |
13% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
1,194 |
834 |
43% | ||
CME Globex |
12,116 |
10,909 |
11% | ||
Privately negotiated* |
752 |
715 |
5% |
QUARTERLY AVERAGE DAILY VOLUME (ADV) | |||
Total Exchange ADV | |||
1Q 2014 |
1Q 2013 |
||
Trading Days |
61 |
60 |
|
PRODUCT LINE |
1Q 2014 |
1Q 2013 |
Percent Change |
Interest Rates |
6,725 |
5,656 |
19% |
Equity Indexes |
2,890 |
2,608 |
11% |
Foreign Exchange (FX) |
817 |
1,010 |
-19% |
Energy |
1,705 |
1,730 |
-1% |
|
1,168 |
1,108 |
5% |
Metals |
355 |
396 |
-11% |
Total |
13,659 |
12,509 |
9% |
VENUE |
1Q 2014 |
1Q 2013 |
Percent Change |
Open outcry |
1,179 |
885 |
33% |
CME Globex |
11,703 |
10,908 |
7% |
Privately negotiated* |
778 |
691 |
13% |
Note that the
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Mar-14 |
Feb-14 |
Jan-14 |
Dec-13 |
Interest Rates |
6,725 |
6,027 |
5,773 |
5,274 |
Equity Indexes |
2,890 |
2,636 |
2,440 |
2,471 |
Foreign Exchange (FX) |
817 |
784 |
767 |
705 |
Energy |
1,705 |
1,737 |
1,644 |
1,571 |
|
1,168 |
1,058 |
1,011 |
992 |
Metals |
355 |
318 |
328 |
317 |
Total |
13,659 |
12,561 |
11,964 |
11,331 |
VENUE |
Mar-14 |
Feb-14 |
Jan-14 |
Dec-13 |
Open outcry |
1,178 |
1,090 |
1,007 |
957 |
Electronic |
11,703 |
10,714 |
10,238 |
9,723 |
Privately negotiated* |
778 |
757 |
719 |
651 |
*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 |
Feb-14 |
Jan-14 |
Dec-13 |
Nov-13 |
Interest Rates |
0.492 |
0.499 |
0.504 |
0.499 |
Equity Indexes |
0.720 |
0.719 |
0.702 |
0.689 |
Foreign Exchange (FX) |
0.806 |
0.823 |
0.835 |
0.833 |
Energy |
1.325 |
1.303 |
1.279 |
1.301 |
|
1.360 |
1.354 |
1.327 |
1.309 |
Metals |
1.701 |
1.698 |
1.682 |
1.660 |
Total |
0.778 |
0.780 |
0.780 |
0.767 |
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SOURCE
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