CME Group Volume Averaged 12.2 Million Contracts per Day in April 2014, Up 6 Percent from April 2013
In
MONTHLY AVERAGE DAILY VOLUME (ADV) | ||||
Total Exchange ADV ( in thousands) | ||||
|
|
|||
Trading Days |
21 |
22 |
||
PRODUCT LINE |
|
|
Percent Change | |
Interest Rates |
5,976 |
4,272 |
40% | |
Equity Indexes |
2,750 |
2,720 |
1% | |
Foreign Exchange (FX) |
559 |
898 |
-38% | |
Energy |
1,452 |
1,934 |
-25% | |
|
1,159 |
1,210 |
-4% | |
Metals |
321 |
532 |
-40% | |
Total |
12,218 |
11,566 |
6% | |
VENUE |
|
|
Percent Change | |
Open outcry |
1,029 |
749 |
37% | |
CME Globex |
10,575 |
10,096 |
5% | |
Privately negotiated* |
614 |
720 |
-15% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Apr-14 |
Mar-14 |
Feb-14 |
Jan-14 |
Interest Rates |
6,612 |
6,725 |
6,027 |
5,773 |
Equity Indexes |
2,938 |
2,890 |
2,636 |
2,440 |
Foreign Exchange (FX) |
726 |
817 |
784 |
767 |
Energy |
1,568 |
1,705 |
1,737 |
1,644 |
|
1,212 |
1,168 |
1,058 |
1,011 |
Metals |
351 |
355 |
318 |
328 |
Total |
13,408 |
13,659 |
12,561 |
11,964 |
VENUE |
Mar-14 |
Mar-14 |
Feb-14 |
Jan-14 |
Open outcry |
1,149 |
1,178 |
1,090 |
1,007 |
Electronic |
11,556 |
11,703 |
10,714 |
10,238 |
Privately negotiated* |
704 |
778 |
757 |
719 |
*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 |
Mar-14 |
Feb-14 |
Jan-14 |
Dec-13 |
Interest Rates |
0.481 |
0.492 |
0.499 |
0.504 |
Equity Indexes |
0.712 |
0.720 |
0.719 |
0.702 |
Foreign Exchange (FX) |
0.804 |
0.806 |
0.823 |
0.835 |
Energy |
1.364 |
1.325 |
1.303 |
1.279 |
|
1.369 |
1.360 |
1.354 |
1.327 |
Metals |
1.707 |
1.701 |
1.698 |
1.682 |
Total |
0.767 |
0.778 |
0.780 |
0.780 |
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SOURCE
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