CME Group Volume Averaged 12.7 Million Contracts per Day in June 2014, Down 2 Percent from May 2014
Logo - http://photos.prnewswire.com/prnh/20140123/AQ51408LOGO
In
Guidance
As referenced in
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||
Total Exchange ADV | |||
|
|
||
Trading Days |
21 |
20 |
|
PRODUCT LINE |
|
|
Percent Change |
Interest Rates |
6,434 |
8,581 |
-25% |
Equity Indexes |
2,476 |
3,810 |
-35% |
Foreign Exchange (FX) |
765 |
1,213 |
-37% |
Energy |
1,512 |
1,738 |
-13% |
|
1,179 |
1,156 |
2% |
Metals |
325 |
435 |
-25% |
Total |
12,691 |
16,933 |
-25% |
VENUE |
|
|
Percent Change |
Open outcry |
1,091 |
1,508 |
-28% |
CME Globex |
10,906 |
14,599 |
-25% |
Privately negotiated* |
694 |
826 |
-16% |
QUARTERLY AVERAGE DAILY VOLUME (ADV) | |||
Total Exchange ADV | |||
2Q 2014 |
2Q 2013 |
||
Trading Days |
63 |
64 |
|
PRODUCT LINE |
2Q 2014 |
2Q 2013 |
Percent Change |
Interest Rates |
6,668 |
6,828 |
-2% |
Equity Indexes |
2,465 |
3,079 |
-20% |
Foreign Exchange (FX) |
638 |
1,042 |
-39% |
Energy |
1,457 |
1,796 |
-19% |
|
1,084 |
1,106 |
-2% |
Metals |
323 |
471 |
-31% |
Total |
12,636 |
14,323 |
-12% |
VENUE |
2Q 2014 |
2Q 2013 |
Percent Change |
Open outcry |
1,100 |
1,134 |
-3% |
CME Globex |
10,888 |
12,457 |
-13% |
Privately negotiated* |
647 |
731 |
-11% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jun-14 |
May-14 |
Apr-14 |
Mar-14 |
Interest Rates |
6,668 |
6,869 |
6,612 |
6,725 |
Equity Indexes |
2,465 |
2,715 |
2,938 |
2,890 |
Foreign Exchange (FX) |
638 |
668 |
726 |
817 |
Energy |
1,457 |
1,437 |
1,568 |
1,705 |
|
1,084 |
1,062 |
1,212 |
1,168 |
Metals |
323 |
342 |
351 |
355 |
Total |
12,636 |
13,093 |
13,408 |
13,659 |
VENUE |
Jun-14 |
May-14 |
Apr-14 |
Mar-14 |
Open outcry |
1,100 |
1,135 |
1,149 |
1,179 |
Electronic |
10,888 |
11,291 |
11,556 |
11,703 |
Privately negotiated* |
647 |
667 |
704 |
778 |
*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 |
May-14 |
Apr-14 |
Mar-14 |
Feb-14 |
Interest Rates |
0.477 |
0.482 |
0.481 |
0.492 |
Equity Indexes |
0.712 |
0.705 |
0.712 |
0.720 |
Foreign Exchange (FX) |
0.854 |
0.822 |
0.804 |
0.806 |
Energy |
1.340 |
1.379 |
1.364 |
1.325 |
|
1.410 |
1.392 |
1.369 |
1.360 |
Metals |
1.723 |
1.712 |
1.707 |
1.701 |
Total |
0.748 |
0.769 |
0.767 |
0.778 |
As the world's leading and most diverse derivatives marketplace,
CME-G
SOURCE
News Provided by Acquire Media