CME Group Volume Averaged a Record 17.6 Million Contracts per Day in October 2014, Up 58 Percent from October 2013, and Included Double-Digit Growth in Interest Rate, Foreign Exchange, Equity Index and Agricultural Commodities Volumes
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CME Group FX volume averaged 986,000 contracts per day, up 53 percent from
In
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
|
|
||||
Trading Days |
23 |
23 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
9,199 |
4,868 |
89% | ||
Equity Indexes |
4,035 |
2,682 |
50% | ||
Foreign Exchange (FX) |
986 |
644 |
53% | ||
Energy |
1,766 |
1,626 |
9% | ||
|
1,270 |
976 |
30% | ||
Metals |
330 |
302 |
9% | ||
Total |
17,586 |
11,097 |
58% | ||
VENUE |
|
|
Percent Change |
Open outcry |
1,484 |
966 |
54% |
CME Globex |
15,377 |
9,503 |
62% |
Privately negotiated* |
725 |
628 |
15% |
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending | ||||
PRODUCT LINE |
Oct-14 |
Sep-14 |
Aug-14 |
Jul-14 |
Interest Rates |
8,221 |
7,181 |
6,643 |
6,741 |
Equity Indexes |
3,158 |
2,586 |
2,392 |
2,353 |
Foreign Exchange (FX) |
937 |
797 |
671 |
645 |
Energy |
1,609 |
1,562 |
1,534 |
1,520 |
|
1,127 |
1,058 |
1,104 |
1,057 |
Metals |
312 |
308 |
308 |
322 |
Total |
15,364 |
13,493 |
12,651 |
12,638 |
VENUE |
Oct-14 |
Sep-14 |
Aug-14 |
Jul-14 |
Open outcry |
1,358 |
1,208 |
1,092 |
1,108 |
Electronic |
13,330 |
11,627 |
10,925 |
10,863 |
Privately negotiated* |
676 |
657 |
634 |
667 |
*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 |
Sep-14 |
Aug-14 |
Jul-14 |
Jun-14 |
Interest Rates |
0.473 |
0.473 |
0.470 |
0.473 |
Equity Indexes |
0.687 |
0.695 |
0.704 |
0.714 |
Foreign Exchange (FX) |
0.788 |
0.830 |
0.850 |
0.861 |
Energy |
1.291 |
1.259 |
1.250 |
1.298 |
|
1.362 |
1.398 |
1.409 |
1.430 |
Metals |
1.707 |
1.709 |
1.712 |
1.715 |
Total |
0.725 |
0.740 |
0.737 |
0.749 |
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SOURCE
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