CME Group Volume Averaged 13.0 Million Contracts per Day in November 2014, Up 7 Percent from November 2013
Logo - http://photos.prnewswire.com/prnh/20140123/AQ51408LOGO
CME Group FX volume averaged 929,000 contracts per day, up 29 percent from
In
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
|
|
||||
Trading Days |
19 |
20 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
6,271 |
6,017 |
4% | ||
Equity Indexes |
2,042 |
2,213 |
-8% | ||
Foreign Exchange (FX) |
929 |
718 |
29% | ||
Energy |
1,923 |
1,533 |
25% | ||
|
1,310 |
1,220 |
7% | ||
Metals |
477 |
379 |
26% | ||
Total |
12,953 |
12,079 |
7% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
993 |
966 |
3% | ||
CME Globex |
11,355 |
10,481 |
8% | ||
Privately negotiated* |
604 |
633 |
-4% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Nov-14 |
Oct-14 |
Sep-14 |
Aug-14 |
Interest Rates |
7,941 |
8,221 |
7,181 |
6,643 |
Equity Indexes |
3,112 |
3,158 |
2,586 |
2,392 |
Foreign Exchange (FX) |
1,024 |
937 |
797 |
671 |
Energy |
1,757 |
1,609 |
1,562 |
1,534 |
|
1,205 |
1,127 |
1,058 |
1,104 |
Metals |
373 |
312 |
308 |
308 |
Total |
15,411 |
15,364 |
13,493 |
12,651 |
VENUE |
Nov-14 |
Oct-14 |
Sep-14 |
Aug-14 |
Open outcry |
1,323 |
1,358 |
1,208 |
1,092 |
Electronic |
13,387 |
13,330 |
11,627 |
10,925 |
Privately negotiated* |
701 |
676 |
657 |
634 |
*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 |
Oct-14 |
Sep-14 |
Aug-14 |
Jul-14 |
Interest Rates |
0.467 |
0.473 |
0.473 |
0.470 |
Equity Indexes |
0.684 |
0.687 |
0.695 |
0.704 |
Foreign Exchange (FX) |
0.759 |
0.788 |
0.830 |
0.850 |
Energy |
1.302 |
1.291 |
1.259 |
1.250 |
|
1.331 |
1.362 |
1.398 |
1.409 |
Metals |
1.692 |
1.707 |
1.709 |
1.712 |
Total |
0.705 |
0.725 |
0.740 |
0.737 |
As the world's leading and most diverse derivatives marketplace,
CME-G
To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/cme-group-volume-averaged-130-million-contracts-per-day-in-november-2014-up-7-percent-from-november-2013-300002969.html
SOURCE
News Provided by Acquire Media