CME Group Volume Averaged 15.0 Million Contracts per Day in First-Quarter 2015, up 10 percent versus First-Quarter 2014, Representing Second-Highest Quarterly Volume Ever
In
First-quarter 2015 volume averaged 15.0 million contracts per day, up 10 percent from first-quarter 2014, and represented the second highest quarterly volume ever. Record energy volume grew 26 percent compared with first-quarter 2014, and FX average daily volume grew 17 percent. Other quarterly highlights include record overall options average daily volume of 2.8 million contracts, record FX options average daily volume of 96,000 contracts, and record average daily volumes for WTI Crude oil, Brent Crude Oil, Heating Oil and Gasoline.
Guidance
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
|
|
||||
Trading Days |
22 |
21 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
6,467 |
7,036 |
-8% | ||
Equity Indexes |
2,833 |
3,228 |
-12% | ||
Foreign Exchange (FX) |
1,087 |
855 |
27% | ||
Energy |
1,859 |
1,452 |
28% | ||
|
1,096 |
1,109 |
-1% | ||
Metals |
365 |
382 |
-4% | ||
Total |
13,706 |
14,062 |
-3% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
1,136 |
1,194 |
-5% | ||
CME Globex |
12,004 |
12,116 |
-1% | ||
Privately negotiated* |
567 |
752 |
-25% |
QUARTERLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV ( in thousands) | |||||
Q1 2015 |
Q1 2014 |
||||
Trading Days |
61 |
61 |
|||
PRODUCT LINE |
Q1 2015 |
Q1 2014 |
Percent Change | ||
Interest Rates |
7,564 |
6,725 |
12% | ||
Equity Indexes |
2,772 |
2,891 |
-4% | ||
Foreign Exchange (FX) |
954 |
817 |
17% | ||
Energy |
2,142 |
1,705 |
26% | ||
|
1,189 |
1,167 |
2% | ||
Metals |
369 |
355 |
4% | ||
Total |
14,990 |
13,659 |
10% | ||
VENUE |
Q1 2015 |
Q1 2014 |
Percent Change | ||
Open outcry |
1,291 |
1,179 |
10% | ||
CME Globex |
13,034 |
11,703 |
11% | ||
Privately negotiated* |
665 |
778 |
-15% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Mar-15 |
Feb-15 |
Jan-15 |
Dec-14 |
Interest Rates |
7,564 |
7,621 |
6,862 |
7,445 |
Equity Indexes |
2,772 |
2,858 |
2,791 |
3,114 |
Foreign Exchange (FX) |
954 |
907 |
961 |
959 |
Energy |
2,142 |
2,091 |
1,939 |
1,797 |
|
1,189 |
1,139 |
1,127 |
1,173 |
Metals |
369 |
343 |
389 |
361 |
Total |
14,990 |
14,959 |
14,069 |
14,848 |
VENUE |
Mar-15 |
Feb-15 |
Jan-15 |
Dec-14 |
Open outcry |
1,291 |
1,290 |
1,152 |
1,218 |
Electronic |
13,034 |
12,991 |
12,263 |
12,982 |
Privately negotiated |
665 |
679 |
654 |
648 |
Average Rate Per Contract (In dollars) | ||||
3-Month Period Ending | ||||
PRODUCT LINE |
Feb-15 |
Jan-15 |
Dec-14 |
Nov-14 |
Interest Rates |
0.475 |
0.474 |
0.472 |
0.471 |
Equity Indexes |
0.709 |
0.711 |
0.697 |
0.692 |
Foreign Exchange (FX) |
0.815 |
0.789 |
0.760 |
0.746 |
Energy |
1.254 |
1.272 |
1.279 |
1.299 |
|
1.344 |
1.331 |
1.321 |
1.317 |
Metals |
1.659 |
1.660 |
1.664 |
1.677 |
Total |
0.743 |
0.754 |
0.731 |
0.724 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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