CME Group Volume Averaged 14.4 Million Contracts per Day in Third-Quarter 2015, Up 7 Percent from Third-Quarter 2014
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Third-quarter 2015 volume averaged 14.4 million contracts per day, up 7 percent from third-quarter 2014. Main highlights included 27 percent growth in interest rate average daily volume, 26 percent growth in energy average daily volume, 20 percent growth in agricultural commodities and 14 percent growth in metals. Third-quarter 2015 options average daily volume of 2.9 million contracts grew 9 percent from third-quarter 2014, with electronic options average daily volume growing at 23 percent for the same period to 55 percent electronic.
MONTHLY AVERAGE DAILY VOLUME (ADV) |
|||||
Total Exchange ADV ( in thousands) |
|||||
|
|
||||
Trading Days |
21 |
21 |
|||
PRODUCT LINE |
|
|
Percent Change |
||
Interest Rates |
6,196 |
8,074 |
-23% |
||
Equity Indexes |
3,664 |
3,076 |
19% |
||
Foreign Exchange (FX) |
947 |
1,150 |
-18% |
||
Energy |
1,948 |
1,598 |
22% |
||
|
1,060 |
1,031 |
3% |
||
Metals |
295 |
325 |
-9% |
||
Total |
14,110 |
15,254 |
-7% |
VENUE |
|
|
Percent Change |
Open outcry |
1,054 |
1,445 |
-27% |
CME Globex |
12,296 |
13,046 |
-6% |
Privately negotiated* |
760 |
763 |
0% |
QUARTERLY AVERAGE DAILY VOLUME (ADV) |
|||||
Total Exchange ADV ( in thousands) |
|||||
Q3 2015 |
Q3 2014 |
||||
Trading Days |
64 |
64 |
|||
PRODUCT LINE |
Q3 2015 |
Q3 2014 |
Percent Change |
||
Interest Rates |
6,658 |
7,181 |
-7% |
||
Equity Indexes |
3,287 |
2,590 |
27% |
||
Foreign Exchange (FX) |
855 |
797 |
7% |
||
Energy |
1,965 |
1,562 |
26% |
||
|
1,267 |
1,054 |
20% |
||
Metals |
353 |
308 |
14% |
||
Total |
14,384 |
13,493 |
7% |
VENUE |
Q3 2015 |
Q3 2014 |
Percent Change |
Open outcry |
1,110 |
1,208 |
-8% |
CME Globex |
12,620 |
11,627 |
9% |
Privately negotiated* |
653 |
657 |
-1% |
ROLLING THREE-MONTH AVERAGES |
||||
Average Daily Volume (In thousands) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Sep-15 |
Aug-15 |
Jul-15 |
Jun-15 |
Interest Rates |
6,658 |
6,905 |
6,876 |
6,599 |
Equity Indexes |
3,287 |
3,024 |
2,519 |
2,364 |
Foreign Exchange (FX) |
855 |
870 |
866 |
903 |
Energy |
1,965 |
1,885 |
1,764 |
1,749 |
|
1,267 |
1,493 |
1,447 |
1,400 |
Metals |
353 |
365 |
351 |
331 |
Total |
14,384 |
14,542 |
13,823 |
13,347 |
VENUE |
Sep-15 |
Aug-15 |
Jul-15 |
Jun-15 |
Open outcry |
1,110 |
1,171 |
1,179 |
1,108 |
Electronic |
12,620 |
12,781 |
12,086 |
11,705 |
Privately negotiated |
653 |
590 |
557 |
534 |
Average Rate Per Contract (In dollars) |
||||
3-Month Period Ending |
||||
PRODUCT LINE |
Aug-15 |
Jul-15 |
Jun-15 |
May-15 |
Interest Rates |
0.501 |
0.500 |
0.502 |
0.498 |
Equity Indexes |
0.705 |
0.718 |
0.725 |
0.731 |
Foreign Exchange (FX) |
0.798 |
0.820 |
0.816 |
0.820 |
Energy |
1.236 |
1.243 |
1.277 |
1.278 |
|
1.294 |
1.291 |
1.311 |
1.315 |
Metals |
1.606 |
1.618 |
1.634 |
1.644 |
Total |
0.766 |
0.766 |
0.777 |
0.775 |
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