CME Group Volume Averaged 14.6 Million Contracts per Day in June 2015, Up 15 Percent from June 2014
In
Second-quarter 2015 volume averaged 13.3 million contracts per day, up 6 percent from second-quarter 2014. Record agricultural commodities volume grew 30 percent compared with second-quarter 2014, while FX average daily volume grew 42 percent and energy average daily volume grew 20 percent. Other quarterly highlights include average daily volume records for Weekly Treasury options,
MONTHLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV | |||||
( in thousands) | |||||
|
|
||||
Trading Days |
22 |
21 |
|||
PRODUCT LINE |
|
|
Percent Change | ||
Interest Rates |
6,949 |
6,434 |
8% | ||
Equity Indexes |
2,869 |
2,482 |
16% | ||
Foreign Exchange (FX) |
987 |
765 |
29% | ||
Energy |
1,713 |
1,512 |
13% | ||
|
1,739 |
1,173 |
48% | ||
Metals |
333 |
325 |
3% | ||
Total |
14,590 |
12,691 |
15% | ||
VENUE |
|
|
Percent Change | ||
Open outcry |
1,236 |
1,091 |
13% | ||
CME Globex |
12,787 |
10,906 |
17% | ||
Privately negotiated* |
567 |
694 |
-18% |
QUARTERLY AVERAGE DAILY VOLUME (ADV) | |||||
Total Exchange ADV | |||||
( in thousands) | |||||
Q2 2015 |
Q2 2014 |
||||
Trading Days |
64 |
63 |
|||
PRODUCT LINE |
Q2 2015 |
Q2 2014 |
Percent Change | ||
Interest Rates |
6,599 |
6,668 |
-1% | ||
Equity Indexes |
2,364 |
2,468 |
-4% | ||
Foreign Exchange (FX) |
903 |
638 |
42% | ||
Energy |
1,749 |
1,458 |
20% | ||
|
1,400 |
1,081 |
30% | ||
Metals |
331 |
323 |
2% | ||
Total |
13,347 |
12,636 |
6% | ||
VENUE |
Q2 2015 |
Q2 2014 |
Percent Change | ||
Open outcry |
1,108 |
1,100 |
1% | ||
CME Globex |
11,705 |
10,888 |
8% | ||
Privately negotiated* |
534 |
647 |
-18% |
ROLLING THREE-MONTH AVERAGES | ||||
Average Daily Volume (In thousands) |
||||
3-Month Period Ending | ||||
PRODUCT LINE |
Jun-15 |
May-15 |
Apr-15 |
Mar-15 |
Interest Rates |
6,599 |
6,433 |
6,674 |
7,564 |
Equity Indexes |
2,364 |
2,352 |
2,401 |
2,772 |
Foreign Exchange (FX) |
903 |
937 |
900 |
954 |
Energy |
1,749 |
1,800 |
2,003 |
2,142 |
|
1,400 |
1,179 |
1,236 |
1,189 |
Metals |
331 |
342 |
340 |
369 |
Total |
13,347 |
13,043 |
13,553 |
14,990 |
VENUE |
Jun-15 |
May-15 |
Apr-15 |
Mar-15 |
Open outcry |
1,108 |
1,073 |
1,163 |
1,291 |
Electronic |
11,705 |
11,436 |
11,815 |
13,034 |
Privately negotiated |
567 |
534 |
574 |
665 |
Average Rate Per Contract (In dollars) |
||||
3-Month Period Ending | ||||
PRODUCT LINE |
May-15 |
Apr-15 |
Mar-15 |
Feb-15 |
Interest Rates |
0.498 |
0.493 |
0.480 |
0.475 |
Equity Indexes |
0.731 |
0.730 |
0.721 |
0.709 |
Foreign Exchange (FX) |
0.820 |
0.829 |
0.831 |
0.815 |
Energy |
1.278 |
1.261 |
1.250 |
1.254 |
|
1.315 |
1.341 |
1.324 |
1.344 |
Metals |
1.644 |
1.662 |
1.662 |
1.659 |
Total |
0.775 |
0.778 |
0.753 |
0.743 |
As the world's leading and most diverse derivatives marketplace,
CME-G
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