CME GROUP INC. CHICAGO, March 3, 2015 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that February 2015 volume averaged 15.8 million contracts per day, up 13 percent from February 2014 and representing the all-time highest February average daily volume. Total volume for February 2015 was more than 300 million contracts, of which 87 percent was traded electronically. Options volume in February averaged 2.8 million contracts per day, up 14 percent versus February 2014, with electronic options growing 13 percent over the same period.
CME Group interest rate volume averaged 8.7 million contracts per day in February 2015, up 27 percent compared with February 2014. Eurodollar futures volume averaged 2.8 million contracts per day, up 38 percent from the same period a year ago. Eurodollar options volume averaged 1.0 million contracts per day, up 47 percent from February last year. Treasury futures volume averaged 4.1 million contracts per day, up 20 percent compared with February 2014. Treasury options volume averaged 656,000 contracts per day, up 3 percent from the same period last year. Overall CME Group interest rate open interest increased 11 percent since year-end 2014.
CME Group foreign exchange (FX) volume averaged 755,000 contracts per day, down 2 percent from February 2014. The average daily notional value of FX contracts traded in February was $78 billion. CME Group equity index volume in February 2014 averaged 2.3 million contracts per day, down 20 percent from the same period a year ago.
CME Group agricultural commodities volume averaged 1.4 million contracts per day in February 2015, down 2 percent compared with the prior-year period. CME Group energy volume averaged a record 2.4 million contracts per day, up 32 percent from February 2014, including monthly records in WTI crude oil, Brent crude oil, and heating oil. CME Group metals volume averaged 329,000 contracts per day, down 6 percent compared with the prior January.
In February 2015, CME Group cleared $173 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. During the month, OTC interest rate swap open interest increased to $24.8 trillion, which represents 65 percent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 2,634.
MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Feb 2015 Feb 2014
-------- --------
Trading
Days 19 19
PRODUCT
LINE Feb 2015 Feb 2014 Percent Change
-------- -------- --------------
Interest
Rates 8,706 6,846 27%
Equity
Indexes 2,255 2,829 -20%
Foreign
Exchange
(FX) 755 769 -2%
Energy 2,413 1,825 32%
Agricultural
Commodities 1,352 1,383 -2%
Metals ___329 ___351 _-6%
------ ------ ---
Total 15,810 14,002 13%
VENUE Feb 2015 Feb 2014 Percent Change
-------- -------- --------------
Open
outcry 1,436 1,231 17%
CME
Globex 13,690 12,020 14%
Privately
negotiated* 684 751 -9%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT
LINE Feb-15 Jan-15 Dec-14 Nov-14
Interest
Rates 7,621 6,862 7,445 7,941
Equity
Indexes 2,858 2,791 3,114 3,112
Foreign
Exchange
(FX) 907 961 959 1,024
Energy 2,091 1,939 1,797 1,757
Agricultural
Commodities 1,139 1,127 1,173 1,205
Metals 343 389 361 373
--- --- --- ---
Total 14,959 14,069 14,848 15,411
Feb-15 Jan-15 Dec-14 Nov-14
VENUE
Open
outcry 1,290 1,152 1,218 1,323
Electronic 12,991 12,263 12,982 13,387
Privately
negotiated 679 654 648 701
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT
LINE Jan-15 Dec-14 Nov-14 Oct-14
Interest
Rates 0.474 0.472 0.471 0.467
Equity
Indexes 0.711 0.697 0.692 0.684
Foreign
Exchange
(FX) 0.789 0.760 0.746 0.759
Energy 1.272 1.279 1.299 1.302
Agricultural
Commodities 1.331 1.321 1.317 1.331
Metals 1.660 1.664 1.677 1.692
----- ----- ----- -----
Total 0.754 0.731 0.724 0.705
As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex® electronic trading platform, its trading facilities in New York and Chicago, and through its London-based CME Europe derivatives exchange. CME Group also operates one of the world's leading central counterparty clearing providers through CME Clearing and CME Clearing Europe, which offer clearing and settlement services across asset classes for exchange-traded contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.
CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are registered trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.
CME-G
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SOURCE CME Group
