Welcome!

News Feed Item

CME Group Volume Averaged 12.9 Million Contracts per Day in January 2014, Up 13 Percent from January 2013

- Equity index volume up 24 percent

CHICAGO, Feb. 4, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that January 2014 volume averaged 12.9 million contracts per day, up 13 percent compared with January 2013.  Total volume for January 2014 was more than 271 million contracts, of which 85 percent was traded electronically.

(Logo:  http://photos.prnewswire.com/prnh/20140123/AQ51408LOGO)

CME Group interest rate volume averaged 6.3 million contracts per day in January, up 18 percent from January 2013.  Eurodollar futures volume averaged 2.6 million contracts per day, up 34 percent from the same period a year ago.  Eurodollar options volume averaged 830,000 contracts per day, up 92 percent from January last year.  Treasury futures volume averaged 2.3 million contracts per day, down 5 percent compared with the same period a year ago.  Treasury options volume averaged 575,000 contracts per day, up 8 percent from January 2013. 

CME Group equity index volume in January 2014 averaged 2.6 million contracts per day, up 24 percent from the same period last year.  CME Group foreign exchange (FX) volume averaged 822,000 contracts per day, down 9 percent from January 2013, while FX options volume was up 19 percent.  The average daily notional value of FX contracts traded in January was $98 billion.  

CME Group energy volume averaged 1.8 million contracts per day in January 2014, up 10 percent compared with the prior January, including particular strength in natural gas, up 30 percent year over year, as well as 77 percent growth in power contracts.  CME Group agricultural commodities volume averaged 1.0 million contracts per day, down 2 percent compared with the prior-year period.  CME Group metals volume in January 2014 averaged 331,000 contracts per day, down 14 percent from January 2013. 

In January 2014, CME Group cleared an average $124 billion a day of notional value of OTC interest rate swaps, excluding the Martin Luther King holiday on January 20.  During the month, OTC interest rate swap open interest increased 20 percent from the end of December to $10.9 trillion, which represents 52 percent of clients' total cleared OTC interest rate swap open interest.

Note that the KCBT hard red winter wheat average daily volume is included within the CME Group rollup as of April 1, 2013, but not historically prior to that date, following the acquisition which closed on November 30, 2012.

MONTHLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

( in thousands)



Jan 2014

Jan 2013


Trading Days

21

21






PRODUCT LINE

Jan 2014

Jan 2013

Percent Change

Interest Rates

6,303

5,328

18%

Equity Indexes

2,610

2,108

24%

Foreign Exchange (FX)

822

900

-9%

Energy

1,849

1,679

10%

Agricultural Commodities

1,031

1,050

-2%

Metals

331

384

-14%

     Total

12,946

11,450

13%





VENUE

Jan 2014

Jan 2013

Percent Change

Open outcry

1,116

884

26%

CME Globex

11,003

9,919

11%

Privately negotiated*

827

626

32%


 


ROLLING THREE-MONTH AVERAGES


Average Daily Volume (In thousands)



3-Month Period Ending



PRODUCT LINE

Jan-14

Dec-13

Nov-13

Oct-13

Interest Rates

5,773

5,274

5,768

5,790

Equity Indexes

2,440

2,471

2,599

2,633

Foreign Exchange (FX)

767

705

725

734

Energy

1,644

1,571

1,574

1,585

Agricultural Commodities

1,011

992

1,035

1,006

Metals

328

317

334

334

     Total

11,964

11,331

12,034

12,083






VENUE

Jan-14

Dec-13

Nov-13

Oct-13

Open outcry

1,007

957

1,076

1,150

Electronic

10,238

9,723

10,299

10,278

Privately negotiated*

719

651

659

655


*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

Dec-13

Nov-13

Oct-13

Sep-13

Interest Rates

0.504

0.499

0.482

0.484

Equity Indexes

0.702

0.689

0.682

0.695

Foreign Exchange (FX)

0.835

0.833

0.823

0.819

Energy

1.279

1.301

1.292

1.300

Agricultural Commodities

1.327

1.309

1.292

1.323

Metals

1.682

1.660

1.638

1.626

     Total

0.780

0.767

0.752

0.762






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 and its trading facilities in New York and Chicago.  CME Group also operates CME Clearing, one of the world's leading central counterparty clearing providers, which offers 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

SOURCE CME Group

More Stories By PR Newswire

Copyright © 2007 PR Newswire. All rights reserved. Republication or redistribution of PRNewswire content is expressly prohibited without the prior written consent of PRNewswire. PRNewswire shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.

Latest Stories
Is advanced scheduling in Kubernetes achievable? Yes, however, how do you properly accommodate every real-life scenario that a Kubernetes user might encounter? How do you leverage advanced scheduling techniques to shape and describe each scenario in easy-to-use rules and configurations? In his session at @DevOpsSummit at 21st Cloud Expo, Oleg Chunikhin, CTO at Kublr, will answer these questions and demonstrate techniques for implementing advanced scheduling. For example, using spot instances ...
DevOps is under attack because developers don’t want to mess with infrastructure. They will happily own their code into production, but want to use platforms instead of raw automation. That’s changing the landscape that we understand as DevOps with both architecture concepts (CloudNative) and process redefinition (SRE). Rob Hirschfeld’s recent work in Kubernetes operations has led to the conclusion that containers and related platforms have changed the way we should be thinking about DevOps and...
SYS-CON Events announced today that Taica will exhibit at the Japan External Trade Organization (JETRO) Pavilion at SYS-CON's 21st International Cloud Expo®, which will take place on Oct 31 – Nov 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA. Taica manufacturers Alpha-GEL brand silicone components and materials, which maintain outstanding performance over a wide temperature range -40C to +200C. For more information, visit http://www.taica.co.jp/english/.
When it comes to cloud computing, the ability to turn massive amounts of compute cores on and off on demand sounds attractive to IT staff, who need to manage peaks and valleys in user activity. With cloud bursting, the majority of the data can stay on premises while tapping into compute from public cloud providers, reducing risk and minimizing need to move large files. In his session at 18th Cloud Expo, Scott Jeschonek, Director of Product Management at Avere Systems, discussed the IT and busine...
SYS-CON Events announced today that SourceForge has been named “Media Sponsor” of SYS-CON's 21st International Cloud Expo, which will take place on Oct 31 – Nov 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA. SourceForge is the largest, most trusted destination for Open Source Software development, collaboration, discovery and download on the web serving over 32 million viewers, 150 million downloads and over 460,000 active development projects each and every month.
Enterprises have taken advantage of IoT to achieve important revenue and cost advantages. What is less apparent is how incumbent enterprises operating at scale have, following success with IoT, built analytic, operations management and software development capabilities – ranging from autonomous vehicles to manageable robotics installations. They have embraced these capabilities as if they were Silicon Valley startups. As a result, many firms employ new business models that place enormous impor...
SYS-CON Events announced today that TidalScale will exhibit at SYS-CON's 21st International Cloud Expo®, which will take place on Oct 31 – Nov 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA. TidalScale is the leading provider of Software-Defined Servers that bring flexibility to modern data centers by right-sizing servers on the fly to fit any data set or workload. TidalScale’s award-winning inverse hypervisor technology combines multiple commodity servers (including their ass...
As popularity of the smart home is growing and continues to go mainstream, technological factors play a greater role. The IoT protocol houses the interoperability battery consumption, security, and configuration of a smart home device, and it can be difficult for companies to choose the right kind for their product. For both DIY and professionally installed smart homes, developers need to consider each of these elements for their product to be successful in the market and current smart homes.
SYS-CON Events announced today that MIRAI Inc. will exhibit at the Japan External Trade Organization (JETRO) Pavilion at SYS-CON's 21st International Cloud Expo®, which will take place on Oct 31 – Nov 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA. MIRAI Inc. are IT consultants from the public sector whose mission is to solve social issues by technology and innovation and to create a meaningful future for people.
In his general session at 21st Cloud Expo, Greg Dumas, Calligo’s Vice President and G.M. of US operations, will go over the new Global Data Protection Regulation and how Calligo can help business stay compliant in digitally globalized world. Greg Dumas is Calligo's Vice President and G.M. of US operations. Calligo is an established service provider that provides an innovative platform for trusted cloud solutions. Calligo’s customers are typically most concerned about GDPR compliance, applicatio...
Companies are harnessing data in ways we once associated with science fiction. Analysts have access to a plethora of visualization and reporting tools, but considering the vast amount of data businesses collect and limitations of CPUs, end users are forced to design their structures and systems with limitations. Until now. As the cloud toolkit to analyze data has evolved, GPUs have stepped in to massively parallel SQL, visualization and machine learning.
In his Opening Keynote at 21st Cloud Expo, John Considine, General Manager of IBM Cloud Infrastructure, will lead you through the exciting evolution of the cloud. He'll look at this major disruption from the perspective of technology, business models, and what this means for enterprises of all sizes. John Considine is General Manager of Cloud Infrastructure Services at IBM. In that role he is responsible for leading IBM’s public cloud infrastructure including strategy, development, and offering ...
As hybrid cloud becomes the de-facto standard mode of operation for most enterprises, new challenges arise on how to efficiently and economically share data across environments. In his session at 21st Cloud Expo, Dr. Allon Cohen, VP of Product at Elastifile, will explore new techniques and best practices that help enterprise IT benefit from the advantages of hybrid cloud environments by enabling data availability for both legacy enterprise and cloud-native mission critical applications. By rev...
SYS-CON Events announced today that Dasher Technologies will exhibit at SYS-CON's 21st International Cloud Expo®, which will take place on Oct 31 - Nov 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA. Dasher Technologies, Inc. ® is a premier IT solution provider that delivers expert technical resources along with trusted account executives to architect and deliver complete IT solutions and services to help our clients execute their goals, plans and objectives. Since 1999, we'v...
SYS-CON Events announced today that NetApp has been named “Bronze Sponsor” of SYS-CON's 21st International Cloud Expo®, which will take place on Oct 31 – Nov 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA. NetApp is the data authority for hybrid cloud. NetApp provides a full range of hybrid cloud data services that simplify management of applications and data across cloud and on-premises environments to accelerate digital transformation. Together with their partners, NetApp emp...