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
Your homes and cars can be automated and self-serviced. Why can't your storage? From simply asking questions to analyze and troubleshoot your infrastructure, to provisioning storage with snapshots, recovery and replication, your wildest sci-fi dream has come true. In his session at @DevOpsSummit at 20th Cloud Expo, Dan Florea, Director of Product Management at Tintri, will provide a ChatOps demo where you can talk to your storage and manage it from anywhere, through Slack and similar services ...
SYS-CON Events announced today that Ocean9will exhibit at SYS-CON's 20th International Cloud Expo®, which will take place on June 6-8, 2017, at the Javits Center in New York City, NY. Ocean9 provides cloud services for Backup, Disaster Recovery (DRaaS) and instant Innovation, and redefines enterprise infrastructure with its cloud native subscription offerings for mission critical SAP workloads.
Building a cross-cloud operational model can be a daunting task. Per-cloud silos are not the answer, but neither is a fully generic abstraction plane that strips out capabilities unique to a particular provider. In his session at 20th Cloud Expo, Chris Wolf, VP & Chief Technology Officer, Global Field & Industry at VMware, will discuss how successful organizations approach cloud operations and management, with insights into where operations should be centralized and when it’s best to decentraliz...
The taxi industry never saw Uber coming. Startups are a threat to incumbents like never before, and a major enabler for startups is that they are instantly “cloud ready.” If innovation moves at the pace of IT, then your company is in trouble. Why? Because your data center will not keep up with frenetic pace AWS, Microsoft and Google are rolling out new capabilities In his session at 20th Cloud Expo, Don Browning, VP of Cloud Architecture at Turner, will posit that disruption is inevitable for c...
Providing the needed data for application development and testing is a huge headache for most organizations. The problems are often the same across companies - speed, quality, cost, and control. Provisioning data can take days or weeks, every time a refresh is required. Using dummy data leads to quality problems. Creating physical copies of large data sets and sending them to distributed teams of developers eats up expensive storage and bandwidth resources. And, all of these copies proliferating...
DevOps is often described as a combination of technology and culture. Without both, DevOps isn't complete. However, applying the culture to outdated technology is a recipe for disaster; as response times grow and connections between teams are delayed by technology, the culture will die. A Nutanix Enterprise Cloud has many benefits that provide the needed base for a true DevOps paradigm. In his Day 3 Keynote at 20th Cloud Expo, Chris Brown, a Solutions Marketing Manager at Nutanix, will explore t...
DevOps has often been described in terms of CAMS: Culture, Automation, Measuring, Sharing. While we’ve seen a lot of focus on the “A” and even on the “M”, there are very few examples of why the “C" is equally important in the DevOps equation. In her session at @DevOps Summit, Lori MacVittie, of F5 Networks, explored HTTP/1 and HTTP/2 along with Microservices to illustrate why a collaborative culture between Dev, Ops, and the Network is critical to ensuring success.
Interoute has announced the integration of its Global Cloud Infrastructure platform with Rancher Labs’ container management platform, Rancher. This approach enables enterprises to accelerate their digital transformation and infrastructure investments. Matthew Finnie, Interoute CTO commented “Enterprises developing and building apps in the cloud and those on a path to Digital Transformation need Digital ICT Infrastructure that allows them to build, test and deploy faster than ever before. The int...
SYS-CON Events announced today that SoftLayer, an IBM Company, has been named “Gold Sponsor” of SYS-CON's 18th Cloud Expo, which will take place on June 7-9, 2016, at the Javits Center in New York, New York. SoftLayer, an IBM Company, provides cloud infrastructure as a service from a growing number of data centers and network points of presence around the world. SoftLayer’s customers range from Web startups to global enterprises.
SYS-CON Events announced today that Conference Guru has been named “Media Sponsor” of SYS-CON's 20th International Cloud Expo, which will take place on June 6–8, 2017, at the Javits Center in New York City, NY. A valuable conference experience generates new contacts, sales leads, potential strategic partners and potential investors; helps gather competitive intelligence and even provides inspiration for new products and services. Conference Guru works with conference organizers to pass great dea...
SYS-CON Events announced today that Technologic Systems Inc., an embedded systems solutions company, will exhibit at SYS-CON's @ThingsExpo, which will take place on June 6-8, 2017, at the Javits Center in New York City, NY. Technologic Systems is an embedded systems company with headquarters in Fountain Hills, Arizona. They have been in business for 32 years, helping more than 8,000 OEM customers and building over a hundred COTS products that have never been discontinued. Technologic Systems’ pr...
SYS-CON Events announced today that CA Technologies has been named “Platinum Sponsor” of SYS-CON's 20th International Cloud Expo®, which will take place on June 6-8, 2017, at the Javits Center in New York City, NY, and the 21st International Cloud Expo®, which will take place October 31-November 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA. CA Technologies helps customers succeed in a future where every business – from apparel to energy – is being rewritten by software. From ...
With major technology companies and startups seriously embracing Cloud strategies, now is the perfect time to attend @CloudExpo | @ThingsExpo, June 6-8, 2017, at the Javits Center in New York City, NY and October 31 - November 2, 2017, Santa Clara Convention Center, CA. Learn what is going on, contribute to the discussions, and ensure that your enterprise is on the right path to Digital Transformation.
Deep learning has been very successful in social sciences and specially areas where there is a lot of data. Trading is another field that can be viewed as social science with a lot of data. With the advent of Deep Learning and Big Data technologies for efficient computation, we are finally able to use the same methods in investment management as we would in face recognition or in making chat-bots. In his session at 20th Cloud Expo, Gaurav Chakravorty, co-founder and Head of Strategy Development ...
SYS-CON Events announced today that Telecom Reseller has been named “Media Sponsor” of SYS-CON's 20th International Cloud Expo, which will take place on June 6–8, 2017, at the Javits Center in New York City, NY. Telecom Reseller reports on Unified Communications, UCaaS, BPaaS for enterprise and SMBs. They report extensively on both customer premises based solutions such as IP-PBX as well as cloud based and hosted platforms.