Welcome!

News Feed Item

CME Group Volume Averaged 13.0 Million Contracts per Day in August 2014, Up 7 Percent from August 2013

- Open interest reached record level of 105.6 million contracts

CHICAGO, Sept. 3, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that August 2014 volume averaged 13.0 million contracts per day, up 7 percent from August 2013.  Total volume for August 2014 was more than 273 million contracts, of which 87 percent was traded electronically.  This includes a record 52 percent of options traded electronically.  CME Group open interest hit a record level of 105.6 million contracts on August 14 and stands at approximately 103.7 million contracts at the end of the month, up 3 percent from the end of July 2014 and 24 percent year-to-date. 

Logo - http://photos.prnewswire.com/prnh/20140123/AQ51408LOGO

CME Group interest rate volume averaged 7.3 million contracts per day in August 2014, up 20 percent compared with August 2013.  Eurodollar futures volume averaged 2.3 million contracts per day, up 29 percent from the same period a year ago.  Eurodollar options volume averaged 710,000 contracts per day, down 5 percent from August last year.  Treasury futures volume averaged 3.7 million contracts per day, up 20 percent compared with August 2013.  Treasury options volume averaged 598,000 contracts per day, up 28 percent from the same period last year.  Overall CME Group interest rate open interest increased 7 percent from the end of July 2014 to 53 million contracts. 

CME Group equity index volume in August 2014 averaged 2.3 million contracts per day, down 3 percent from the same period a year ago.  CME Group foreign exchange (FX) volume averaged 669,000 contracts per day, down 10 percent from August 2013.  The average daily notional value of FX contracts traded in August was $80 billion.  In addition, FX open interest hit an all-time high of 2.4 million contracts at the end of the month.

CME Group agricultural commodities volume averaged 1.1 million contracts per day in August 2014, down 5 percent compared with the prior-year period.  CME Group metals volume in August 2014 averaged 281,000 contracts per day, down 25 percent from August 2013.  CME Group energy volume averaged 1.4 million contracts per day in August 2014, down 8 percent compared with the prior August.

In August 2014, CME Group cleared a record $169 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  During the month, OTC interest rate swap open interest increased 13 percent from the end of July to $19.4 trillion, which represents 56 percent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 1,669.

MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Aug 2014

Aug 2013


Trading Days

21

22






PRODUCT LINE

Aug 2014

Aug 2013

Percent Change

Interest Rates

7,297

6,060

20%

Equity Indexes

2,287

2,351

-3%

Foreign Exchange (FX)

669

745

-10%

Energy

1,449

1,570

-8%

Agricultural Commodities

1,058

1,117

-5%

Metals

281

374

-25%

     Total

13,040

12,218

7%







VENUE

Aug 2014

Aug 2013

Percent Change

Open outcry

1,133

1,195

-5%

CME Globex

11,372

10,402

9%

Privately negotiated*

535

622

-14%

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands) 


3-Month Period Ending

PRODUCT LINE

Aug-14

Jul-14

Jun-14

May-14

Interest Rates

6,643

6,741

6,668

6,869

Equity Indexes

2,392

2,353

2,465

2,715

Foreign Exchange (FX)

671

645

638

668

Energy

1,534

1,520

1,457

1,437

Agricultural Commodities

1,104

1,057

1,084

1,062

Metals

308

322

323

342

     Total

12,651

12,638

12,636

13,093






VENUE

Aug-14

Jul-14

Jun-14

May-14

Open outcry

1,092

1,108

1,100

1,135

Electronic

10,925

10,863

10,888

11,291

Privately negotiated*

634

667

647

667

*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

Jul-14

Jun-14

May-14

Apr-14

Interest Rates

0.470

0.473

0.477

0.482

Equity Indexes

0.704

0.714

0.712

0.705

Foreign Exchange (FX)

0.850

0.861

0.854

0.822

Energy

1.250

1.298

1.340

1.379

Agricultural Commodities

1.409

1.430

1.410

1.392

Metals

1.712

1.715

1.723

1.712

     Total

0.737

0.749

0.748

0.769

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
Using new techniques of information modeling, indexing, and processing, new cloud-based systems can support cloud-based workloads previously not possible for high-throughput insurance, banking, and case-based applications. In his session at 18th Cloud Expo, John Newton, CTO, Founder and Chairman of Alfresco, described how to scale cloud-based content management repositories to store, manage, and retrieve billions of documents and related information with fast and linear scalability. He addres...
Akana has announced the availability of version 8 of its API Management solution. The Akana Platform provides an end-to-end API Management solution for designing, implementing, securing, managing, monitoring, and publishing APIs. It is available as a SaaS platform, on-premises, and as a hybrid deployment. Version 8 introduces a lot of new functionality, all aimed at offering customers the richest API Management capabilities in a way that is easier than ever for API and app developers to use.
Kubernetes, Docker and containers are changing the world, and how companies are deploying their software and running their infrastructure. With the shift in how applications are built and deployed, new challenges must be solved. In his session at @DevOpsSummit at19th Cloud Expo, Sebastian Scheele, co-founder of Loodse, will discuss the implications of containerized applications/infrastructures and their impact on the enterprise. In a real world example based on Kubernetes, he will show how to ...
Personalization has long been the holy grail of marketing. Simply stated, communicate the most relevant offer to the right person and you will increase sales. To achieve this, you must understand the individual. Consequently, digital marketers developed many ways to gather and leverage customer information to deliver targeted experiences. In his session at @ThingsExpo, Lou Casal, Founder and Principal Consultant at Practicala, discussed how the Internet of Things (IoT) has accelerated our abil...
With so much going on in this space you could be forgiven for thinking you were always working with yesterday’s technologies. So much change, so quickly. What do you do if you have to build a solution from the ground up that is expected to live in the field for at least 5-10 years? This is the challenge we faced when we looked to refresh our existing 10-year-old custom hardware stack to measure the fullness of trash cans and compactors.
SYS-CON Events announced today that Isomorphic Software will exhibit at DevOps Summit at 19th International Cloud Expo, which will take place on November 1–3, 2016, at the Santa Clara Convention Center in Santa Clara, CA. Isomorphic Software provides the SmartClient HTML5/AJAX platform, the most advanced technology for building rich, cutting-edge enterprise web applications for desktop and mobile. SmartClient combines the productivity and performance of traditional desktop software with the simp...
The emerging Internet of Everything creates tremendous new opportunities for customer engagement and business model innovation. However, enterprises must overcome a number of critical challenges to bring these new solutions to market. In his session at @ThingsExpo, Michael Martin, CTO/CIO at nfrastructure, outlined these key challenges and recommended approaches for overcoming them to achieve speed and agility in the design, development and implementation of Internet of Everything solutions wi...
Cloud computing is being adopted in one form or another by 94% of enterprises today. Tens of billions of new devices are being connected to The Internet of Things. And Big Data is driving this bus. An exponential increase is expected in the amount of information being processed, managed, analyzed, and acted upon by enterprise IT. This amazing is not part of some distant future - it is happening today. One report shows a 650% increase in enterprise data by 2020. Other estimates are even higher....
I wanted to gather all of my Internet of Things (IOT) blogs into a single blog (that I could later use with my University of San Francisco (USF) Big Data “MBA” course). However as I started to pull these blogs together, I realized that my IOT discussion lacked a vision; it lacked an end point towards which an organization could drive their IOT envisioning, proof of value, app dev, data engineering and data science efforts. And I think that the IOT end point is really quite simple…
Internet of @ThingsExpo, taking place November 1-3, 2016, at the Santa Clara Convention Center in Santa Clara, CA, is co-located with 19th Cloud Expo and will feature technical sessions from a rock star conference faculty and the leading industry players in the world. The Internet of Things (IoT) is the most profound change in personal and enterprise IT since the creation of the Worldwide Web more than 20 years ago. All major researchers estimate there will be tens of billions devices - comp...
Qosmos has announced new milestones in the detection of encrypted traffic and in protocol signature coverage. Qosmos latest software can accurately classify traffic encrypted with SSL/TLS (e.g., Google, Facebook, WhatsApp), P2P traffic (e.g., BitTorrent, MuTorrent, Vuze), and Skype, while preserving the privacy of communication content. These new classification techniques mean that traffic optimization, policy enforcement, and user experience are largely unaffected by encryption. In respect wit...
"My role is working with customers, helping them go through this digital transformation. I spend a lot of time talking to banks, big industries, manufacturers working through how they are integrating and transforming their IT platforms and moving them forward," explained William Morrish, General Manager Product Sales at Interoute, in this SYS-CON.tv interview at 18th Cloud Expo, held June 7-9, 2016, at the Javits Center in New York City, NY.
Internet of @ThingsExpo, taking place November 1-3, 2016, at the Santa Clara Convention Center in Santa Clara, CA, is co-located with the 19th International Cloud Expo and will feature technical sessions from a rock star conference faculty and the leading industry players in the world and ThingsExpo Silicon Valley Call for Papers is now open.
To leverage Continuous Delivery, enterprises must consider impacts that span functional silos, as well as applications that touch older, slower moving components. Managing the many dependencies can cause slowdowns. See how to achieve continuous delivery in the enterprise.
Today we can collect lots and lots of performance data. We build beautiful dashboards and even have fancy query languages to access and transform the data. Still performance data is a secret language only a couple of people understand. The more business becomes digital the more stakeholders are interested in this data including how it relates to business. Some of these people have never used a monitoring tool before. They have a question on their mind like “How is my application doing” but no id...