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
SYS-CON Events announced today that Interoute has been named “Bronze 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. Interoute is the owner operator of Europe's largest network and a global cloud services platform, which encompasses over 70,000 km of lit fiber, 15 data centers, 17 virtual data centers and 33 colocation centers, with connections to 195 additional partner data centers. Our full-service Unifie...
Cloud promises the agility required by today’s digital businesses. As organizations adopt cloud based infrastructures and services, their IT resources become increasingly dynamic and hybrid in nature. Managing these require modern IT operations and tools. In his session at 20th Cloud Expo, Raj Sundaram, Senior Principal Product Manager at CA Technologies, will discuss how to modernize your IT operations in order to proactively manage your hybrid cloud and IT environments. He will be sharing bes...
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.
SYS-CON Events announced today that Systena America will 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. Systena Group has been in business for various software development and verification in Japan, US, ASEAN, and China by utilizing the knowledge we gained from all types of device development for various industries including smartphones (Android/iOS), wireless communication, security technology and IoT serv...
Internet of @ThingsExpo, taking place October 31 - November 2, 2017, at the Santa Clara Convention Center in Santa Clara, CA, is co-located with the 21st International Cloud Expo and will feature technical sessions from a rock star conference faculty and the leading industry players in the world. @ThingsExpo Silicon Valley Call for Papers is now open.
SYS-CON Events announced today that Twistlock, the leading provider of cloud container security solutions, will 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. Twistlock is the industry's first enterprise security suite for container security. Twistlock's technology addresses risks on the host and within the application of the container, enabling enterprises to consistently enforce security policies, monitor...
This talk centers around how to automate best practices in a multi-/hybrid-cloud world based on our work with customers like GE, Discovery Communications and Fannie Mae. Today’s enterprises are reaping the benefits of cloud computing, but also discovering many risks and challenges. In the age of DevOps and the decentralization of IT, it’s easy to over-provision resources, forget that instances are running, or unintentionally expose vulnerabilities.
Five years ago development was seen as a dead-end career, now it’s anything but – with an explosion in mobile and IoT initiatives increasing the demand for skilled engineers. But apart from having a ready supply of great coders, what constitutes true ‘DevOps Royalty’? It’ll be the ability to craft resilient architectures, supportability, security everywhere across the software lifecycle. In his keynote at @DevOpsSummit at 20th Cloud Expo, Jeffrey Scheaffer, GM and SVP, Continuous Delivery Busine...
While some vendors scramble to create and sell you a fancy solution for monitoring your spanking new Amazon Lambdas, hear how you can do it on the cheap using just built-in Java APIs yourself. By exploiting a little-known fact that Lambdas aren’t exactly single threaded, you can effectively identify hot spots in your serverless code. In his session at 20th Cloud Expo, David Martin, Principal Product Owner at CA Technologies, will give a live demonstration and code walkthrough, showing how to ov...
SYS-CON Events announced today that Enzu will 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, 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. Enzu’s mission is to be the leading provider of enterprise cloud solutions worldwide. Enzu enables online businesses to use its IT infrastructure to their competitive ad...
Everywhere we turn in our industry we can find strong opinions about the direction, type and nature of cloud’s impact on computing and business. Another word that is used in every context in our industry is “hybrid.” In his session at 20th Cloud Expo, Alvaro Gonzalez, Director of Technical, Partner and Field Marketing at Peak 10, will use a combination of a few conceptual props and some research recently commissioned by Peak 10 to offer a real-world consideration of how the various categories of...
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...
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 CollabNet, a global leader in enterprise software development, release automation and DevOps solutions, will be a Bronze Sponsor of SYS-CON's 20th International Cloud Expo®, taking place from June 6-8, 2017, at the Javits Center in New York City, NY. CollabNet offers a broad range of solutions with the mission of helping modern organizations deliver quality software at speed. The company’s latest innovation, the DevOps Lifecycle Manager (DLM), supports Value S...
SYS-CON Events announced today that Peak 10, Inc., a national IT infrastructure and cloud services provider, will 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. Peak 10 provides reliable, tailored data center and network services, cloud and managed services. Its solutions are designed to scale and adapt to customers’ changing business needs, enabling them to lower costs, improve performance and focus intern...