CME Group average volume rises 6% to 13.7 Mn Contracts per Day in November

UNITED STATES December 03 2015 9:14 AM    

CHICAGO (Scrap Register): CME  Group has announced that November 2015 volume averaged 13.7 million contracts  per day, up 6 percent from November 2014.

Total volume during November  2015 was more than 274 million contracts, of which 87 percent was traded  electronically. Average daily volume to date in 2015 is 14.1 million contracts,  up 3 percent versus the same period in 2014, with year-over-year growth across  five of six product lines. Open interest through November is 102 million  contracts, up 9 percent from year-end 2014.

CME Group interest rate  volume averaged 6.9 million contracts per day in November 2015, up 9 percent  compared with November 2014.

Treasury futures volume averaged 3.3 million  contracts per day, down 1 percent from the same period a year ago. Treasury  options volume was down 2 percent at more than 474,000 contracts per  day.

Eurodollar futures volume averaged 2 million contracts per day, up  10 percent compared with November 2014. Eurodollar options volume averaged 1  million contracts per day, up 70 percent in November, with 24 percent of the  Eurodollar options volume traded electronically.

CME Group equity index  volume in November 2015 averaged 2.4 million contracts per day, up 16 percent  from November 2014. CME Group foreign exchange volume averaged 713,000 contracts  per day, down 23 percent from the same period a year ago. The average daily  notional value of FX contracts traded in November was $72 billion.

CME  Group energy volume averaged 2 million contracts per day in November 2015, up 2  percent from November 2014. CME Group agricultural commodities volume averaged  1.4 million contracts per day, up 5 percent compared with the prior-year period.  CME Group metals volume averaged 419,000 contracts per day, down 12 percent  compared with the prior November.

In November 2015, CME Group cleared  $126 billion in average daily notional value of over-the-counter (OTC) interest  rate swaps.

Month-end OTC interest rate swap open interest was $22  trillion, which represents 57 percent of clients' total cleared OTC interest  rate swap open interest. Average daily trade count for the month was 1,207.