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CME Group volume up in September.

BANKING AND CREDIT NEWS-October 5, 2014--CME Group volume up in September


6 October 2014 -- Chicago-based derivatives marketplace CME Group (NASDAQ: CME) said that its September 2014 volume averaged 15.3m contracts per day.

This was up 17% from September 2013. Total volume for September 2014 was more than 320m contracts, of which 86% was traded electronically.

CME Group said its open interest hit a record level of 108.4m contracts on September 11, and stands at approximately 104.1m contracts at the end of the month, up 24% year-to-date.

Group interest rate volume averaged 8.1m contracts per day in September 2014, up 23% compared with September 2013. Eurodollar futures volume averaged 3.2m contracts per day, up 26% from the same period a year ago.

Eurodollar options volume averaged 1.2m contracts per day, up 29% from September last year and included record average daily volume in the third-year Eurodollar mid-curve option contract. Treasury futures volume averaged 2.9m contracts per day, up 17% compared with September 2013.

Treasury options volume averaged 676,000 contracts per day, up 28% from the same period last year, and included a record 62% traded electronically. Overall CME Group interest rate open interest has increased 47% year-to-date.

CME Group FX volume averaged 1.2m contracts per day, up 39% from September 2013, and included a record 110,000 FX options contracts, as well as record British Pound futures and options average daily volume.

The average daily notional value of FX contracts traded in September was USD 134bn. In addition, FX open interest hit an all-time high of 2.6m contracts during September prior to the quarterly expiry. CME Group equity index volume in September 2014 averaged 3.1m contracts per day, up 6% from the same period a year ago.

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Publication:M2 Banking & Credit News (BCN)
Date:Oct 5, 2014
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