CME Group Volume Averaged 12.8 Million Contracts Per Day In October 2015

• Energy average daily volume rose 17 percent
• October 2014 energy average daily volume highlights include 29 percent growth in natural gas futures, 47 percent growth in natural gas options and 14 percent growth in WTI futures

CME Group, the world's leading and most diverse derivatives marketplace, today announced that October 2015 volume averaged 12.8 million contracts per day, down 27 percent from an exceptionally strong October 2014 which included our highest daily trading volume on October 15 of 39.6 million contracts. Total volume during October 2015 was more than 282 million contracts, of which 86 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 four of six product lines. Open interest through October is 102 million contracts, up 8 percent from year-end 2014.

CME Group interest rate volume averaged 5.8 million contracts per day in October 2015, down 37 percent compared with October 2014.  Treasury futures volume averaged 2.2 million contracts per day, down 38 percent from the same period a year ago.  Treasury options volume was down 36 percent at more than 447,000 contracts per day.  Eurodollar futures volume averaged 2 million contracts per day, down 46 percent compared with October 2014.  Eurodollar options volume averaged 1.1 million contracts per day, down 13 percent in October, with 21 percent of the Eurodollar options volume traded electronically.

CME Group equity index volume in October 2015 averaged 2.7 million contracts per day, down 33 percent from October 2014.  CME Group foreign exchange volume averaged 735,000 contracts per day, down 25 percent from the same period a year ago.  The average daily notional value of FX contracts traded in October was $75 billion. 

CME Group energy volume averaged 2.1 million contracts per day in October 2015, up 17 percent from October 2014.  CME Group agricultural commodities volume averaged 1.2 million contracts per day, down 5 percent compared with the prior-year period.  CME Group metals volume averaged 304,000 contracts per day, down 8 percent compared with the prior October.

In October 2015, CME Group cleared $79 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 1,047.