CME Group Volume Averaged 15.6 Million Contracts Per Day In January 2015, Up 21 Percent From January 2014

• Delivered highest January average daily volume since 2008
• Achieved double-digit year-over-year average daily volume growth across all product lines
• Reached record energy average daily volume of 2.2 million contracts, supported by records in crude oil, Brent (BZ), and refined products

CME Group, the world's leading and most diverse derivatives marketplace, today announced that January 2015 volume averaged 15.6 million contracts per day, up 21 percent from January 2014.  Total volume for January 2015 was more than 312 million contracts, of which 87 percent was traded electronically.  Options volume in January averaged 3.1 million contracts per day, up 22 percent versus January 2014, with electronic options growing 35 percent over the same period.

CME Group interest rate volume averaged 7.7 million contracts per day in January 2015, up 22 percent compared with January 2014.  Eurodollar futures volume averaged 3.0 million contracts per day, up 16 percent from the same period a year ago.  Eurodollar options volume averaged 1.0 million contracts per day, up 24 percent from January last year.  Treasury futures volume averaged 2.9 million contracts per day, up 26 percent compared with January 2014.  Treasury options volume averaged 704,000 contracts per day, up 23 percent from the same period last year.  Overall CME Group interest rate open interest increased 7 percent since year-end 2014. 

CME Group foreign exchange (FX) volume averaged 996,000 contracts per day, up 21 percent from January 2014.  The average daily notional value of FX contracts traded in January was $108 billion.  CME Group equity index volume in January 2014 averaged 3.2 million contracts per day, up 22 percent from the same period a year ago.   

CME Group agricultural commodities volume averaged 1.1 million contracts per day in January 2015, up 11 percent compared with the prior-year period.  CME Group energy volume averaged a record 2.2 million contracts per day, up 19 percent from January 2014, including monthly records in crude oil futures and options, Brent Last Day financial futures (BZ) and refined products futures and options.  CME Group metals volume averaged 410,000 contracts per day, up 24 percent compared with the prior January.

In January 2015, CME Group cleared $157 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  During the month, OTC interest rate swap open interest increased to $23.7 trillion, which represents 64 percent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 2,105.