CME Group Volume Averaged 14.1 Million Contracts Per Day In May 2015, Up 8 Percent From May 2014

CME Group, the world's leading and most diverse derivatives marketplace, today announced that May 2015 volume averaged 14.1 million contracts per day, up 8 percent fromMay 2014.  Total volume for May 2015 was more than 281 million contracts, of which 88 percent was traded electronically.  Options volume in May averaged 2.6 million contracts per day, up 13 percent versus May 2014, with electronic options growing 33 percent over the same period.

CME Group interest rate volume averaged 7.8 million contracts per day in May 2015, up 3 percent compared withMay 2014.  Treasury average daily volume rose 12 percent, with Treasury futures volume of 4.0 million contracts per day, up 11 percent from the same period a year ago, and Treasury options volume of 712,000 contracts per day, up 22 percent.  Eurodollar futures volume averaged 2.3 million contracts per day, down 10 percent compared with May 2014, and Eurodollar options volume averaged 738,000 contracts per day, down 8 percent.

CME Group foreign exchange (FX) volume averaged 880,000 contracts per day, up 49 percent from May 2014.  The average daily notional value of FX contracts traded in May was $93 billion.  CME Group equity index volume in May 2015 averaged 2.1 million contracts per day, down 3 percent from the same period a year ago.   

CME Group energy volume averaged 1.7 million contracts per day in May 2015, up 24 percent compared with the prior-year period.  CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 27 percent from May 2014.  CME Group metals volume averaged 337,000 contracts per day, up 4 percent compared with the prior May.

In May 2015, CME Group cleared $127 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was $25 trillion, which represents 66 percent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 2,132.