CME experiences 5.9% downturn in FX average daily volumes in November


Multinational derivatives marketplace CME Group has today announced that November 2014 volume averaged 13.0 million contracts per day, up 7 percent from November 2013. Total volume for November 2014 was more than 246 million contracts, of which 88 percent was traded electronically.

Options volume in November averaged 2.2 million contracts per day, up 16 percent versus November 2013, with electronic options growing 24 percent over the same period.

In terms of average daily FX volumes, a downturn of 5.9% was recorded during November, a month during which 929,000 contracts were traded compared to 986,000 in October, which itself was a month in which a stratospheric 1.2 million contracts were traded. On an annual basis, November’s figure is up 29 percent from November 2013, and the average daily notional value of FX contracts traded in November was $105 billion. CME Group equity index volume in November 2014 averaged 2.0 million contracts per day, down 8 percent from the same period a year ago.

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CME Group interest rate volume averaged 6.3 million contracts per day in November 2014, up 4 percent compared with November 2013. Eurodollar futures volume averaged 1.8 million contracts per day, down 8 percent from the same period a year ago. Eurodollar options volume averaged 606,000 contracts per day, up 25 percent from November last year. Treasury futures volume averaged 3.3 million contracts per day, up 10 percent compared with November 2013. Treasury options volume averaged 482,000 contracts per day, down 9 percent from the same period last year, with a record 67 percent of the overall Treasury options volume trading electronically. Overall CME Group interest rate open interest has increased 41 percent year-to-date.

CME Group agricultural commodities volume averaged 1.3 million contracts per day in November 2014, up 7 percent compared with the prior-year period. CME Group energy volume averaged 1.9 million contracts per day, up 25 percent from November 2013. CME Group metals volume averaged 477,000 contracts per day, up 26 percent compared with the prior November.

In November 2014, CME Group cleared $153 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. During the month, OTC interest rate swap open interest increased 4 percent from the end of October to $22.8 trillion, which represents 61 percent of clients’ total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,506.

For the official announcement from CME, click here.

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CME experiences 5.9% downturn in FX average daily volumes in November

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