After June’s bullish reading, July forex volumes on CME fall 25% MoM to 733K

CME Group, the world’s leading and most diverse derivatives marketplace, today announced that July 2015 volume averaged 12.8 million contracts per day, up 5 percent from July 2014.  Total volume was more than 282 million contracts, of which 87 percent was traded electronically.  Options volume in July averaged 2.9 million contracts per day, up 22 percent versus July 2014, with electronic options growing 36 percent over the same period.

The slowest month of forex trading since last August, CME Group forex volume averaged 733,000 contracts per day in July, up 26 percent YoY from July 2014’s 583,000 (record multi-year low summer) but lower by roughly 25 percent than June’s 987,000 contracts. The average daily notional value of FX contracts traded in July was $73 billion




CME Group equity index volume in July 2015 averaged 2.5 million contracts per day, up 5 percent from the same period a year ago.

CME Group interest rate volume averaged 5.9 million contracts per day in July 2015, down 5 percent compared with July 2014.  Treasury average daily volume rose 3 percent, with treasury futures volume of 2.2 million contracts per day, down 2 percent from the same period a year ago.  Treasury options volume grew 27 percent to more than 634,000 contracts per day and included record weekly treasury options average daily volume of 147,707.  Eurodollar futures volume averaged 2.1 million contracts per day, down 20 percent compared with July 2014.  Eurodollar options volume averaged 927,000 contracts per day, up 14 percent, driven by 62 percent growth in Eurodollar options traded on the CME Globex platform.  In July, 21 percent of the Eurodollar options volume traded electronically.

CME Group agricultural commodities volume averaged 1.4 million contracts per day, up 32 percent from July 2014.  CME Group energy volume averaged 1.8 million contracts per day in July 2015, up 12 percent compared with the prior-year period.  CME Group metals volume averaged 381,000 contracts per day, up 20 percent compared with the prior July.

In July 2015, CME Group cleared $72 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was $24 trillion, which represents 62 percent of clients’ total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,318.

To view the release from CME Group, click here.

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After June's bullish reading, July forex volumes on CME fall 25% MoM to 733K


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