CME Group Forex volumes rise in December 2015 for a 23% increase MoM; 2015 FX ADV outpaces 2014 by 9%


CME Group foreign exchange volume averaged 884,000 contracts per day for December 2015, up 23% from the 713,000 contracts per day in November 2015, but down 8% from the same month a year ago. The average daily notional value of FX contracts traded in December was $90 billion.

Also released, Average daily volume was 9% higher for Forex in 2015 than 2014 for the exchange…improving from 803k contracts per day to 872k contracts per day. What will 2016 bring to the Forex sector? It already looks like the trading business is off to a hot start after the volatility in the markets to begin the new year. Check out the volume graph above and the full release from CME Group below.


CME Group Inc (NASDAQ:CME) the world’s leading and most diverse derivatives marketplace, today announced that full-year 2015 volume averaged a record 13.9 million contracts per day, up 2 percent from 2014, and included year-over-year growth across five of six product lines. Within energy, a record of nearly 2 million contracts per day was traded, up 21 percent; and agricultural commodities reached a record of 1.3 million contracts per day, up 13 percent. Other 2015 records included overall options average daily volume of 2.7 million contracts, up 7 percent from 2015.  As part of that increase, electronic options volume also reached a new record of 1.4 million contracts, up 15 percent.

Fourth-quarter 2015 volume averaged 13.2 million contracts per day, down 11 percent from fourth-quarter 2014, and included 13 percent growth in energy average daily volume, as well as 3 percent growth in agricultural commodities.

December 2015 volume averaged 13.0 million contracts per day, down 4 percent from December 2014. Total volume during December 2015 was more than 286 million contracts, of which 87 percent was traded electronically. Options volume in December averaged 2.7 million contracts per day, up 3 percent versusDecember 2014, with electronic options growing 4 percent over the same period.

CME Group interest rate volume averaged 5.7 million contracts per day in December 2015, down 14 percent compared with December 2014.  Treasury futures volume averaged 1.9 million contracts per day, down 15 percent from the same period a year ago. Treasury options volume was down 20 percent at 465,000 contracts per day.  Eurodollar futures volume averaged 2.1 million contracts per day, down 28 percent compared with December 2014.  Eurodollar options volume averaged 1.1 million contracts per day, up 30 percent in December, with 22 percent of Eurodollar options volume traded electronically.

CME Group equity index volume in December 2015 averaged 3.1 million contracts per day, up 1 percent from December 2014.

CME Group energy volume averaged 2.1 million contracts per day in December 2015, up 20 percent from December 2014.  CME Group agricultural commodities volume averaged 1 million contracts per day, up 9 percent compared with the prior-year period.  CME Group metals volume averaged 264,000 contracts per day, down 10 percent compared with the prior December.

In December 2015, CME Group cleared $157 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was $19.1 trillion, which represents 54 percent of clients’ total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 985.

To view all the latest detailed numbers from CME Group click here.

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CME Group Forex volumes rise in December 2015 for a 23% increase MoM; 2015 FX ADV outpaces 2014 by 9%

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