CME Group registers 21.4% MoM increase in Forex volumes in Aug 2015

International derivatives marketplace CME Group has earlier today reported its operating metrics for August 2015, with data concerning the Forex segment being in tune with the overall upbeat picture the industry has displayed so far. Obviously, the last week of August 2015, marked by a steep increase in volatility, has propelled trading activity.

As usual, we examine the Forex data first.

  • CME Group saw FX volumes average 890,000 contracts per day in August 2015, a result which is substantial 21.4% higher than the 733,000 contracts in ADV recorded in July 2015.
  • The comparison in annual terms was even rosier, as the ADVs in August 2015 were 33% higher than in August 2014.
  • The average daily notional value of Forex contracts traded in August 2015 was $91 billion.

cme_inside_aug2015Across all segments, August 2015 volume averaged 16.3 million contracts per day, up 25% from August 2014, and included average daily volume of 23 million contracts during the last week of the month, the highest weekly average ever.

Total volume was more than 341 million contracts, of which a record 89% was traded electronically.

Options volume in August averaged 3 million contracts per day, up 27% from a year earlier.

Eurodollar futures volume also displayed robust results, as it averaged 2.4 million contracts per day, marking a rise of 7% from August 2014. For that matter, let’s note that Eurodollar options volume averaged 984,000 contracts per day, up 39% from a year earlier.

CME Group equity index volume in August 2015 averaged 3.7 million contracts per day, marking a rise of 61% from the same month a year ago.


To view the official announcement by CME Group on its August 2015 metrics, click here.

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