Options Industry

CME Group June ADV Down 25 Percent from Previous Year


This week, CME Group announced that June 2014 volume averaged 12.7 million contracts daily, down 2 percent sequentially and down 25 percent from a very strong June 2013.  Total June 2014 volume was more than 266 million contracts with 86 percent trading electronically. 

Second-quarter 2014 volume averaged 12.6 million contracts per day, down 12 percent from a strong second-quarter 2013.  CME Group open interest stood at 92 million contracts at the end of June, up 10 percent year to date.

Here's a June product breakdown.  

  • CME Group interest rate volume averaged 6.4 million contracts per day, down 25 percent compared with June 2013, which had the highest monthly interest rate average daily volume seen since 2008. 
  • Eurodollar futures volume averaged 2.6 million contracts per day, down 24 percent from the same period a year ago.  Eurodollar options volume averaged 804,000 contracts per day, down 18 percent from June last year. 
  • Treasury futures volume averaged 2.4 million contracts per day, down 27 percent compared with June 2013.  Treasury options volume averaged 545,000 contracts per day, down 33 percent from the same period last year. 
  • Overall CME Group interest rate open interest increased 19 percent year to date in 2014, to 44 million contracts.
  • CME Group equity index volume averaged 2.5 million contracts per day, up 14 percent sequentially, but down 35 percent from the same period last year. 
  • CME Group foreign exchange (FX) volume averaged 765,000 contracts per day, up 30 percent sequentially, but down 43 percent from June 2013.  The average daily notional value of FX contracts traded in May was $93 billion.  
  • CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 2 percent compared with the prior-year period, and open interest is up 17 percent year to date in 2014.  
  • CME Group metals volume averaged 325,000 contracts per day, down 25 percent from a record June 2013. 
  • CME Group energy volume averaged 1.5 million contracts per day, down 13 percent compared with the prior June.

In June 2014, CME Group cleared a $145 billion average daily notional value of over-the-counter (OTC) interest rate swaps.  During the month, OTC interest rate swap open interest increased 9 percent from the end of May to $15.6 trillion, which represents 52 percent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 1,388.


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