Options Industry

CME Group May Volume Falls 12 Percent Year-Over-Year


CME Group announced that its May 2014 volume averaged 13.0 million contracts per day, up 6 percent sequentially but down 12 percent from May 2013.  Total volume for May 2014 was more than 273 million contracts with 86 percent trading electronically. 

Here's the May product volume breakdown.

  • Interest rate volume averaged 7.6 million contracts per day, up 27 percent compared with April 2014 while down 3 percent from May 2013. 
  • Eurodollar futures volume averaged 2.6 million contracts per day, up 10 percent from the same period a year ago. 
  • Eurodollar options volume averaged 799,000 contracts per day, up 42 percent from May last year. 
  • Treasury futures volume averaged 3.6 million contracts per day, up 48 percent sequentially though down 13 percent compared with May 2013. 
  • Treasury options volume averaged 582,000 contracts per day, down 15 percent from the same period last year. 
  • Equity index volume averaged 2.2 million contracts per day, down 22 percent from the same period last year.  
  • Foreign exchange (FX) volume averaged 589,000 contracts per day, down 43 percent from May 2013.  
  • Average daily notional value of FX contracts traded in May was $73 billion.  
  • Agricultural commodities volume averaged 915,000 contracts per day, down 5 percent compared with the prior-year period.  
  • Metals volume averaged 324,000 contracts per day, down 27 percent from May 2013. 
  • Energy volume averaged 1.4 million contracts per day, down 18 percent compared with the prior May.

In May, CME Group cleared a $121 billion average daily notional value of OTC interest rate swaps.  During the month, OTC interest rate swap open interest increased 6 percent from the end of April to$14.4 trillion, which represents 50 percent of clients' total cleared OTC interest rate swap open interest.  

Average daily trade count for the month was 1,710.

 


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