CME Group registers 22.4% MoM drop in Forex volumes in October 2015

International derivatives marketplace CME Group Inc (NASDAQ:CME) has just joined the number of companies that have reported a decrease in Forex volumes in October 2015, as trading activity lagged behind levels seen in September 2015 and successful October 2014.

Let’s examine the particular metrics:

CME Group saw FX volumes average humble 735,000 contracts per day in October 2015, down 22.4% from the ADV of 947,000 registered in September 2015.

The comparison in annual terms was a notch worse, as the ADVs in October 2015 were 25% lower than in October 2014.

The average daily notional value of Forex contracts traded in October 2015 was $75 billion, markedly down from the result of $95 billion reported for September 2015.

cme_inside_oct15

Across all segments, October 2015 volume averaged 12.8 million contracts per day, down 27% year over year. Total volume during October 2015 exceeded 282 million contracts, of which 86% was traded electronically.

Eurodollar futures volume averaged 2 million contracts per day, staging a drop of massive 46% from October 2014. Eurodollar options volume averaged 1.1 million contracts per day, down 13% from a year earlier.

To view the full announcement from CME Group, click here.

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