North American derivatives marketplace CME Group Inc (NASDAQ:CME) today announced that January 2015 volume averaged 15.6 million contracts per day, up 21 percent from January 2014.
CME Group’s foreign exchange (FX) volume averaged 996,000 contracts per day, up 21 percent from January 2014. The average daily notional value of FX contracts traded in January was $108 billion.
Compared with the previous month, this represents a 4% increase in average daily volumes, as exchange traded FX volume in December averaged 957,000 contracts per day, which was an increase of 3 percent from November 2014 when CME recorded 929,000.
CME Group equity index volume in January 2014 averaged 3.2 million contracts per day, up 22 percent from the same period a year ago.
Total volume for January 2015 was more than 312 million contracts, of which 87 percent was traded electronically. Options volume in January averaged 3.1 million contracts per day, up 22 percent versus January 2014, with electronic options growing 35 percent over the same period.
CME Group interest rate volume averaged 7.7 million contracts per day in January 2015, up 22 percent compared with January 2014. Eurodollar futures volume averaged 3.0 million contracts per day, up 16 percent from the same period a year ago. Eurodollar options volume averaged 1.0 million contracts per day, up 24 percent from January last year.
In January 2015, CME Group cleared $157 billion in average daily notional value of over-the-counter (OTC) interest rate swaps. During the month, OTC interest rate swap open interest increased to $23.7 trillion, which represents 64 percent of clients’ total cleared OTC interest rate swap open interest. Average daily trade count for the month was 2,105.
For the official announcement from CME Group, click here.