Options trades boosts CME’s December
08 January 2016 Chicago
Image: Shutterstock
CME Group’s options volume in December averaged 2.7 million contracts per day, up 3 percent over the same month in 2014.
Electronic options increased by 4 percent over the same period.
Interest rate average volume dropped by 14 percent year-over-year, with 5.7 million contracts per day in December 2015.
Treasury futures also dropped by 15 percent in the same period with volume averaging 1.9 million contracts per day.
Treasury options reinforced the trend as December volume fell 20 percent to sit at 465,000 contracts per day.
Eurodollar futures took the biggest fall, with a 28 percent drop-off on last year’s average with only 2.1 million contracts averaged per day.
In contrast, eurodollar options volume averaged 1.1 million contracts per day, up 30 percent in December, with 22 percent of eurodollar options volume traded electronically.
CME Group equity index volume averaged 3.1 million contracts per day in December 2015, showing a modest 1 percent increase from December 2014.
In the over-the-counter (OTC) space, CME Group cleared $157 billion in average daily notional value of OTC interest rate swaps.
Month-end OTC interest rate swap open interest stood at $19.1 trillion, which represents 54 percent of clients' total cleared OTC interest rate swap open interest.
Electronic options increased by 4 percent over the same period.
Interest rate average volume dropped by 14 percent year-over-year, with 5.7 million contracts per day in December 2015.
Treasury futures also dropped by 15 percent in the same period with volume averaging 1.9 million contracts per day.
Treasury options reinforced the trend as December volume fell 20 percent to sit at 465,000 contracts per day.
Eurodollar futures took the biggest fall, with a 28 percent drop-off on last year’s average with only 2.1 million contracts averaged per day.
In contrast, eurodollar options volume averaged 1.1 million contracts per day, up 30 percent in December, with 22 percent of eurodollar options volume traded electronically.
CME Group equity index volume averaged 3.1 million contracts per day in December 2015, showing a modest 1 percent increase from December 2014.
In the over-the-counter (OTC) space, CME Group cleared $157 billion in average daily notional value of OTC interest rate swaps.
Month-end OTC interest rate swap open interest stood at $19.1 trillion, which represents 54 percent of clients' total cleared OTC interest rate swap open interest.
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