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CME Group volume averaged 15m contracts per day in Q1 2015

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March 2015 volume at CME Group averaged 13.7 million contracts per day, down three per cent from March 2014. Total volume for March 2015 was 302 million contracts, of which 88 per cent was traded electronically. 

Options volume in March averaged 2.6 million contracts per day, up two per cent versus March 2014, with electronic options growing 12 per cent over the same period.

CME Group interest rate volume averaged 6.5 million contracts per day in March 2015, down eight per cent compared with March 2014. Eurodollar futures volume averaged 2.6 million contracts per day, down six per cent from the same period a year ago. Eurodollar options volume averaged 959,000 contracts per day, up five per cent from March last year. Treasury futures volume averaged 2.4 million contracts per day, down 13 per cent compared with March 2014. Treasury options volume averaged 481,000 contracts per day, down 20 per cent from the same period last year.  

CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 27 per cent from March 2014.  The average daily notional value of FX contracts traded in March was USD112 billion. CME Group equity index volume in March 2015 averaged 2.8 million contracts per day, down 12 per cent from the same period a year ago.   

CME Group agricultural commodities volume averaged 1.1 million contracts per day in March 2015, down one per cent compared with the prior-year period. CME Group energy volume averaged 1.9 million contracts per day, up 28 per cent from March 2014. CME Group metals volume averaged 365,000 contracts per day, down four per cent compared with the prior March.

In March 2015, CME Group cleared USD161 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was USD24.5 trillion, which represents 66 per cent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 2,391.

First-quarter 2015 volume averaged 15.0 million contracts per day, up 10 per cent from first-quarter 2014, and represented the second highest quarterly volume ever. Record energy volume grew 26 per cent compared with first-quarter 2014, and FX average daily volume grew 17 per cent. Other quarterly highlights include record overall options average daily volume of 2.8 million contracts, record FX options average daily volume of 96,000 contracts, and record average daily volumes for WTI Crude oil, Brent Crude Oil, Heating Oil and Gasoline. 

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