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CME Group volume averaged 11.5m contracts per day in April

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Derivatives marketplace CME Group saw total volume in April 2015 of 252 million contracts, down 2 per cent from April 2014, with 87 per cent traded electronically.  

April 2015 volume averaged 11.5 million contracts per day, down 6 per cent from April 2014.  Options volume in April averaged 2.3 million contracts per day, down 1 per cent versus April 2014, with electronic options growing 6 per cent over the same period.  Of the total options volume, 52 per cent was traded electronically in April.
 
CME Group interest rate volume averaged 5.1 million contracts per day in April 2015, down 14 per cent compared with April 2014.  Eurodollar futures volume averaged 1.8 million contracts per day, down 18 per cent from the same period a year ago.  Eurodollar options volume averaged 791,000 contracts per day, up 8 per cent from April last year.  Treasury futures volume averaged 2.0 million contracts per day, down 17 per cent compared with April 2014.  Treasury options volume averaged 457,000 contracts per day, down 20 per cent from the same period last year. 
 
CME Group foreign exchange (FX) volume averaged 838,000 contracts per day, up 50 per cent from April 2014.  The average daily notional value of FX contracts traded in April was USD86 billion.  CME Group equity index volume in April 2015 averaged 2.1 million contracts per day, down 24 per cent from the same period a year ago.   
 
CME Group energy volume averaged 1.8 million contracts per day in April 2015, up 23 per cent compared with the prior-year period.  CME Group agricultural commodities volume averaged 1.3 million contracts per day, up 11 per cent from April 2014.  CME Group metals volume averaged 324,000 contracts per day, up 1 per cent compared with the prior April.
 
In April 2015, CME Group cleared USD105 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was USD24.8 trillion, which represents 66 per cent of clients' total cleared OTC interest rate swap open interest.  Average daily trade count for the month was 1,531.

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