CME Group futures dip slightly in November
07 December 2015 Chicago
Image: Shutterstock
CME Group’s treasury futures volume averaged 3.3 million contracts per day during November, down 1 percent from the same period a year ago.
Treasury options volume was also down 2 percent at more than 474,000 contracts per day.
Eurodollar futures increased 10 percent compared to November 2014, with a volume average of two million contracts per day.
Eurodollar options volume averaged one million contracts per day, up 70 percent in November, with 24 percent of the Eurodollar options volume traded electronically.
CME’s over-the-counter (OTC) interest rate swaps business cleared $126 billion for its average daily in November.
Month-end OTC interest rate swap open interest was $22 trillion for November, which represents 57 percent of clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 1,207.
Treasury options volume was also down 2 percent at more than 474,000 contracts per day.
Eurodollar futures increased 10 percent compared to November 2014, with a volume average of two million contracts per day.
Eurodollar options volume averaged one million contracts per day, up 70 percent in November, with 24 percent of the Eurodollar options volume traded electronically.
CME’s over-the-counter (OTC) interest rate swaps business cleared $126 billion for its average daily in November.
Month-end OTC interest rate swap open interest was $22 trillion for November, which represents 57 percent of clients' total cleared OTC interest rate swap open interest.
Average daily trade count for the month was 1,207.
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