CME Group, the world's leading and most diverse derivatives marketplace, today announced that 

July 2015 volume at CME Group averaged 12.8 million contracts per day, up 5 per cent from July 2014. Total volume was more than 282 million contracts, of which 87 per cent was traded electronically.  

Options volume in July averaged 2.9 million contracts per day, up 22 per cent versus July 2014, with electronic options growing 36 per cent over the same period.

CME Group interest rate volume averaged 5.9 million contracts per day in July 2015, down 5 per cent compared with July 2014. Treasury average daily volume rose 3 per cent, with treasury futures volume of 2.2 million contracts per day, down 2 per cent from the same period a year ago.  Treasury options volume grew 27 per cent to more than 634,000 contracts per day and included record weekly treasury options average daily volume of 147,707.  Eurodollar futures volume averaged 2.1 million contracts per day, down 20 per cent compared with July 2014.  Eurodollar options volume averaged 927,000 contracts per day, up 14 per cent, driven by 62 per cent growth in Eurodollar options traded on the CME Globex platform.  In July, 21 per cent of the Eurodollar options volume traded electronically.

CME Group foreign exchange (FX) volume averaged 733,000 contracts per day, up 26 per cent from July 2014. The average daily notional value of FX contracts traded in July was USD73 billion. CME Group equity index volume in July 2015 averaged 2.5 million contracts per day, up 5 per cent from the same period a year ago.   

CME Group agricultural commodities volume averaged 1.4 million contracts per day, up 32 per cent from July 2014. CME Group energy volume averaged 1.8 million contracts per day in July 2015, up 12 per cent compared with the prior-year period.  CME Group metals volume averaged 381,000 contracts per day, up 20 per cent compared with the prior July.

In July 2015, CME Group cleared USD72 billion in average daily notional value of over-the-counter (OTC) interest rate swaps.  Month-end OTC interest rate swap open interest was USD24 trillion, which represents 62 per cent of clients' total cleared OTC interest rate swap open interest. Average daily trade count for the month was 1,318.