Tuesday, June 25, 2013

CME Group Announces Multiple Options Volume Records

CME Group Announces Multiple Options Volume Records

Records in Treasury Options, E-Mini S&P 500 Options Volume and OTC Interest Rate Swaps Notional Value


CHICAGO, June 21, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced a record in daily trading volume for multiple options contracts on June 20, 2013:

  • Record volume in Treasury Options reached 1,706,663 (67 percent of which traded electronically on Globex) surpassing previous record of 1,321,019 set on June 19, 2013.
  • Record volume in 10-Year U.S. Treasury Note Options reached 1,024,109 surpassing previous record of 898,536 set on June 8, 2007.
  • Record volume in E-mini S&P 500 Options reached 809,935 surpassing the previous record of 598,764 set on April 15, 2013.

Additionally, CME Group OTC Interest Rate Swaps (IRS) set a record daily notional value traded of $114 billion yesterday, surpassing the previous record of $96 billion on May 30, 2013. More than 250 market participants have cleared OTC swaps since launch. Open interest for IRS has grown 28 percent in June with more than 3,500 different client accounts holding open interest.

(Source: CME Group)

Add Eurodollar options volume to the list as well (via cmegroup.com):

  • 6/24: All-time record 3,493,675 Eurodollar options traded
    Surpassing previous record set on Aug 10, 2007

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