Records in Treasury Options, E-Mini S&P 500 Options Volume and OTC Interest Rate Swaps Notional Value
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.
As the world's leading and most diverse derivatives marketplace, CME Group is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex(®) electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the world's leading central counterparty clearing providers, which offers clearing and settlement services across asset classes for exchange-traded contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.