2014

CME Group Volume Averaged 12.5 Million Contracts per Day in March 2013 - FX volume up 14 percent

- Equities volume up 13 percent

- First-quarter volume averaged 12.5 million contracts per day, up 1 percent, with 4 of 6 product lines up year-over-year

CHICAGO, April 2, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that March 2013 volume averaged 12.5 million contracts per day, flat compared with March 2012.  Total volume for March 2013 was more than 249 million contracts, of which 88 percent was traded electronically.  First-quarter 2013 volume averaged 12.5 million contracts per day, up 1 percent from first-quarter 2012.  Highlights included record quarterly futures and options volume in the British Pound, Japanese Yen, Ultra Treasury Bond, longer-dated Eurodollar and live cattle contracts.  In addition, during the month of February, CME had record FX options volume, record Treasury futures volume and strong Treasury options volume.

In March 2013, CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 14 percent from March 2012.  In addition, the global suite of FX products had record open interest and large open interest holders on March 7, 2013.  CME Group equity index volume in March 2013 averaged 3.1 million contracts per day, up 13 percent from the same period last year. 

CME Group interest rate volume averaged 5.2 million contracts per day, down 7 percent from March 2012.  Treasury futures volume averaged 2.5 million contracts per day, up 9 percent compared with the same period a year ago.  Treasury options volume averaged 454,000 contracts per day, up 3 percent from March 2012.  Eurodollar futures volume averaged 1.9 million contracts per day, down 11 percent from the same period a year ago, while Eurodollar options volume averaged 395,000 contracts per day, down 49 percent from March last year.  Strength in longer-dated Eurodollar contract activity partially offset low volatility at the front end of the curve, which included solid volume in Purple Mid-Curve options, which launched on March 11, 2013.

CME Group energy volume averaged 1.8 million contracts per day in March 2013, up 3 percent compared with the prior March, achieving record open interest in WTI futures.  In addition, Henry Hub Natural Gas Futures set nine consecutive open interest records.  Furthermore, open interest for NYMEX Brent Crude Oil Futures surpassed 50,000.  CME Group metals volume averaged 368,000 contracts per day, down 7 percent from the same period last year. 

CME Group agricultural commodities volume in March 2013 averaged 969,000 contracts per day, down 13 percent compared with the prior-year period.  Kansas City Board of Trade hard red winter wheat futures and options volume averaged 24,579 contracts per day in March 2013, up 24 percent compared with the same period in 2012. 


MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Mar 2013

Mar 2012


Trading Days

20

22






PRODUCT LINE

Mar 2013

Mar 2012

   Percent Change

Interest Rates

5,225

5,643

-7%

Equity Indexes

3,059

2,709

13%

Foreign Exchange (FX)

1,072

936

14%

Energy (including CME ClearPort)

1,764

1,717

3%

Agricultural Commodities

969

1,116

-13%

Metals (including CME ClearPort)

368

395

-7%

     Total

12,458

12,516

0%








VENUE

Mar 2013

Mar 2012

Percent Change

Open outcry

834

1,335

-38%

CME Globex

10,909

10,464

4%

Privately negotiated

259

252

3%

CME ClearPort (OTC)

455

464

-2%

 

 

QUARTERLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Q1 2013

Q1 2012


Trading Days

60

62






PRODUCT LINE

Q1 2013

Q1 2012

   Percent Change

Interest Rates

5,656

5,613

1%

Equity Indexes

2,608

2,389

9%

Foreign Exchange (FX)

1,010

846

19%

Energy (including CME ClearPort)

1,730

1,955

-12%

Agricultural Commodities

1,084

1,119

-3%

Metals (including CME ClearPort)

396

385

3%

     Total

12,484

12,308

1%








VENUE

Q1 2013

Q1 2012

Percent Change

Open outcry

885

1,348

-34%

CME Globex

10,908

10,177

7%

Privately negotiated

275

229

20%

CME ClearPort (OTC)

416

554

-25%

 

ROLLING THREE-MONTH AVERAGES


Average Daily Volume (In thousands)




3-Month Period Ending

PRODUCT LINE

Mar-13

Feb-13

Jan-13

Dec-12

Interest Rates

5,656

5,128

4,529

4,094

Equity Indexes

2,608

2,482

2,489

2,532

Foreign Exchange (FX)

1,010

928

834

767

Energy

1,730

1,587

1,509

1,489

Agricultural Commodities

1,084

1,053

1,002

982

Metals

396

368

362

324

     Total

12,484

11,547

10,724

10,188







VENUE

Mar-13

Feb-13

Jan-13

Dec-12

Open outcry

885

824

778

852

Electronic

10,908

10,099

9,371

9,462

Privately negotiated

275

260

225

220

CME ClearPort (OTC)

416

364

349

351

 


Average Rate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Feb-13

Jan-13

Dec-12

Nov-12

Interest Rates

0.472

0.487

0.494

0.490

Equity Indexes

0.698

0.708

0.697

0.692

Foreign Exchange (FX)

0.850

0.834

0.835

0.820

Energy

1.449

1.485

1.487

1.488

Agricultural Commodities

1.305

1.309

1.298

1.293

Metals

1.665

1.678

1.709

1.715

     Total

0.799

0.823

0.831

0.825






VENUE

Feb-13

Jan-13

Dec-12

Nov-12

Exchange-Traded

0.742

0.763

0.771

0.762

CME ClearPort (OTC)

2.557

2.585

2.646

2.727

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) 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.

CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc.  CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago, Inc.  NYMEX, New York Mercantile Exchange and ClearPort are registered trademarks of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, Inc.  KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, Inc.  All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.

CME-G

SOURCE CME Group



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