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CME Group Volume Averaged 9.9 Million Contracts per Day in October 2012

CHICAGO, Nov. 2, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that October 2012 volume averaged 9.9 million contracts per day, down 20 percent from October 2011.  Total volume for October 2012 was more than 227 million contracts, of which 87 percent was traded electronically.  In coordination with other financial markets, some CME Group contract markets were closed, either partially or entirely, on October 29 and 30.  Excluding those two days, October average daily volume would have been approximately 10.4 million contracts.

In October 2012, CME Group interest rate volume averaged 4.0 million contracts per day, down 16 percent from October 2011.  Treasury futures volume averaged 1.7 million contracts per day, down 23 percent compared with the same period a year ago.  Treasury options volume averaged 355,000 contracts per day, up 22 percent from October 2011.  Eurodollar futures volume averaged 1.6 million contracts per day, down 5 percent from October 2011.  Eurodollar options volume averaged 417,000 contracts per day, down 34 percent from October last year.

CME Group equity index volume in October 2012 averaged 2.3 million contracts per day, down 34 percent from the same period last year.  CME Group foreign exchange (FX) volume averaged 709,000 contracts per day, down 23 percent from October 2011.

CME Group energy volume averaged 1.6 million contracts per day in October 2012, down 14 percent compared with the same period in 2011.  CME Group metals volume averaged 275,000 contracts per day, down 9 percent from the same period last year.  CME Group agricultural commodities volume in October 2012 averaged 973,000 contracts per day, down 9 percent compared with the prior-year period.

Electronic volume averaged 8.6 million contracts per day in October 2012, down 19 percent compared with October 2011.  Privately negotiated volume decreased 11 percent to 188,000 contracts per day from the prior October.  Average daily volume cleared through CME ClearPort was 335,000 contracts in October 2012, down 32 percent compared with October 2011.  Open outcry volume averaged 798,000 contracts per day, down 34 percent versus the prior-year period.

MONTHLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

( in thousands)



Oct 2012

Oct 2011


Trading Days

23

21






PRODUCT LINE

Oct 2012

Oct 2011

Percent Change

Interest Rates

4,050

4,799

-16%

Equity Indexes

2,263

3,438

-34%

Foreign Exchange (FX)

709

926

-23%

Energy (including CME ClearPort)

1,608

1,881

-14%

Agricultural Commodities

973

1,074

-9%

Metals (including CME ClearPort)

275

303

-9%

     Total

9,878

12,421

-20%







VENUE

Oct 2012

Oct 2011

Percent Change

Open outcry

798

1,203

-34%

CME Globex

8,556

10,514

-19%

Privately negotiated

188

212

-11%

CME ClearPort (OTC)

335

492

-32%

 

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)



3-Month Period Ending

PRODUCT LINE

Oct-12

Sep-12

Aug-12

Jul-12

Interest Rates

4,552

4,514

4,553

4984

Equity Indexes

2,315

2,391

2,621

2,963

Foreign Exchange (FX)

812

846

858

934

Energy

1,613

1,590

1,631

1,716

Agricultural Commodities

1,032

1,171

1,272

1,319

Metals

309

327

330

370

     Total

10,634

10,839

11,266

12,286






VENUE

Oct-12

Sep-12

Aug-12

Jul-12

Open outcry

892

979

1,027

1,136

Electronic

9,179

9,293

9,654

10,512

Privately negotiated

204

208

217

231

CME ClearPort (OTC)

359

358

368

408

 

Average Rate Per Contract (In dollars)



3-Month Period Ending

PRODUCT LINE

Sep-12

Aug-12

Jul-12

Jun-12

Interest Rates

0.481

0.478

0.477

0.485

Equity Indexes

0.685

0.667

0.670

0.674

Foreign Exchange (FX)

0.808

0.793

0.790

0.807

Energy

1.473

1.461

1.477

1.496

Agricultural Commodities

1.301

1.294

1.282

1.264

Metals

1.693

1.657

1.644

1.649

     Total

0.822

0.815

0.809

0.812






VENUE

Sep-12

Aug-12

Jul-12

Jun-12

Exchange-Traded

0.757

0.753

0.747

0.750

CME ClearPort (OTC)

2.719

2.650

2.606

2.510

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.  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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