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Press release from PR Newswire

CME Group Volume Averaged 10.3 Million Contracts per Day in August 2012

Wednesday, September 05, 2012

CME Group Volume Averaged 10.3 Million Contracts per Day in August 201207:30 EDT Wednesday, September 05, 2012CHICAGO, Sept. 5, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that August 2012 volume averaged 10.3 million contracts per day, down 40 percent from an all-time record in August 2011 that was driven by extremely high market turbulence that month.  Total volume for August 2012 was more than 237 million contracts, of which 86 percent was traded electronically.In August 2012, CME Group interest rate volume averaged 4.7 million contracts per day, down 41 percent from August 2011, but up 21 percent sequentially.  Treasury futures volume averaged 2.4 million contracts per day, while Treasury options volume averaged 348,000 contracts per day.  Eurodollar futures volume averaged 1.5 million contracts per day, while Eurodollar options volume averaged 414,000 contracts per day.CME Group equity index volume in August 2012 averaged 2.0 million contracts per day, down 58 percent from the same period last year.  CME Group foreign exchange (FX) volume averaged 731,000 contracts per day, down 26 percent from August 2011.CME Group energy volume averaged 1.6 million contracts per day in August 2012, down 15 percent compared with the same period in 2011, but up 2 percent sequentially. CME Group metals volume averaged 290,000 contracts per day, down 44 percent from the same period last year.  CME Group agricultural commodities volume in August averaged 1.0 million contracts per day, up 2 percent compared with the prior-year period.  Electronic volume averaged 8.8 million contracts per day in August 2012, down 39 percent compared with August 2011.  Privately negotiated volume decreased 40 percent to 185,000 contracts per day from the prior August.  Average daily volume cleared through CME ClearPort was 373,000 contracts in August 2012, down 23 percent compared with August 2011.  Open outcry volume averaged 913,000 contracts per day, down 52 percent versus the prior-year period.MONTHLY AVERAGE DAILY VOLUME (ADV)Total Exchange ADV( in thousands)Aug 2012Aug 2011Trading Days2323PRODUCT LINEAug 2012Aug 2011   Percent Change Interest Rates4,7007,979-41%Equity Indexes1,9814,725-58%Foreign Exchange (FX)731991-26%Energy (including CME ClearPort)1,5701,851-15%Agricultural Commodities1,0471,0272%Metals (including CME ClearPort)290522-44%     Total10,32017,095-40%VENUE Aug 2012 Aug 2011 Percent ChangeOpen outcry9131,884-52%CME Globex8,85014,420-39%Privately negotiated185306-40%CME ClearPort (OTC)373484-23%ROLLING THREE-MONTH AVERAGESAverage Daily Volume (In thousands) 3-Month Period EndingPRODUCT LINEAug-12Jul-12Jun-12May-12Interest Rates4,5534,9845,1365,333Equity Indexes2,6212,9632,9192,674Foreign Exchange (FX)858934920882Energy1,6311,7161,7411,715Agricultural Commodities1,2721,3191,2881,194Metals330370372377     Total11,26612,28612,37612,174VENUEAug-12Jul-12Jun-12May-12Open outcry1,0271,1361,1091,179Electronic9,65410,51210,59510,307Privately negotiated217231238232CME ClearPort (OTC)368408434456Average Rate Per Contract (In dollars)3-Month Period EndingPRODUCT LINEJul-12Jun-12May-12Apr-12Interest Rates0.4770.4850.4860.484Equity Indexes0.6700.6740.6870.691Foreign Exchange (FX)0.7900.8070.8210.835Energy1.4771.4961.5021.507Agricultural Commodities1.2821.2641.2471.232Metals1.6441.6491.6491.648     Total0.8090.8120.8080.817VENUEJul-12Jun-12May-12Apr-12Exchange-Traded0.7470.7500.7470.749CME ClearPort (OTC)2.6062.5102.3942.381Average daily volume and rate per contract figures from 2008 have been revised due to standardizing NYMEX reporting conventions to follow CME's treatment of post-trade transactions such as exercises, assignments and deliveries.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.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 CME GroupFor further information: Michael Shore, +1-312-930-2363; or Chris Grams, +1-312-930-3435,,; or Investors, John Peschier, +1-312-930-8491