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Press release from PR Newswire

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

Friday, November 02, 2012

CME Group Volume Averaged 9.9 Million Contracts per Day in October 201207:30 EDT Friday, November 02, 2012CHICAGO, 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 2012Oct 2011Trading Days2321PRODUCT LINEOct 2012Oct 2011Percent Change Interest Rates4,0504,799-16%Equity Indexes2,2633,438-34%Foreign Exchange (FX)709926-23%Energy (including CME ClearPort)1,6081,881-14%Agricultural Commodities9731,074-9%Metals (including CME ClearPort)275303-9%     Total9,87812,421-20%VENUEOct 2012Oct 2011Percent ChangeOpen outcry7981,203-34%CME Globex8,55610,514-19%Privately negotiated188212-11%CME ClearPort (OTC)335492-32% ROLLING THREE-MONTH AVERAGESAverage Daily Volume (In thousands) 3-Month Period EndingPRODUCT LINEOct-12Sep-12Aug-12Jul-12Interest Rates4,5524,5144,5534984Equity Indexes2,3152,3912,6212,963Foreign Exchange (FX)812846858934Energy1,6131,5901,6311,716Agricultural Commodities1,0321,1711,2721,319Metals309327330370     Total10,63410,83911,26612,286VENUEOct-12Sep-12Aug-12Jul-12Open outcry8929791,0271,136Electronic9,1799,2939,65410,512Privately negotiated204208217231CME ClearPort (OTC)359358368408 Average Rate Per Contract (In dollars)3-Month Period EndingPRODUCT LINESep-12Aug-12Jul-12Jun-12Interest Rates0.4810.4780.4770.485Equity Indexes0.6850.6670.6700.674Foreign Exchange (FX)0.8080.7930.7900.807Energy1.4731.4611.4771.496Agricultural Commodities1.3011.2941.2821.264Metals1.6931.6571.6441.649     Total0.8220.8150.8090.812VENUESep-12Aug-12Jul-12Jun-12Exchange-Traded0.7570.7530.7470.750CME ClearPort (OTC)2.7192.6502.6062.510As 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-GSOURCE CME GroupFor further information: Media, Michael Shore, +1-312-930-2363, or Chris Grams, +1-312-930-3435, www.cmegroup.mediaroom.com; Investors, John Peschier, +1-312-930-8491, news@cmegroup.com