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Press release from PR Newswire

CME Group Volume Averaged 11.4 Million Contracts per Day in January 2013, Up 18 Percent from December 2012

Monday, February 04, 2013

CME Group Volume Averaged 11.4 Million Contracts per Day in January 2013, Up 18 Percent from December 201207:30 EST Monday, February 04, 2013- Increased average Treasury options volume by 72 percent and Treasury futures volume by 23 percent - Increased average foreign exchange volume by 21 percentCHICAGO, Feb. 4, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that January 2013 volume averaged 11.4 million contracts per day, down 2 percent from January 2012, but up 18 percent from December 2012. Total volume for January 2013 was more than 240 million contracts, of which 87 percent was traded electronically.In January 2013, CME Group interest rate volume averaged 5.3 million contracts per day, up 2 percent from January 2012, and the second consecutive month with year-over-year growth. Treasury futures volume averaged 2.4 million contracts per day, up 23 percent compared with the same period a year ago. Treasury options volume averaged 532,000 contracts per day, up 72 percent from January 2012, and the second highest monthly volume ever. Weekly Treasury options traded a record 150,446 contracts on January 30, 2013, surpassing the previous record of 101,075 set on September 7, 2012. Eurodollar futures volume averaged 1.9 million contracts per day, down 7 percent from the same period a year ago, while Eurodollar options volume averaged 432,000 contracts per day, down 49 percent from January last year.CME Group foreign exchange (FX) volume averaged 900,000 contracts per day, up 21 percent from January 2012, and included a monthly average daily volume record for Japanese Yen futures. CME Group equity index volume in January 2013 averaged 2.1 million contracts per day, down 5 percent from the same period last year.  CME Group agricultural commodities volume in January 2013 averaged 1.0 million contracts per day, down 2 percent compared with the prior-year period. Kansas City Board of Trade hard red winter wheat futures and options volume averaged 20,818 contracts per day in January 2013, up 16 percent compared with the same period in 2012. CME Group energy volume averaged 1.7 million contracts per day in January 2013, down 17 percent compared with the same period in 2012. CME Group metals volume averaged 384,000 contracts per day, up 5 percent from the same period last year.  MONTHLY AVERAGE DAILY VOLUME (ADV)Total Exchange ADV( in thousands)Jan 2013Jan 2012Trading Days2120PRODUCT LINEJan 2013Jan 2012   Percent Change Interest Rates5,3285,2022%Equity Indexes2,1082,226-5%Foreign Exchange (FX)90074421%Energy (including CME ClearPort)1,6792,027-17%Agricultural Commodities1,0301,053-2%Metals (including CME ClearPort)3843655%     Total11,42911,619-2%VENUE        Jan 2013       Jan 2012    Percent ChangeOpen outcry8841,336-34%CME Globex9,9199,4924%Privately negotiated23220812%CME ClearPort (OTC)394582-32%ROLLING THREE-MONTH AVERAGESAverage Daily Volume (In thousands) 3-Month Period EndingPRODUCT LINEJan-13Dec-12Nov-12Oct-12Interest Rates4,5294,0944,5064,552Equity Indexes2,4892,5322,5602,315Foreign Exchange (FX)834767829812Energy1,5091,4891,5931,613Agricultural Commodities1,0029821,0451,032Metals362324352309     Total10,72410,18810,88510,634VENUEJan-13Dec-12Nov-12Oct-12Open outcry778751852892Electronic9,3718,8999,4629,179Privately negotiated225210220204CME ClearPort (OTC)349329351359Average Rate Per Contract (In dollars)3-Month Period EndingPRODUCT LINENov-12Oct-12Sep-12Aug-12Interest Rates0.4900.4830.4810.478Equity Indexes0.6920.6850.6850.667Foreign Exchange (FX)0.8200.8210.8080.793Energy1.4881.4721.4731.461Agricultural Commodities1.2931.2911.3011.294Metals1.7151.7231.6931.657     Total0.8250.8170.8220.815VENUE Nov-12Oct-12Sep-12Aug-12Exchange-Traded0.7620.7520.7570.753CME ClearPort (OTC)2.7272.7002.7192.650As 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, news@cmegroup.com, www.cmegroup.mediaroom.com, or Investors, John Peschier, +1-312-930-8491