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Press release from PR Newswire

CME Group Volume Averaged 13.7 Million Contracts per Day in February 2013, Up 7 Percent from February 2012 and Up 20 Percent from January 2013

Monday, March 04, 2013

CME Group Volume Averaged 13.7 Million Contracts per Day in February 2013, Up 7 Percent from February 2012 and Up 20 Percent from January 201307:30 EST Monday, March 04, 2013Treasury futures volume up 33 percent, a record Treasury options volume up 71 percent, second-highest monthly record Foreign exchange (FX) volume up 26 percent Metals volume up 11 percent Agricultural commodities volume up 6 percentCHICAGO, March 4, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that February 2013 volume averaged 13.7 million contracts per day, up 7 percent from February 2012, and up 20 percent from January 2013.  Total volume for February 2013 was more than 259 million contracts, of which 88 percent was traded electronically.In February 2013, CME Group interest rate volume averaged 6.5 million contracts per day, up 8 percent from February 2012, and the third consecutive month with year-over-year growth.  Treasury futures volume averaged a record 3.8 million contracts per day, up 33 percent compared with the same period a year ago.  Treasury options volume averaged 551,000 contracts per day, up 71 percent from February 2012, and the second-highest monthly volume ever.  Other monthly records included 5-Year U.S. Treasury Note futures and the Ultra Treasury Bond futures and options.  Eurodollar futures volume averaged 1.7 million contracts per day, down 11 percent from the same period a year ago, while Eurodollar options volume averaged 370,000 contracts per day, down 55 percent from February last year.  Strength in longer-dated Eurodollar contract activity continued, with record monthly Gold Eurodollar futures in February.CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 26 percent from February 2012, and included a monthly average daily volume record for Japanese Yen futures and options.  CME Group equity index volume in February 2013 averaged 2.7 million contracts per day, up 22 percent from the same period last year.  CME Group agricultural commodities volume in February 2013 averaged 1.3 million contracts per day, up 6 percent compared with the prior-year period, and included a monthly average daily volume record for soybean meal futures.  Kansas City Board of Trade hard red winter wheat futures and options volume averaged 33,865 contracts per day in February 2013, up 31 percent compared with the same period in 2012.  CME Group energy volume averaged 1.8 million contracts per day in February 2013, down 18 percent compared with the same period in 2012, which was particularly strong due primarily to shifting supply-and-demand dynamics in Natural Gas at that time.  CME Group metals volume averaged 439,000 contracts per day, up 11 percent from the same period last year.  MONTHLY AVERAGE DAILY VOLUME (ADV)Total Exchange ADV( in thousands)Feb 2013Feb 2012Trading Days1920PRODUCT LINEFeb 2013Feb 2012   Percent Change Interest Rates6,4725,9918%Equity Indexes2,6862,20022%Foreign Exchange (FX)1,06784826%Energy (including CME ClearPort)1,7512,145-18%Agricultural Commodities1,2631,1896%Metals (including CME ClearPort)43939511%     Total13,67812,7687%VENUE        Feb 2013       Feb 2012    Percent ChangeOpen outcry9411,374-32%CME Globex12,00110,54514%Privately negotiated33922551%CME ClearPort (OTC)398624-36% ROLLING THREE-MONTH AVERAGESAverage Daily Volume (In thousands) 3-Month Period EndingPRODUCT LINEFeb-13Jan-13Dec-12Nov-12Interest Rates5,1284,5294,0944,506Equity Indexes2,4822,4892,5322,560Foreign Exchange (FX)928834767829Energy1,5871,5091,4891,593Agricultural Commodities1,0531,0029821,045Metals368362324352     Total11,54710,72410,18810,885VENUEFeb-13Jan-13Dec-12Nov-12Open outcry824778852852Electronic10,0999,3719,4629,462Privately negotiated260225220220CME ClearPort (OTC)364349351351Average Rate Per Contract (In dollars)3-Month Period EndingPRODUCT LINEJan-13Dec-12Nov-12Oct-12Interest Rates0.4870.4800.4900.483Equity Indexes0.7080.7050.6920.685Foreign Exchange (FX)0.8340.8280.8200.821Energy1.4851.5071.4881.472Agricultural Commodities1.3091.2301.2931.291Metals1.6781.7061.7151.723     Total0.8230.8110.8250.817VENUEJan-13Dec-12Nov-12Oct-12Exchange-Traded0.7630.7480.7620.752CME ClearPort (OTC)2.5852.2902.7272.700As 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 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 investor, John Peschier, +1.312.930.8491