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Press release from PR Newswire

CME Group Volume Averaged 9.6 Million Contracts per Day in December 2012, Up 1 Percent from December 2011, and 11.4 Million Contracts per Day in 2012

Thursday, January 03, 2013

CME Group Volume Averaged 9.6 Million Contracts per Day in December 2012, Up 1 Percent from December 2011, and 11.4 Million Contracts per Day in 201207:30 EST Thursday, January 03, 2013CHICAGO, Jan. 3, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that December 2012 volume averaged 9.6 million contracts per day, up 1 percent from December 2011.  Total volume for December 2012 was more than 192 million contracts, of which a record 88 percent was traded electronically.  Full-year 2012 volume averaged 11.4 million contracts per day, down 15 percent from 2011.  In December 2012, CME Group interest rate volume averaged 3.6 million contracts per day, up 3 percent from December 2011.  Treasury futures volume averaged 1.7 million contracts per day, up 17 percent compared with the same period a year ago.  Treasury options volume averaged 323,000 contracts per day, up 48 percent from December 2011.  Eurodollar futures volume averaged 1.3 million contracts per day, down 5 percent from the same period a year ago, while Eurodollar options volume averaged 270,000 contracts per day, down 42 percent from December last year.CME Group equity index volume in December 2012 averaged 2.7 million contracts per day, down 5 percent from the same period last year.  CME Group foreign exchange (FX) volume averaged 826,000 contracts per day, up 14 percent from December 2011.CME Group energy volume averaged 1.3 million contracts per day in December 2012, down 6 percent compared with the same period in 2011.  CME Group metals volume averaged 284,000 contracts per day, up 6 percent from the same period last year.  CME Group agricultural commodities volume in December 2012 averaged 878,000 contracts per day, up 7 percent compared with the prior-year period.Electronic volume averaged 8.5 million contracts per day in December 2012, up 4 percent compared with December 2011.  Privately negotiated volume increased 22 percent to 214,000 contracts per day from the prior December.  Average daily volume cleared through CME ClearPort was 300,000 contracts in December 2012, down 24 percent compared with December 2011.  Open outcry volume averaged 649,000 contracts per day, down 27 percent versus the prior-year period.MONTHLY AVERAGE DAILY VOLUME (ADV)Total Exchange ADV( in thousands)Dec 2012Dec 2011Trading Days2021PRODUCT LINEDec 2012Dec 2011   Percent Change Interest Rates3,6423,5393%Equity Indexes2,6822,810-5%Foreign Exchange (FX)82672414%Energy (including CME ClearPort)1,3341,419-6%Agricultural Commodities8788207%Metals (including CME ClearPort)2842686%     Total9,6459,5801%VENUE        Dec 2012       Dec 2011    Percent ChangeOpen outcry649894-27%CME Globex8,4828,1174%Privately negotiated21417522%CME ClearPort (OTC)300394-24%QUARTERLY AVERAGE DAILY VOLUME (ADV)Total Exchange ADV( in thousands)Q4 2012Q4 2011Trading Days6463PRODUCT LINEQ4 2012Q4 2011   Percent Change Interest Rates4,0944,729-13%Equity Indexes2,5323,146-19%Foreign Exchange (FX)767820-6%Energy (including CME ClearPort)1,4891,708-13%Agricultural Commodities9821,001-2%Metals (including CME ClearPort)3243153%     Total10,18811,719-13%VENUE        Q4 2012       Q4 2011    Percent ChangeOpen outcry7511,173-36%CME Globex8,8999,864-10%Privately negotiated2102043%CME ClearPort (OTC)329479-31%ROLLING THREE-MONTH AVERAGESAverage Daily Volume (In thousands) 3-Month Period EndingPRODUCT LINEDec-12Nov-12Oct-12Sep-12Interest Rates4,0944,5064,5524,514Equity Indexes2,5322,5602,3152,391Foreign Exchange (FX)767829812846Energy1,4891,5931,6131,590Agricultural Commodities9821,0451,0321,171Metals324352309327     Total10,18810,88510,63410,839VENUEDec-12Nov-12Oct-12Sep-12Open outcry751852892979Electronic8,8999,4629,1799,293Privately negotiated210220204208CME ClearPort (OTC)329351359358Average 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     Total0.8250.8170.8220.815VENUENov-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 Contacts, Michael Shore, +1-312-930-2363, or Chris Grams, +1-312-930-3435, news@cmegroup.com, www.cmegroup.mediaroom.com; Investor Contact, John Peschier, +1-312-930-8491