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CME Group Volume Averaged 11.9 Million Contracts per Day in September 2012, Up 16 Percent from August 2012
-Set monthly records in fourth- and fifth-year Eurodollar futures, highlighting benefit of diversity within interest rate products
-Increased average Treasury options volume by 27 percent
-Recorded 10.8 million contracts per day in third-quarter 2012

CHICAGO, Oct. 2, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that September 2012 volume averaged 11.9 million contracts per day, down 15 percent from September 2011, but up 16 percent compared with August 2012.  Total volume for September 2012 was more than 227 million contracts, of which a record 87 percent was traded electronically.

In September 2012, CME Group interest rate volume averaged 5.0 million contracts per day, down 6 percent from September 2011, but up 6 percent sequentially.  Treasury futures volume averaged 2.1 million contracts per day, down 10 percent compared with the same period a year ago, and down 12 percent sequentially.  Treasury options volume averaged 365,000 contracts per day, up 27 percent from September 2011, and up 5 percent sequentially.  Eurodollar futures volume averaged 2.0 million contracts per day, up 6 percent from September 2011, and up 32 percent sequentially.  Eurodollar options volume averaged 505,000 contracts per day, down 32 percent from September last year, but up 22 percent compared with August 2012.  Despite the prolonged zero interest rate environment which has impacted volumes of shorter duration Eurodollar futures, CME Group set monthly records in fourth- and fifth-year Eurodollar futures in September, averaging 235,000 and 91,000 contracts per day, respectively.

CME Group equity index volume in September 2012 averaged 2.8 million contracts per day, down 37 percent from the same period last year, but up 40 percent sequentially.  CME Group foreign exchange (FX) volume averaged 1.0 million contracts per day, down 4 percent from September 2011, but up 42 percent versus August 2012.

CME Group energy volume averaged 1.7 million contracts per day in September 2012, down 1 percent compared with the same period in 2011, but up 6 percent sequentially.  CME Group metals volume averaged 374,000 contracts per day, down 18 percent from the same period last year, but up 29 percent sequentially.  CME Group agricultural commodities volume in September 2012 averaged 1.1 million contracts per day, down 2 percent compared with the prior-year period, but up 4 percent compared with August 2012.

Electronic volume averaged 10.3 million contracts per day in September 2012, down 13 percent compared with September 2011, but up 17 percent sequentially. Privately negotiated volume increased 4 percent to 248,000 contracts per day from the prior September, and increased 34 percent from August 2012. Average daily volume cleared through CME ClearPort was 370,000 contracts in September 2012, down 15 percent compared with September 2011, and down 1 percent sequentially. Open outcry volume averaged 980,000 contracts per day, down 31 percent versus the prior-year period, but up 7 percent from August 2012.

MONTHLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

(in thousands)



Sep 2012

Sep 2011


Trading Days

19

21






PRODUCT LINE

Sep 2012

Sep 2011

Percent Change

Interest Rates

4,983

5,296

-6%

Equity Indexes

2,783

4,390

-37%

Foreign Exchange (FX)

1,035

1,083

-4%

Energy (including CME ClearPort)

1,669

1,692

-1%

Agricultural Commodities

1,084

1,104

-2%

Metals (including CME ClearPort)

374

453

-18%

     Total

11,928

14,018

-15%





VENUE

Sep 2012

Sep 2011

Percent Change

Open outcry

980

1,414

-31%

CME Globex

10,330

11,932

-13%

Privately negotiated

248

239

4%

CME ClearPort (OTC)

370

433

-15%




QUARTERLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

(in thousands)



Q3 2012

Q3 2011


Trading Days

63

64






PRODUCT LINE

Q3 2012

Q3 2011

Percent Change

Interest Rates

4,514

6,518

-31%

Equity Indexes

2,391

4,040

-41%

Foreign Exchange (FX)

846

988

-14%

Energy (including CME ClearPort)

1,590

1,674

-5%

Agricultural Commodities

1,171

1,029

14%

Metals (including CME ClearPort)

327

454

-28%

     Total

10,839

14,702

-26%





VENUE

Q3 2012

Q3 2011

Percent Change

Open outcry

979

1,557

-37%

CME Globex

9,293

12,463

-25%

Privately negotiated

208

257

-19%

CME ClearPort (OTC)

358

426

-16%













ROLLING THREE-MONTH AVERAGES


Average Daily Volume (In thousands)




3-Month Period Ending

PRODUCT LINE

Sep-12

Aug-12

Jul-12

Jun-12

Interest Rates

4,514

4,553

4,984

5,136

Equity Indexes

2,391

2,621

2,963

2,919

Foreign Exchange (FX)

846

858

934

920

Energy

1,590

1,631

1,716

1,741

Agricultural Commodities

1,171

1,272

1,319

1,288

Metals

327

330

370

372

     Total

10,839

11,266

12,286

12,376






VENUE

Sep-12

Aug-12

Jul-12

Jun-12

Open outcry

979

1,027

1,136

1,109

Electronic

9,293

9,654

10,512

10,595

Privately negotiated

208

217

231

238

CME ClearPort (OTC)

358

368

408

434






Average Rate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Aug-12

Jul-12

Jun-12

May-12

Interest Rates

0.478

0.477

0.485

0.486

Equity Indexes

0.667

0.670

0.674

0.687

Foreign Exchange (FX)

0.793

0.790

0.807

0.821

Energy

1.461

1.477

1.496

1.502

Agricultural Commodities

1.294

1.282

1.264

1.247

Metals

1.657

1.644

1.649

1.649

     Total

0.815

0.809

0.812

0.808






VENUE

Aug-12

Jul-12

Jun-12

May-12

Exchange-Traded

0.753

0.747

0.750

0.747

CME ClearPort (OTC)

2.650

2.606

2.510

2.394






Average 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 (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-G

SOURCE CME Group


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