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CME Group Volume Averaged 11.0 Million Contracts per Day in November 2012

CHICAGO, Dec. 4, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that November 2012 volume averaged 11.0 million contracts per day, down 16 percent from November 2011, but up 12 percent from October 2012.  Total volume for November 2012 was more than 231 million contracts, of which a record 88 percent was traded electronically.

In November 2012, CME Group interest rate volume averaged 4.6 million contracts per day, down 22 percent from November 2011.  Treasury futures volume averaged 2.6 million contracts per day, down 8 percent compared with the same period a year ago.  Treasury options volume averaged 360,000 contracts per day, up 18 percent from November 2011.  Eurodollar futures volume averaged 1.3 million contracts per day, down 31 percent from November 2011, while Eurodollar options volume averaged 310,000 contracts per day, down 62 percent from November last year.

CME Group equity index volume in November 2012 averaged 2.7 million contracts per day, down 16 percent from the same period last year.  CME Group foreign exchange (FX) volume averaged 775,000 contracts per day, down 5 percent from November 2011.

CME Group energy volume averaged 1.5 million contracts per day in November 2012, down 17 percent compared with the same period in 2011.  CME Group metals volume averaged 415,000 contracts per day, up 11 percent from the same period last year.  CME Group agricultural commodities volume in November 2012 averaged 1.1 million contracts per day, down 2 percent compared with the prior-year period.

Electronic volume averaged 9.7 million contracts per day in November 2012, down 12 percent compared with November 2011.  Privately negotiated volume increased 2 percent to 229,000 contracts per day from the prior November.  Average daily volume cleared through CME ClearPort was 351,000 contracts in November 2012, down 36 percent compared with November 2011.  Open outcry volume averaged 795,000 contracts per day, down 44 percent versus the prior-year period.

MONTHLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

( in thousands)



Nov 2012

Nov 2011


Trading Days

21

21






PRODUCT LINE

Nov 2012

Nov 2011

   Percent Change

Interest Rates

4,574

5,850

-22%

Equity Indexes

2,685

3,189

-16%

Foreign Exchange (FX)

775

811

-5%

Energy (including CME ClearPort)

1,505

1,824

-17%

Agricultural Commodities

1,091

1,109

-2%

Metals (including CME ClearPort)

415

373

11%

     Total

11,045

13,156

-16%

VENUE

        Nov 2012

       Nov 2011

    Percent Change

Open outcry        

795

1,422

-44%

CME Globex

9,670

10,961

-12%

Privately negotiated

229

224

2%

CME ClearPort (OTC)

351

549

-36%









ROLLING THREE-MONTH AVERAGES


Average Daily Volume (In thousands)




3-Month Period Ending

PRODUCT LINE

Nov-12

Oct-12

Sep-12

Aug-12

Interest Rates

4,506

4,552

4,514

4553

Equity Indexes

2,506

2,315

2,391

2,621

Foreign Exchange (FX)

829

812

846

858

Energy

1,593

1,613

1,590

1,631

Agricultural Commodities

1,045

1,032

1,171

1,272

Metals

352

309

327

330

     Total

10,885

10,634

10,839

11,266






VENUE

Nov-12

Oct-12

Sep-12

Aug-12

Open outcry

852

892

979

1,027

Electronic

9,462

9,179

9,293

9,654

Privately negotiated

220

204

208

217

CME ClearPort (OTC)

351

359

358

368

 

Average Rate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Oct-12

Sep-12

Aug-12

Jul-12

Interest Rates

0.483

0.481

0.478

0.477

Equity Indexes

0.685

0.685

0.667

0.670

Foreign Exchange (FX)

0.821

0.808

0.793

0.790

Energy

1.472

1.473

1.461

1.477

Agricultural Commodities

1.291

1.301

1.294

1.282

Metals

1.723

1.693

1.657

1.644

     Total

0.817

0.822

0.815

0.809






VENUE

Oct-12

Sep-12

Aug-12

Jul-12

Exchange-Traded

0.752

0.757

0.753

0.747

CME ClearPort (OTC)

2.700

2.719

2.650

2.606

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