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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

CHICAGO, 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.  Kansas City Board of Trade hard red winter wheat futures and options volume averaged 16,120 contracts per day in December 2012, up 25 percent compared with the same period in 2011.

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 2012

Dec 2011


Trading Days

20

21






PRODUCT LINE

Dec 2012

Dec 2011

   Percent Change

Interest Rates

3,642

3,539

3%

Equity Indexes

2,682

2,810

-5%

Foreign Exchange (FX)

826

724

14%

Energy (including CME ClearPort)

1,334

1,419

-6%

Agricultural Commodities

878

820

7%

Metals (including CME ClearPort)

284

268

6%

     Total

9,645

9,580

1%







VENUE

        Dec 2012

       Dec 2011

    Percent Change

Open outcry

649

894

-27%

CME Globex

8,482

8,117

4%

Privately negotiated

214

175

22%

CME ClearPort (OTC)

300

394

-24%



QUARTERLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Q4 2012

Q4 2011


Trading Days

64

63






PRODUCT LINE

Q4 2012

Q4 2011

   Percent Change

Interest Rates

4,094

4,729

-13%

Equity Indexes

2,532

3,146

-19%

Foreign Exchange (FX)

767

820

-6%

Energy (including CME ClearPort)

1,489

1,708

-13%

Agricultural Commodities

982

1,001

-2%

Metals (including CME ClearPort)

324

315

3%

     Total

10,188

11,719

-13%







VENUE

        Q4 2012

       Q4 2011

    Percent Change

Open outcry

751

1,173

-36%

CME Globex

8,899

9,864

-10%

Privately negotiated

210

204

3%

CME ClearPort (OTC)

329

479

-31%



ROLLING THREE-MONTH AVERAGES


Average Daily Volume (In thousands)



3-Month Period Ending

PRODUCT LINE

Dec-12

Nov-12

Oct-12

Sep-12

Interest Rates

4,094

4,506

4,552

4,514

Equity Indexes

2,532

2,560

2,315

2,391

Foreign Exchange (FX)

767

829

812

846

Energy

1,489

1,593

1,613

1,590

Agricultural Commodities

982

1,045

1,032

1,171

Metals

324

352

309

327

     Total

10,188

10,885

10,634

10,839






VENUE

Dec-12

Nov-12

Oct-12

Sep-12

Open outcry

751

852

892

979

Electronic

8,899

9,462

9,179

9,293

Privately negotiated

210

220

204

208

CME ClearPort (OTC)

329

351

359

358



Average Rate Per Contract (In dollars)



3-Month Period Ending

PRODUCT LINE

Nov-12

Oct-12

Sep-12

Aug-12

Interest Rates

0.490

0.483

0.481

0.478

Equity Indexes

0.692

0.685

0.685

0.667

Foreign Exchange (FX)

0.820

0.821

0.808

0.793

Energy

1.488

1.472

1.473

1.461

Agricultural Commodities

1.293

1.291

1.301

1.294

Metals

1.715

1.723

1.693

1.657

     Total

0.825

0.817

0.822

0.815






VENUE

Nov-12

Oct-12

Sep-12

Aug-12

Exchange-Traded

0.762

0.752

0.757

0.753

CME ClearPort (OTC)

2.727

2.700

2.719

2.650

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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