News Release

CME Group Volume Averaged 13.1 Million Contracts per Day in June 2012

Tue Jul 03 2012

CHICAGO, July 3, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that June 2012 volume averaged 13.1 million contracts per day, down 11 percent from June 2011, and down 1 percent from May 2012.  Total volume for June was more than 276 million contracts, of which a record 86 percent was traded electronically.  Second-quarter 2012 volume averaged 12.4 million contracts per day, down 9 percent year-over-year, but up 1 percent compared with first-quarter 2012.

In June 2012, CME Group interest rate volume averaged 5.1 million contracts per day, down 28 percent from June 2011.  Treasury futures volume averaged 2.3 million contracts per day, while Treasury options volume averaged 307,000 contracts per day.  Eurodollar futures volume averaged 1.8 million contracts per day, while Eurodollar options volume averaged 589,000 contracts per day.

CME Group equity index volume in June 2012 averaged 3.5 million contracts per day, down 1 percent from the same period last year.  CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 8 percent from June last year, reflecting average daily notional value of $128 billion, and set an all-time FX open interest record in June 2012.

CME Group energy volume averaged 1.8 million contracts per day in June 2012, up 1 percent compared with the same period in 2011.  CME Group agricultural commodities volume averaged 1.4 million contracts per day, up 15 percent compared with the prior-year period.  CME Group metals volume averaged 381,000 contracts per day, up 17 percent from the same period last year.

Electronic volume averaged 11.3 million contracts per day in June 2012, down 10 percent compared with June 2011.  Privately negotiated volume decreased 8 percent to 271,000 contracts per day from the prior June.  Average daily volume cleared through CME ClearPort was 400,000 contracts in June 2012, down 7 percent compared with June 2011.  Open outcry volume averaged 1.1 million contracts per day, down 23 percent versus the prior-year period.


MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Jun 2012

Jun 2011


Trading Days

21

22






PRODUCT LINE

Jun 2012

Jun 2011

   Percent Change

Interest Rates

5,059

7,056

-28%

Equity Indexes

3,458

3,504

-1%

Foreign Exchange (FX)

1,054

977

8%

Energy (including CME ClearPort)

1,788

1,765

1%

Agricultural Commodities

1,407

1,225

15%

Metals (including CME ClearPort)

381

326

17%

     Total

13,147

14,853

-11%







 


VENUE

        Jun 2012

       Jun 2011

    Percent Change

Open outcry

1,128

1,466

-23%

CME Globex

11,348

12,661

-10%

Privately negotiated

271

294

-8%

CME ClearPort (OTC)

400

432

-7%

 

QUARTERLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Q2 2012

Q2 2011


Trading Days

64

63






PRODUCT LINE

Q2 2012

Q2 2011

   Percent Change

Interest Rates

5,136

6,449

-20%

Equity Indexes

2,919

2,841

3%

Foreign Exchange (FX)

920

918

0%

Energy (including CME ClearPort)

1,741

1,760

-1%

Agricultural Commodities

1,288

1,156

11%

Metals (including CME ClearPort)

372

403

-8%

     Total

12,376

13,528

-9%







 


VENUE

        Q2 2012

       Q2 2011

    Percent Change

Open outcry

1,109

1,393

-20%

CME Globex

10,595

11,454

-8%

Privately negotiated

238

242

-2%

CME ClearPort (OTC)

434

438

-1%


ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)


3-Month Period Ending

PRODUCT LINE

Jun-12

May-12

Apr-12

Mar-12

Interest Rates

5,136

5,333

5,323

5,613

Equity Indexes

2,919

2,674

2,428

2,390

Foreign Exchange (FX)

920

882

849

846

Energy

1,741

1,715

1,816

1,952

Agricultural Commodities

1,288

1,194

1,200

1,122

Metals

372

377

373

385

     Total

12,376

12,174

11,989

12,308







VENUE

Jun-12

May-12

Apr-12

Mar-12

Open outcry

1,109

1,179

1,226

1,348

Electronic

10,595

10,307

10,033

10,177

Privately negotiated

238

232

232

229

CME ClearPort (OTC)

434

456

498

554

Average Rate Per Contract (In dollars)


3-Month Period Ending

PRODUCT LINE

May-12

Apr-12

Mar-12

Feb-12

Interest Rates

0.486

0.484

0.475

0.480

Equity Indexes

0.687

0.691

0.692

0.691

Foreign Exchange (FX)

0.821

0.835

0.841

0.837

Energy

1.502

1.507

1.517

1.544

Agricultural Commodities

1.247

1.232

1.216

1.206

Metals

1.649

1.648

1.647

1.639

     Total

0.808

0.817

0.811

0.825






VENUE

May-12

Apr-12

Mar-12

Feb-12

Exchange-Traded

0.747

0.749

0.737

0.746

CME ClearPort (OTC)

2.394

2.381

2.388

2.424

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 for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort®.  These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.   

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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