News Release

CME Group Volume Averaged 13.7 Million Contracts per Day in February 2013, Up 7 Percent from February 2012 and Up 20 Percent from January 2013

Mon Mar 04 2013

CHICAGO, March 4, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that February 2013 volume averaged 13.7 million contracts per day, up 7 percent from February 2012, and up 20 percent from January 2013.  Total volume for February 2013 was more than 259 million contracts, of which 88 percent was traded electronically.

In February 2013, CME Group interest rate volume averaged 6.5 million contracts per day, up 8 percent from February 2012, and the third consecutive month with year-over-year growth.  Treasury futures volume averaged a record 3.8 million contracts per day, up 33 percent compared with the same period a year ago.  Treasury options volume averaged 551,000 contracts per day, up 71 percent from February 2012, and the second-highest monthly volume ever.  Other monthly records included 5-Year U.S. Treasury Note futures and the Ultra Treasury Bond futures and options.  Eurodollar futures volume averaged 1.7 million contracts per day, down 11 percent from the same period a year ago, while Eurodollar options volume averaged 370,000 contracts per day, down 55 percent from February last year.  Strength in longer-dated Eurodollar contract activity continued, with record monthly Gold Eurodollar futures in February.

CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 26 percent from February 2012, and included a monthly average daily volume record for Japanese Yen futures and options.  CME Group equity index volume in February 2013 averaged 2.7 million contracts per day, up 22 percent from the same period last year. 

CME Group agricultural commodities volume in February 2013 averaged 1.3 million contracts per day, up 6 percent compared with the prior-year period, and included a monthly average daily volume record for soybean meal futures.  Kansas City Board of Trade hard red winter wheat futures and options volume averaged 33,865 contracts per day in February 2013, up 31 percent compared with the same period in 2012.  CME Group energy volume averaged 1.8 million contracts per day in February 2013, down 18 percent compared with the same period in 2012, which was particularly strong due primarily to shifting supply-and-demand dynamics in Natural Gas at that time.  CME Group metals volume averaged 439,000 contracts per day, up 11 percent from the same period last year. 


MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Feb 2013

Feb 2012


Trading Days

19

20






PRODUCT LINE

Feb 2013

Feb 2012

   Percent Change

Interest Rates

6,472

5,991

8%

Equity Indexes

2,686

2,200

22%

Foreign Exchange (FX)

1,067

848

26%

Energy (including CME ClearPort)

1,751

2,145

-18%

Agricultural Commodities

1,263

1,189

6%

Metals (including CME ClearPort)

439

395

11%

     Total

13,678

12,768

7%








VENUE

        Feb 2013

       Feb 2012

    Percent Change

Open outcry

941

1,374

-32%

CME Globex

12,001

10,545

14%

Privately negotiated

339

225

51%

CME ClearPort (OTC)

398

624

-36%

 

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)


3-Month Period Ending

PRODUCT LINE

Feb-13

Jan-13

Dec-12

Nov-12

Interest Rates

5,128

4,529

4,094

4,506

Equity Indexes

2,482

2,489

2,532

2,560

Foreign Exchange (FX)

928

834

767

829

Energy

1,587

1,509

1,489

1,593

Agricultural Commodities

1,053

1,002

982

1,045

Metals

368

362

324

352

     Total

11,547

10,724

10,188

10,885







VENUE

Feb-13

Jan-13

Dec-12

Nov-12

Open outcry

824

778

852

852

Electronic

10,099

9,371

9,462

9,462

Privately negotiated

260

225

220

220

CME ClearPort (OTC)

364

349

351

351


Average Rate Per Contract (In dollars)


3-Month Period Ending

PRODUCT LINE

Jan-13

Dec-12

Nov-12

Oct-12

Interest Rates

0.487

0.494

0.490

0.483

Equity Indexes

0.708

0.697

0.692

0.685

Foreign Exchange (FX)

0.834

0.835

0.820

0.821

Energy

1.485

1.487

1.488

1.472

Agricultural Commodities

1.309

1.298

1.293

1.291

Metals

1.678

1.709

1.715

1.723

     Total

0.823

0.831

0.825

0.817






VENUE

Jan-13

Dec-12

Nov-12

Oct-12

Exchange-Traded

0.763

0.771

0.762

0.752

CME ClearPort (OTC)

2.585

2.646

2.727

2.700

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.  KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, 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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