05.30.2013

CME Group Announces Treasury Futures Trading Volume Record

05.30.2013

Interest Rate Complex Experienced Second Highest Volume Day Overall

CHICAGO, May 29, 2013 /PRNewswire/ — CME Group, the world’s leading and most diverse derivatives marketplace, today announced a record in daily trading volume for its Treasury futures complex on Tuesday, May 28, 2013. Total daily volume for Treasury futures reached 10,476,906 surpassing its previous record of 10,103,808 set on February 26, 2013.

CME Group’s interest rate complex recorded its second highest volume day overall reaching 16,786,280 just shy of the all-time record of 17,164,758 set on February 27, 2007.

“As these records demonstrate, CME Group continues to be the global destination for U.S. Interest Rate risk management across the entire yield curve, with our deeply liquid Options markets complementing our Treasury Futures markets,” said Derek Sammann, CME Group’s Senior Managing Director of Interest Rate and FX Products.

Additionally, CME Group’s OTC Interest Rate Swaps set a record for daily notional value traded yesterday of $68,903,059,321 surpassing the previous record of $67,217,126,073 from August 13, 2012.

CME Group’s Treasury complex also experienced record volumes yesterday in the 10-Year U.S. Treasury Note futures (4,216,687), the 5-year U.S. Treasury Note futures and options (2,994,162), and the 2-Year U.S. Treasury Note futures and options (1,929,500).

Additional information about CME Group’s Treasury complex can be found at: www.cmegroup.com/ir, and OTC IRS at: www.cmegroup.com/otc.

CME Group’s Treasury contracts are listed by and subject to the rules of CBOT; CME Group’s OTC Interest Rate Swaps are listed by and subject to the rules of CME.

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.

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