02.04.2013
By Terry Flanagan

CME Group Volume Averaged 11.4 Million Contracts per Day in January 2013, Up 18 Percent from December 2012

– Increased average Treasury options volume by 72 percent and Treasury futures volume by 23 percent
– Increased average foreign exchange volume by 21 percent

CHICAGO, Feb. 4, 2013 /PRNewswire/ — CME Group, the world’s leading and most diverse derivatives marketplace, today announced that January 2013 volume averaged 11.4 million contracts per day, down 2 percent from January 2012, but up 18 percent from December 2012. Total volume for January 2013 was more than 240 million contracts, of which 87 percent was traded electronically.

In January 2013, CME Group interest rate volume averaged 5.3 million contracts per day, up 2 percent from January 2012, and the second consecutive month with year-over-year growth. Treasury futures volume averaged 2.4 million contracts per day, up 23 percent compared with the same period a year ago. Treasury options volume averaged 532,000 contracts per day, up 72 percent from January 2012, and the second highest monthly volume ever. Weekly Treasury options traded a record 150,446 contracts on January 30, 2013, surpassing the previous record of 101,075 set on September 7, 2012. Eurodollar futures volume averaged 1.9 million contracts per day, down 7 percent from the same period a year ago, while Eurodollar options volume averaged 432,000 contracts per day, down 49 percent from January last year.

CME Group foreign exchange (FX) volume averaged 900,000 contracts per day, up 21 percent from January 2012, and included a monthly average daily volume record for Japanese Yen futures. CME Group equity index volume in January 2013 averaged 2.1 million contracts per day, down 5 percent from the same period last year.

CME Group agricultural commodities volume in January 2013 averaged 1.0 million contracts per day, down 2 percent compared with the prior-year period. Kansas City Board of Trade hard red winter wheat futures and options volume averaged 20,818 contracts per day in January 2013, up 16 percent compared with the same period in 2012. CME Group energy volume averaged 1.7 million contracts per day in January 2013, down 17 percent compared with the same period in 2012. CME Group metals volume averaged 384,000 contracts per day, up 5 percent from the same period last year.

MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV( in thousands)
Jan 2013 Jan 2012
Trading Days 21 20
PRODUCT LINE Jan 2013 Jan 2012    Percent Change
Interest Rates 5,328 5,202 2%
Equity Indexes 2,108 2,226 -5%
Foreign Exchange (FX) 900 744 21%
Energy (including CME ClearPort) 1,679 2,027 -17%
Agricultural Commodities 1,030 1,053 -2%
Metals (including CME ClearPort) 384 365 5%
     Total 11,429 11,619 -2%

VENUE
        Jan 2013        Jan 2012     Percent Change
Open outcry 884 1,336 -34%
CME Globex 9,919 9,492 4%
Privately negotiated 232 208 12%
CME ClearPort (OTC) 394 582 -32%

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)

3-Month Period Ending
PRODUCT LINE Jan-13 Dec-12 Nov-12 Oct-12
Interest Rates 4,529 4,094 4,506 4,552
Equity Indexes 2,489 2,532 2,560 2,315
Foreign Exchange (FX) 834 767 829 812
Energy 1,509 1,489 1,593 1,613
Agricultural Commodities 1,002 982 1,045 1,032
Metals 362 324 352 309
     Total 10,724 10,188 10,885 10,634
VENUE Jan-13 Dec-12 Nov-12 Oct-12
Open outcry 778 751 852 892
Electronic 9,371 8,899 9,462 9,179
Privately negotiated 225 210 220 204
CME ClearPort (OTC) 349 329 351 359

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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