CME Announces August Volumes Slightly Lower than July

by Adil Siddiqui
CME Announces August Volumes Slightly Lower than July

CME,announced that August 2012 volume averaged 10.3 million contracts per day, down 40 percent from an all-time record in August 2011 that was driven by extremely high market turbulence that month. Total volume for August 2012 was more than 237 million contracts, of which 86 percent was traded electronically.

In August 2012, CME Group interest rate volume averaged 4.7 million contracts per day, down 41 percent from August 2011, but up 21 percent sequentially. Treasury futures volume averaged 2.4 million contracts per day, while Treasury options volume averaged 348,000 contracts per day. Eurodollar futures volume averaged 1.5 million contracts per day, while Eurodollar options volume averaged 414,000 contracts per day.

CME Group equity index volume in August 2012 averaged 2.0 million contracts per day, down 58 percent from the same period last year. CME Group foreign Exchange (FX) volume averaged 731,000 contracts per day, down 26 percent from August 2011.

CME Group energy volume averaged 1.6 million contracts per day in August 2012, down 15 percent compared with the same period in 2011, but up 2 percent sequentially. CME Group metals volume averaged 290,000 contracts per day, down 44 percent from the same period last year. CME Group agricultural commodities volume in August averaged 1.0 million contracts per day, up 2 percent compared with the prior-year period.

Electronic volume averaged 8.8 million contracts per day in August 2012, down 39 percent compared with August 2011. Privately negotiated volume decreased 40 percent to 185,000 contracts per day from the prior August. Average daily volume cleared through CME ClearPort was 373,000 contracts in August 2012, down 23 percent compared with August 2011. Open outcry volume averaged 913,000 contracts per day, down 52 percent versus the prior-year period.

CME,announced that August 2012 volume averaged 10.3 million contracts per day, down 40 percent from an all-time record in August 2011 that was driven by extremely high market turbulence that month. Total volume for August 2012 was more than 237 million contracts, of which 86 percent was traded electronically.

In August 2012, CME Group interest rate volume averaged 4.7 million contracts per day, down 41 percent from August 2011, but up 21 percent sequentially. Treasury futures volume averaged 2.4 million contracts per day, while Treasury options volume averaged 348,000 contracts per day. Eurodollar futures volume averaged 1.5 million contracts per day, while Eurodollar options volume averaged 414,000 contracts per day.

CME Group equity index volume in August 2012 averaged 2.0 million contracts per day, down 58 percent from the same period last year. CME Group foreign Exchange (FX) volume averaged 731,000 contracts per day, down 26 percent from August 2011.

CME Group energy volume averaged 1.6 million contracts per day in August 2012, down 15 percent compared with the same period in 2011, but up 2 percent sequentially. CME Group metals volume averaged 290,000 contracts per day, down 44 percent from the same period last year. CME Group agricultural commodities volume in August averaged 1.0 million contracts per day, up 2 percent compared with the prior-year period.

Electronic volume averaged 8.8 million contracts per day in August 2012, down 39 percent compared with August 2011. Privately negotiated volume decreased 40 percent to 185,000 contracts per day from the prior August. Average daily volume cleared through CME ClearPort was 373,000 contracts in August 2012, down 23 percent compared with August 2011. Open outcry volume averaged 913,000 contracts per day, down 52 percent versus the prior-year period.

About the Author: Adil Siddiqui
Adil Siddiqui
  • 1625 Articles
About the Author: Adil Siddiqui
  • 1625 Articles

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