CME Group Volume Averaged 13.1 Million Contracts per Day in June 2012, record volumes in forex futures

Achieved double-digit year-over-year growth for agricultural commodities and metals in June Set monthly records in copper futures, soybean oil options,

  • Achieved double-digit year-over-year growth for agricultural commodities and metals in June
  • Set monthly records in copper futures, soybean oil options, and Australian dollar and Canadian dollar foreign exchange futures
  • Join the iFX EXPO Asia and discover your gateway to the Asian Markets

  • Recorded 12.4 million contracts per day in second-quarter 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.

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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.

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MONTHLY AVERAGE DAILY VOLUME (ADV)     
      
Total Exchange ADV     
( in thousands)     
      
  Jun-12 Jun-11 
Trading Days 21 22 
      
PRODUCT LINE Jun-12 Jun-11   Percent Change
Interest Rates 5,059 7,056-28%
Equity Indexes 3,458 3,504-1%
Foreign Exchange (FX) 1,054 9778%
Energy (including CME ClearPort) 1,788 1,7651%
Agricultural Commodities 1,407 1,22515%
Metals (including CME ClearPort) 381 32617%
     Total 13,147 14,853-11%
      
      
VENUE        Jun 2012       Jun 2011    Percent Change  
Open outcry1,1281,466-23%  
CME Globex11,34812,661-10%  
Privately negotiated271294-8%  
CME ClearPort (OTC)400432-7%  
      
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 2,8413%
Foreign Exchange (FX) 920 9180%
Energy (including CME ClearPort) 1,741 1,760-1%
Agricultural Commodities 1,288 1,15611%
Metals (including CME ClearPort) 372 403-8%
     Total 12,376 13,528-9%
      
      
VENUE        Q2 2012       Q2 2011    Percent Change  
Open outcry1,1091,393-20%  
CME Globex10,59511,454-8%  
Privately negotiated238242-2%  
CME ClearPort (OTC)434438-1%  
      
ROLLING THREE-MONTH AVERAGES     
Average Daily Volume (In thousands)     
 3-Month Period Ending    
PRODUCT LINEJun-12May-12Apr-12Mar-12 
Interest Rates5,1365,3335,3235,613 
Equity Indexes2,9192,6742,4282,390 
Foreign Exchange (FX)920882849846 
Energy1,7411,7151,8161,952 
Agricultural Commodities1,2881,1941,2001,122 
Metals372377373385 
     Total12,37612,17411,98912,308 
      
VENUEJun-12May-12Apr-12Mar-12 
Open outcry1,1091,1791,2261,348 
Electronic10,59510,30710,03310,177 
Privately negotiated238232232229 
CME ClearPort (OTC)434456498554 
Average Rate Per Contract (In dollars)     
 3-Month Period Ending    
PRODUCT LINEMay-12Apr-12Mar-12Feb-12 
Interest Rates0.4860.4840.4750.48 
Equity Indexes0.6870.6910.6920.691 
Foreign Exchange (FX)0.8210.8350.8410.837 
Energy1.5021.5071.5171.544 
Agricultural Commodities1.2471.2321.2161.206 
Metals1.6491.6481.6471.639 
     Total0.8080.8170.8110.825 
      
VENUEMay-12Apr-12Mar-12Feb-12 
Exchange-Traded0.7470.7490.7370.746 
CME ClearPort (OTC)2.3942.3812.3882.424
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