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

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

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.

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-12Jun-11
Trading Days2122
PRODUCT LINEJun-12Jun-11 Percent Change
Interest Rates5,0597,056-28%
Equity Indexes3,4583,504-1%
Foreign Exchange (FX)1,0549778%
Energy (including CME ClearPort)1,7881,7651%
Agricultural Commodities1,4071,22515%
Metals (including CME ClearPort)38132617%
Total13,14714,853-11%
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 2012Q2 2011
Trading Days6463
PRODUCT LINEQ2 2012Q2 2011 Percent Change
Interest Rates5,1366,449-20%
Equity Indexes2,9192,8413%
Foreign Exchange (FX)9209180%
Energy (including CME ClearPort)1,7411,760-1%
Agricultural Commodities1,2881,15611%
Metals (including CME ClearPort)372403-8%
Total12,37613,528-9%
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

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.

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.

table.tableizer-table {border: 1px solid #CCC; font-family: Arial, Helvetica, sans-serif; font-size: 12px;} .tableizer-table td {padding: 4px; margin: 3px; border: 1px solid #ccc;}

.tableizer-table th {background-color: #104E8B; color: #FFF; font-weight: bold;}

MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV
( in thousands)
Jun-12Jun-11
Trading Days2122
PRODUCT LINEJun-12Jun-11 Percent Change
Interest Rates5,0597,056-28%
Equity Indexes3,4583,504-1%
Foreign Exchange (FX)1,0549778%
Energy (including CME ClearPort)1,7881,7651%
Agricultural Commodities1,4071,22515%
Metals (including CME ClearPort)38132617%
Total13,14714,853-11%
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 2012Q2 2011
Trading Days6463
PRODUCT LINEQ2 2012Q2 2011 Percent Change
Interest Rates5,1366,449-20%
Equity Indexes2,9192,8413%
Foreign Exchange (FX)9209180%
Energy (including CME ClearPort)1,7411,760-1%
Agricultural Commodities1,2881,15611%
Metals (including CME ClearPort)372403-8%
Total12,37613,528-9%
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
About the Author: Michael Greenberg
Michael Greenberg
  • 1439 Articles
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About the Author: Michael Greenberg
  • 1439 Articles
  • 56 Followers

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