UBS Posts Net Profit of $7.6 Billion in 2022

CME Group Volume Averaged 13.2 Million Contracts per Day in May 2012, up 24 Percent from April 2012

by Michael Greenberg
    CME Group Volume Averaged 13.2 Million Contracts per Day in May 2012, up 24 Percent from April 2012
    Join our Telegram channel

    ME Group Volume Averaged 13.2 Million Contracts per Day in May 2012, up 24 Percent from April 2012

    CHICAGO, June 4, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that May 2012 volume averaged 13.2 million contracts per day, down 2 percent from May 2011, but up 24 percent from April 2012. Total volume for May was more than 291 million contracts, of which 85 percent was traded electronically.

    Open interest at the end of May 2012 reached 92 million contracts, up 17 percent from the end of 2011. Open interest growth year-to-date through May 2012 was especially strong in foreign Exchange (FX), equity indexes and agricultural commodities, all up more than 30 percent.

    In May 2012, CME Group interest rate volume averaged 6.0 million contracts per day, down 8 percent from May 2011, but up 37 percent sequentially. Treasury futures volume averaged 3.1 million contracts per day, while Treasury options volume averaged 375,000 contracts per day. Eurodollar futures volume averaged 1.9 million contracts per day, while Eurodollar options volume averaged 644,000 contracts per day.

    CME Group equity index volume in May 2012 averaged 2.9 million contracts per day, up 8 percent from the same period last year, and up 25 percent sequentially. CME Group FX volume averaged 947,000 contracts per day, down 3 percent from May last year, reflecting average daily notional value of $116 billion, but up 25 percent from April 2012.

    CME Group energy volume averaged 1.8 million contracts per day in May 2012, down 1 percent compared with the same period in 2011, but up 12 percent from April of this year. CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 21 percent compared with the prior-year period, but down 9 percent sequentially. CME Group metals volume averaged 404,000 contracts per day, down 13 percent from the same period last year, but up 23 percent from April 2012.

    Electronic volume averaged 11.3 million contracts per day in May 2012, down 1 percent from May 2011, but up 24 percent sequentially. Privately negotiated volume increased 16 percent to 225,000 contracts per day from the prior May, and rose 3 percent compared with April 2012. Average daily volume cleared through CME ClearPort was 489,000 contracts in May 2012, up 11 percent compared with May 2011, and up 19 percent sequentially. Open outcry volume averaged 1.2 million contracts per day, down 11 percent versus the prior-year period, but up 26 percent compared with April 2012.

    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)
    May 2012 May 2011
    Trading Days2221
    PRODUCT LINEMay-12May-11 Percent Change
    Interest Rates5,9596,494-8%
    Equity Indexes2,9482,7358%
    Foreign Exchange (FX)947972-3%
    Energy (including CME ClearPort)1,8131,826-1%
    Agricultural Commodities1,17596721%
    Metals (including CME ClearPort)404463-13%
    Total13,24513,458-2%
    VENUE May 2012 May 2011 Percent Change
    Open outcry1,2241,369-11%
    CME Globex11,30811,455-1%
    Privately negotiated22519416%
    CME ClearPort (OTC)48944011%
    ROLLING THREE-MONTH AVERAGES
    Average Daily Volume (In thousands)
    3-Month Period Ending
    PRODUCT LINEMay-12Apr-12Mar-12Feb-12
    Interest Rates5,3335,3235,6134,888
    Equity Indexes2,6742,4282,3902,419
    Foreign Exchange (FX)882849846771
    Energy1,7151,8161,9521,854
    Agricultural Commodities1,1941,2001,1221,019
    Metals377373385342
    Total12,17411,98912,30811,294
    VENUEMay-12Apr-12Mar-12Feb-12
    Open outcry1,1791,2261,3481,196
    Electronic10,30710,03310,1779,364
    Privately negotiated232232229202
    CME ClearPort (OTC)456498554531
    Average Rate Per Contract (In dollars)
    3-Month Period Ending
    PRODUCT LINEApr-12Mar-12Feb-12Jan-12
    Interest Rates0.4840.4750.480.481
    Equity Indexes0.6910.6920.6910.697
    Foreign Exchange (FX)0.8350.8410.8370.841
    Energy1.5071.5171.5441.547
    Agricultural Commodities1.2321.2161.2061.223
    Metals1.6481.6471.6391.697
    Total0.8170.8110.8250.82
    VENUEApr-12Mar-12Feb-12Jan-12
    Exchange-Traded0.7490.7370.7460.75
    CME ClearPort (OTC)2.3812.3882.4242.33

    ME Group Volume Averaged 13.2 Million Contracts per Day in May 2012, up 24 Percent from April 2012

    CHICAGO, June 4, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that May 2012 volume averaged 13.2 million contracts per day, down 2 percent from May 2011, but up 24 percent from April 2012. Total volume for May was more than 291 million contracts, of which 85 percent was traded electronically.

    Open interest at the end of May 2012 reached 92 million contracts, up 17 percent from the end of 2011. Open interest growth year-to-date through May 2012 was especially strong in foreign Exchange (FX), equity indexes and agricultural commodities, all up more than 30 percent.

    In May 2012, CME Group interest rate volume averaged 6.0 million contracts per day, down 8 percent from May 2011, but up 37 percent sequentially. Treasury futures volume averaged 3.1 million contracts per day, while Treasury options volume averaged 375,000 contracts per day. Eurodollar futures volume averaged 1.9 million contracts per day, while Eurodollar options volume averaged 644,000 contracts per day.

    CME Group equity index volume in May 2012 averaged 2.9 million contracts per day, up 8 percent from the same period last year, and up 25 percent sequentially. CME Group FX volume averaged 947,000 contracts per day, down 3 percent from May last year, reflecting average daily notional value of $116 billion, but up 25 percent from April 2012.

    CME Group energy volume averaged 1.8 million contracts per day in May 2012, down 1 percent compared with the same period in 2011, but up 12 percent from April of this year. CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 21 percent compared with the prior-year period, but down 9 percent sequentially. CME Group metals volume averaged 404,000 contracts per day, down 13 percent from the same period last year, but up 23 percent from April 2012.

    Electronic volume averaged 11.3 million contracts per day in May 2012, down 1 percent from May 2011, but up 24 percent sequentially. Privately negotiated volume increased 16 percent to 225,000 contracts per day from the prior May, and rose 3 percent compared with April 2012. Average daily volume cleared through CME ClearPort was 489,000 contracts in May 2012, up 11 percent compared with May 2011, and up 19 percent sequentially. Open outcry volume averaged 1.2 million contracts per day, down 11 percent versus the prior-year period, but up 26 percent compared with April 2012.

    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)
    May 2012 May 2011
    Trading Days2221
    PRODUCT LINEMay-12May-11 Percent Change
    Interest Rates5,9596,494-8%
    Equity Indexes2,9482,7358%
    Foreign Exchange (FX)947972-3%
    Energy (including CME ClearPort)1,8131,826-1%
    Agricultural Commodities1,17596721%
    Metals (including CME ClearPort)404463-13%
    Total13,24513,458-2%
    VENUE May 2012 May 2011 Percent Change
    Open outcry1,2241,369-11%
    CME Globex11,30811,455-1%
    Privately negotiated22519416%
    CME ClearPort (OTC)48944011%
    ROLLING THREE-MONTH AVERAGES
    Average Daily Volume (In thousands)
    3-Month Period Ending
    PRODUCT LINEMay-12Apr-12Mar-12Feb-12
    Interest Rates5,3335,3235,6134,888
    Equity Indexes2,6742,4282,3902,419
    Foreign Exchange (FX)882849846771
    Energy1,7151,8161,9521,854
    Agricultural Commodities1,1941,2001,1221,019
    Metals377373385342
    Total12,17411,98912,30811,294
    VENUEMay-12Apr-12Mar-12Feb-12
    Open outcry1,1791,2261,3481,196
    Electronic10,30710,03310,1779,364
    Privately negotiated232232229202
    CME ClearPort (OTC)456498554531
    Average Rate Per Contract (In dollars)
    3-Month Period Ending
    PRODUCT LINEApr-12Mar-12Feb-12Jan-12
    Interest Rates0.4840.4750.480.481
    Equity Indexes0.6910.6920.6910.697
    Foreign Exchange (FX)0.8350.8410.8370.841
    Energy1.5071.5171.5441.547
    Agricultural Commodities1.2321.2161.2061.223
    Metals1.6481.6471.6391.697
    Total0.8170.8110.8250.82
    VENUEApr-12Mar-12Feb-12Jan-12
    Exchange-Traded0.7490.7370.7460.75
    CME ClearPort (OTC)2.3812.3882.4242.33
    !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|} !"#$%&'()*+,-./0123456789:;<=>?@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_`abcdefghijklmnopqrstuvwxyz{|}