SYS-CON MEDIA Authors: Pat Romanski, Sean Houghton, Glenn Rossman, Ignacio M. Llorente, Xenia von Wedel

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CME Group Volume Averaged 10.9 Million Contracts per Day in December 2013, Up 13 Percent from December 2012

- Interest rate volume up 38 percent

CHICAGO, Jan. 3, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that December 2013 volume averaged 10.9 million contracts per day, up 13 percent compared with December 2012. Total volume for December 2013 was more than 228 million contracts, of which 85 percent was traded electronically. Full-year volume averaged 12.5 million contracts, up 10 percent from full-year 2012.

CME Group interest rate volume averaged 5.0 million contracts per day in December, up 38 percent from December 2012. Eurodollar futures volume averaged 2.0 million contracts per day, up 51 percent from the same period a year ago. Eurodollar options volume averaged 652,000 contracts per day, up 142 percent from December last year. Treasury futures volume averaged 1.8 million contracts per day, up 6 percent compared with the same period a year ago. Treasury options volume averaged 536,000 contracts per day, up 66 percent from December 2012.

CME Group foreign exchange (FX) volume averaged 760,000 contracts per day, down 8 percent from December 2012, while FX options volume was up 20 percent. The average daily notional value of FX contracts traded in December was $92 billion. CME Group equity index volume in December 2013 averaged 2.5 million contracts per day, down 7 percent from the same period last year.

CME Group energy volume averaged 1.5 million contracts per day in December 2013, up 16 percent compared with the prior December. CME Group metals volume in December 2013 averaged 276,000 contracts per day, down 3 percent from December 2012. CME Group agricultural commodities volume averaged 793,000 contracts per day, down 10 percent compared with the prior-year period.

In December 2013, CME Group became the global leader in over-the-counter (OTC) interest rate swap open interest. During the month, it increased 11 percent from the end of November to $9.1 trillion, as 418 market participants cleared trades at CME Group during 2013. The company cleared an average $98 billion a day of notional value of OTC interest rate swaps in December 2013.

Note that the KCBT hard red winter wheat average daily volume is included within the CME Group rollup as of April 1, 2013, but not historically prior to that date, following the acquisition which closed on November 30, 2012.

MONTHLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

(in thousands)



Dec 2013

Dec 2012


Trading Days

21

20






PRODUCT LINE

Dec 2013

Dec 2012

Percent Change

Interest Rates

5,011

3,642

38%

Equity Indexes

2,487

2,682

-7%

Foreign Exchange (FX)

760

826

-8%

Energy

1,547

1,334

16%

Agricultural Commodities

793

878

-10%

Metals

276

284

-3%

    Total

10,873

9,645

13%


VENUE

Dec 2013

Dec 2012

Percent Change

Open outcry

938

649

44%

CME Globex

9,243

8,482

9%

Privately negotiated*

693

514

35%

 

QUARTERLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

(in thousands)



4Q 2013

4Q 2012


Trading Days

64

64






PRODUCT LINE

4Q 2013

4Q 2012

Percent Change

Interest Rates

5,274

4,094

29%

Equity Indexes

2,471

2,532

-2%

Foreign Exchange (FX)

705

767

-8%

Energy

1,571

1,489

5%

Agricultural Commodities

992

982

1%

Metals

317

324

-2%

    Total

11,331

10,188

11%





VENUE

4Q 2013

4Q 2012

Percent Change

Open outcry

957

751

27%

CME Globex

9,723

8,899

9%

Privately negotiated*

651

539

21%

 

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)




3-Month Period Ending

PRODUCT LINE

Dec-13

Nov-13

Oct-13

Sep-13

Interest Rates

5,274

5,768

5,790

5,839

Equity Indexes

2,471

2,599

2,633

2,408

Foreign Exchange (FX)

705

725

734

792

Energy

1,571

1,574

1,585

1,609

Agricultural Commodities

992

1,035

1,006

1,009

Metals

317

334

334

360

    Total

11,331

12,034

12,083

12,018






VENUE

Dec-13

Nov-13

Oct-13

Sep-13

Open outcry

957

1,076

1,150

1,173

Electronic

9,723

10,299

10,278

10,199

Privately negotiated*

651

659

655

646

 

*The privately negotiated venue includes both traditional block trades as well as what was historically categorized as CME ClearPort. Going forward there will no longer be a break out for CME ClearPort.

Average Rate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Nov-13

Oct-13

Sep-13

Aug-13

Interest Rates

0.499

0.482

0.484

0.466

Equity Indexes

0.689

0.682

0.695

0.711

Foreign Exchange (FX)

0.833

0.823

0.819

0.808

Energy

1.301

1.292

1.300

1.282

Agricultural Commodities

1.309

1.292

1.323

1.357

Metals

1.660

1.638

1.626

1.623

    Total

0.767

0.752

0.762

0.750

 

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. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, 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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