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Thu, May 2, 2013

CME Group Volume Averaged 11.6 Million Contracts per Day in April 2013, Up 8 Percent from April 2012


Published on 2013-05-02 04:46:39 - Market Wire
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CME Group Volume Averaged 11.6 Million Contracts per Day in April 2013, Up... -- CHICAGO, May 2, 2013 /PRNewswire/ --

CHICAGO, May 2, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that April 2013 volume averaged 11.6 million contracts per day, up 8 percent compared with April 2012.  Total volume for April 2013 was more than 254 million contracts, of which 87 percent was traded electronically.

In April 2013, CME Group metals volume averaged a record 532,000 contracts per day, up 62 percent from April 2012, driven by monthly records across various products including copper.  CME Group energy volume averaged 1.9 million contracts per day in April 2013, up 20 percent compared with the prior April.  During the month, open interest in NYMEX Light Sweet Crude Oil (WTI) futures reached a record 1.77 million contracts and open interest for NYMEX Brent Crude Oil Futures surpassed 53,000. Furthermore, 458,000 energy contracts were cleared through CME ClearPort, up 16 percent from the prior April and up 5 percent sequentially.

CME Group foreign exchange (FX) volume averaged 898,000 contracts per day, up 18 percent from April 2012, with continued strength in Japanese Yen.  CME Group equity index volume in April 2013 averaged 2.7 million contracts per day, up 16 percent from the same period last year. 

CME Group interest rate volume averaged 4.3 million contracts per day, down 2 percent from April 2012.  Treasury futures volume averaged 2.2 million contracts per day, up 14 percent compared with the same period a year ago.  Treasury options volume averaged 393,000 contracts per day, also up 14 percent from April 2012.  On April 29, 2013, the 10 millionth contract was traded in weekly Treasury options, which were launched January 24, 2011.  Eurodollar futures volume averaged 1.4 million contracts per day, down 12 percent from the same period a year ago, while Eurodollar options volume averaged 317,000 contracts per day, down 36 percent from April last year. 

CME Group agricultural commodities volume in April 2013 averaged 1.2 million contracts per day, down 6 percent compared with the prior-year period.  This total now includes the Kansas City Board of Trade hard red winter wheat futures and options volume for the month, which averaged 31,000 contracts per day, up 48 percent compared with the same period in 2012.* 

*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)







Apr 2013

Apr 2012


Trading Days

22

21






PRODUCT LINE

Apr 2013

Apr 2012

   Percent Change

Interest Rates

4,272

4,351

-2%

Equity Indexes

2,720

2,350

16%

Foreign Exchange (FX)

898

759

18%

Energy (including CME ClearPort)

1,934

1,616

20%

Agricultural Commodities

1,210

1,290

-6%

Metals (including CME ClearPort)

532

329

62%

     Total

11,566

10,694

8%






VENUE

 Apr 2013

Apr 2012

Percent Change

Open outcry

749

969

-23%

CME Globex

10,096

9,095

11%

Privately negotiated

239

219

9%

CME ClearPort (OTC)

481

412

17%

 


ROLLING THREE-MONTH AVERAGES

Average Daily Volume(In thousands)




3-Month Period Ending

PRODUCT LINE

Apr-13

Mar-13

Feb-13

Jan-13

Interest Rates

5,270

5,656

5,128

4,529

Equity Indexes

2,821

2,608

2,482

2,489

Foreign Exchange (FX)

1,008

1,010

928

834

Energy

1,148

1,730

1,587

1,509

Agricultural Commodities

1,821

1,084

1,053

1,002

Metals

449

396

368

362

     Total

12,516

12,484

11,547

10,724







VENUE

Apr-13

Mar-13

Feb-13

Jan-13

Open outcry

837

885

824

778

Electronic

10,956

10,908

10,099

9,371

Privately negotiated

277

275

260

225

CME ClearPort (OTC)

447

416

364

349

 

AverageRate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Mar-13

Feb-13

Jan-13

Dec-12

Interest Rates

0.468

0.472

0.487

0.494

Equity Indexes

0.691

0.698

0.708

0.697

Foreign Exchange (FX)

0.848

0.850

0.834

0.835

Energy

1.390

1.449

1.485

1.487

Agricultural Commodities

1.318

1.305

1.309

1.298

Metals

1.656

1.665

1.678

1.709

     Total

0.785

0.799

0.823

0.831






VENUE

Mar-13

Feb-13

Jan-13

Dec-12

Exchange-Traded

0.730

0.742

0.763

0.771

CME ClearPort (OTC)

2.360

2.557

2.585

2.646

 

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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