CME Group Volume Averaged 14.7 Million Contracts per Day in May 2013, Up 11 Percent from May 2012, Marking Highest Month since August 2011

CHICAGO, June 4, 2013 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that May 2013 volume averaged 14.7 million contracts per day, up 11 percent compared with May 2012, and up 27 percent sequentially.  Total volume for May 2013 was more than 324 million contracts, of which 88 percent was traded electronically.

In May, CME Group interest rate volume averaged 7.8 million contracts per day, up 31 percent from May 2012, and the highest monthly average daily volume since August 2011.  Treasury futures volume averaged 4.2 million contracts per day, up 37 percent compared with the same period a year ago.  Treasury options volume averaged 686,000 contracts per day, up 83 percent from May 2012.  Monthly records were reached in futures and options on 30-year Treasury Bonds, 10-year Treasury Notes and 5-year Treasury Notes.  Eurodollar futures volume averaged 2.3 million contracts per day, up 26 percent from the same period a year ago, and included monthly records for some of the longer-dated contracts.   Eurodollar options volume averaged 563,000 contracts per day, down 13 percent from May last year, but up 77 percent sequentially. 

CME Group foreign exchange (FX) volume averaged 1.0 million contracts per day, up 9 percent from May 2012, with continued strength in Japanese Yen.  CME Group equity index volume in May 2013 averaged 2.8 million contracts per day, down 6 percent from the same period last year.  The Nikkei 225 Yen-based stock futures contract traded a record 60,000 contracts during the month. 

In May 2013, CME Group metals volume averaged 444,000 contracts per day, up 10 percent from May 2012.  CME Group energy volume averaged 1.7 million contracts per day in May 2013, down 6 percent compared with the prior May.  CME Group agricultural commodities volume in May 2013 averaged 958,000 contracts per day, down 18 percent compared with the prior-year period.

In May 2013, CME Group cleared an average of $40 billion notional value per day in OTC interest rate swaps, up 111 percent from $19 billion in April.  OTC IRS open interest increased 47 percent to $2.1 trillion, as 118 market participants cleared trades at CME Group in May.

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.

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

WANT YOUR COMPANY'S NEWS FEATURED ON PRNEWSWIRE.COM?

440k+
Newsrooms &
Influencers

9k+
Digital Media
Outlets

270k+
Journalists
Opted In

GET STARTED