CME Group Volume Averaged 11.6 Million Contracts per Day in April 2013, Up 8 Percent from April 2012
- Metals volume up 62 percent, to record
- Energy volume up 20 percent
- Foreign exchange volume up 18 percent
- Equities volume up 16 percent
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 |
Average Rate 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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