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CME Group Announces Treasury Futures Trading Volume Record

Date 27/02/2013

CME Group, the world's leading and most diverse derivatives marketplace, today announced a record in daily trading volume for its Treasury futures complex on Tuesday, February 26, 2013. These contracts are listed by and subject to the rules of CBOT.

Total daily volume for Treasury futures reached 10,103,808 on February 26, breaking the previous record of 8,887,804 set on May 29, 2012.

"Market volatility was a key factor in our record volumes, prompted by the combination of the continued flight to quality of U.S. sovereign debt and the positive economic news coming out this week," said Derek Sammann, Senior Managing Director of Financial Products and Services at CME Group. "This reflects our global customer base driving record volumes across the breadth of our interest rates complex with record volumes across the curve from the 5-Year U.S. Treasury Note all the way out to our Ultra Bond."

CME Group's Treasury complex also experienced record volumes yesterday in the 5-year U.S. Treasury Note futures (2,386,538), 30-Year U.S. Treasury Bond futures (1,494,416) and the Ultra-Treasury Bond futures (461,446).

Additional information about CME Group's Treasury complex can be found at: www.cmegroup.com/ir.