CME Group Volume Averaged 11.1 Million Contracts Per Day In October 2013, Up 12 Percent From October 2012

• Interest rate volume up 20 percent
• Eurodollars futures and options volumes up 21 and 57 percent, respectively
• Treasury futures and options volumes up 7 and 34 percent, respectively
• Equity index options volume up 98 percent and foreign exchange options volume up 91 percent

CME Group, the world's leading and most diverse derivatives marketplace, today announced that October 2013 volume averaged 11.1 million contracts per day, up 12 percent compared with October 2012.  Total volume for October 2013 was more than 255 million contracts, of which 86 percent was traded electronically. 

CME Group interest rate volume averaged 4.9 million contracts per day in October, up 20 percent from October 2012.  Eurodollar futures volume averaged 1.9 million contracts per day, up 21 percent from the same period a year ago.  Eurodollar options volume averaged 653,000 contracts per day, up 57 percent from October last year.  Treasury futures volume averaged 1.8 million contracts per day, up 7 percent compared with the same period a year ago.  Treasury options volume averaged 474,000 contracts per day, up 34 percent from October 2012. 

CME Group equity index volume in October 2013 averaged 2.7 million contracts per day, up 19 percent from the same period last year, and equity index options volume was up 98 percent.  CME Group foreign exchange (FX) volume averaged 644,000 contracts per day, down 9 percent from October 2012, and FX options volume was up 91 percent.  The average daily notional value of FX contracts traded in October was more than $80 billion.

In October 2013, CME Group metals volume averaged 302,000 contracts per day, up 10 percent from October 2012.  CME Group energy volume averaged 1.6 million contracts per day in October 2013, up 1 percent compared with the prior October.  CME Group agricultural commodities volume in October 2013 averaged 976,000 contracts per day, up 1 percent compared with the prior-year period.

In October 2013, CME Group cleared an average $102 billion a day of notional value of OTC interest rate swaps.  OTC IRS open interest increased 17 percent from the end of September to $7.4 trillion, as more than 380 market participants have cleared trades at CME Group to date. 

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.