CME Group Volume Averaged 12.2 Million Contracts Per Day In August 2013, Up 18 Percent From August 2012

• Interest rate volume up 29 percent
• Treasury futures and options volumes up 26 and 35 percent, respectively
• Eurodollars futures and options volumes up 19 and 81 percent, respectively
• Equity index volume up 19 percent
• Metals volume up 29 percent

CME Group, the world's leading and most diverse derivatives marketplace, today announced that August 2013 volume averaged 12.2 million contracts per day, up 18 percent compared with August 2012.  Total volume for August 2013 was more than 268 million contracts, of which 85 percent was traded electronically.  Year-to-date volume averaged 12.9 million contracts, up 13 percent from full-year 2012, and current open interest of 92 million contracts is up 31 percent year to date.

CME Group interest rate volume averaged 6.1 million contracts per day in August, up 29 percent from August 2012, and interest rate options volume rose 59 percent.  Treasury futures volume averaged 3.1 million contracts per day, up 26 percent compared with the same period a year ago.  Treasury options volume averaged 469,000 contracts per day, up 35 percent from August 2012.  Eurodollar futures volume averaged 1.8 million contracts per day, up 19 percent from the same period a year ago.  Eurodollar options volume averaged 750,000 contracts per day, up 81 percent from August last year.  Open interest climbed to its highest level since March 15, 2012, ending the month at 23 million contracts. 

CME Group equity index volume in August 2013 averaged 2.4 million contracts per day, up 19 percent from the same period last year, and equity index options volume was up 83 percent.  CME Group foreign exchange (FX) volume averaged 745,000 contracts per day, up 2 percent from August 2012, including volume and open interest records for Indian Rupee futures, and FX options volume was up 42 percent.  The notional value of FX contracts in August was more than $89 billion.

In August 2013, CME Group metals volume averaged 374,000 contracts per day, up 29 percent from August 2012, and metals options volume grew 26 percent.  CME Group energy volume averaged 1.6 million contracts per day in August 2013, even with the prior August, and included a monthly average daily volume record for Brent futures and options of 55,134 contracts, while energy options volume declined 6 percent.  CME Group agricultural commodities volume in August 2013 averaged 1.1 million contracts per day, up 7 percent compared with the prior-year period, and agricultural commodities options volume rose 3 percent.

In August 2013, CME Group cleared an average $67 billion a day of notional value of OTC interest rate swaps, and OTC IRS open interest increased 22 percent from the end of July to $5.1 trillion.

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.

*The privately negotiated venue includes both traditional block trades as well as what was historically categorized as CME ClearPort.  Going forward there will no longer be a break out for CME ClearPort.