CME Group Volume Averaged 9.6 Million Contracts Per Day In December 2012, Up 1 Percent From December 2011, And 11.4 Million Contracts Per Day In 2012

CME Group, the world's leading and most diverse derivatives marketplace, today announced that December 2012 volume averaged 9.6 million contracts per day, up 1 percent from December 2011. Total volume for December 2012 was more than 192 million contracts, of which a record 88 percent was traded electronically. Full-year 2012 volume averaged 11.4 million contracts per day, down 15 percent from 2011.

In December 2012, CME Group interest rate volume averaged 3.6 million contracts per day, up 3 percent from December 2011. Treasury futures volume averaged 1.7 million contracts per day, up 17 percent compared with the same period a year ago. Treasury options volume averaged 323,000 contracts per day, up 48 percent from December 2011. Eurodollar futures volume averaged 1.3 million contracts per day, down 5 percent from the same period a year ago, while Eurodollar options volume averaged 270,000 contracts per day, down 42 percent from December last year.

CME Group equity index volume in December 2012 averaged 2.7 million contracts per day, down 5 percent from the same period last year. CME Group foreign exchange (FX) volume averaged 826,000 contracts per day, up 14 percent from December 2011.

CME Group energy volume averaged 1.3 million contracts per day in December 2012, down 6 percent compared with the same period in 2011. CME Group metals volume averaged 284,000 contracts per day, up 6 percent from the same period last year. CME Group agricultural commodities volume in December 2012 averaged 878,000 contracts per day, up 7 percent compared with the prior-year period.

Electronic volume averaged 8.5 million contracts per day in December 2012, up 4 percent compared with December 2011. Privately negotiated volume increased 22 percent to 214,000 contracts per day from the prior December. Average daily volume cleared through CME ClearPort was 300,000 contracts in December 2012, down 24 percent compared with December 2011. Open outcry volume averaged 649,000 contracts per day, down 27 percent versus the prior-year period.

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.