Mondo Visione Worldwide Financial Markets Intelligence

FTSE Mondo Visione Exchanges Index:

CME Group Volume Averaged 11.6 Million Contracts Per Day In April 2013, Up 8 Percent From April 2012

Date 02/05/2013

  • Metals volume up 62 percent, to record

  • Energy volume up 20 percent

  • Foreign exchange volume up 18 percent

  • Equities volume up 16 percent

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