Click here to close now.




















Welcome!

News Feed Item

CME Group Volume Averaged 10.9 Million Contracts per Day in December 2013, Up 13 Percent from December 2012

- Interest rate volume up 38 percent

CHICAGO, Jan. 3, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that December 2013 volume averaged 10.9 million contracts per day, up 13 percent compared with December 2012. Total volume for December 2013 was more than 228 million contracts, of which 85 percent was traded electronically. Full-year volume averaged 12.5 million contracts, up 10 percent from full-year 2012.

CME Group interest rate volume averaged 5.0 million contracts per day in December, up 38 percent from December 2012. Eurodollar futures volume averaged 2.0 million contracts per day, up 51 percent from the same period a year ago. Eurodollar options volume averaged 652,000 contracts per day, up 142 percent from December last year. Treasury futures volume averaged 1.8 million contracts per day, up 6 percent compared with the same period a year ago. Treasury options volume averaged 536,000 contracts per day, up 66 percent from December 2012.

CME Group foreign exchange (FX) volume averaged 760,000 contracts per day, down 8 percent from December 2012, while FX options volume was up 20 percent. The average daily notional value of FX contracts traded in December was $92 billion. CME Group equity index volume in December 2013 averaged 2.5 million contracts per day, down 7 percent from the same period last year.

CME Group energy volume averaged 1.5 million contracts per day in December 2013, up 16 percent compared with the prior December. CME Group metals volume in December 2013 averaged 276,000 contracts per day, down 3 percent from December 2012. CME Group agricultural commodities volume averaged 793,000 contracts per day, down 10 percent compared with the prior-year period.

In December 2013, CME Group became the global leader in over-the-counter (OTC) interest rate swap open interest. During the month, it increased 11 percent from the end of November to $9.1 trillion, as 418 market participants cleared trades at CME Group during 2013. The company cleared an average $98 billion a day of notional value of OTC interest rate swaps in December 2013.

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)



Dec 2013

Dec 2012


Trading Days

21

20






PRODUCT LINE

Dec 2013

Dec 2012

Percent Change

Interest Rates

5,011

3,642

38%

Equity Indexes

2,487

2,682

-7%

Foreign Exchange (FX)

760

826

-8%

Energy

1,547

1,334

16%

Agricultural Commodities

793

878

-10%

Metals

276

284

-3%

    Total

10,873

9,645

13%


VENUE

Dec 2013

Dec 2012

Percent Change

Open outcry

938

649

44%

CME Globex

9,243

8,482

9%

Privately negotiated*

693

514

35%

 

QUARTERLY AVERAGE DAILY VOLUME (ADV)


Total Exchange ADV

(in thousands)



4Q 2013

4Q 2012


Trading Days

64

64






PRODUCT LINE

4Q 2013

4Q 2012

Percent Change

Interest Rates

5,274

4,094

29%

Equity Indexes

2,471

2,532

-2%

Foreign Exchange (FX)

705

767

-8%

Energy

1,571

1,489

5%

Agricultural Commodities

992

982

1%

Metals

317

324

-2%

    Total

11,331

10,188

11%





VENUE

4Q 2013

4Q 2012

Percent Change

Open outcry

957

751

27%

CME Globex

9,723

8,899

9%

Privately negotiated*

651

539

21%

 

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)




3-Month Period Ending

PRODUCT LINE

Dec-13

Nov-13

Oct-13

Sep-13

Interest Rates

5,274

5,768

5,790

5,839

Equity Indexes

2,471

2,599

2,633

2,408

Foreign Exchange (FX)

705

725

734

792

Energy

1,571

1,574

1,585

1,609

Agricultural Commodities

992

1,035

1,006

1,009

Metals

317

334

334

360

    Total

11,331

12,034

12,083

12,018






VENUE

Dec-13

Nov-13

Oct-13

Sep-13

Open outcry

957

1,076

1,150

1,173

Electronic

9,723

10,299

10,278

10,199

Privately negotiated*

651

659

655

646

 

*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.

Average Rate Per Contract (In dollars)




3-Month Period Ending

PRODUCT LINE

Nov-13

Oct-13

Sep-13

Aug-13

Interest Rates

0.499

0.482

0.484

0.466

Equity Indexes

0.689

0.682

0.695

0.711

Foreign Exchange (FX)

0.833

0.823

0.819

0.808

Energy

1.301

1.292

1.300

1.282

Agricultural Commodities

1.309

1.292

1.323

1.357

Metals

1.660

1.638

1.626

1.623

    Total

0.767

0.752

0.762

0.750

 

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.

CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are registered trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.

CME-G

SOURCE CME Group

More Stories By PR Newswire

Copyright © 2007 PR Newswire. All rights reserved. Republication or redistribution of PRNewswire content is expressly prohibited without the prior written consent of PRNewswire. PRNewswire shall not be liable for any errors or delays in the content, or for any actions taken in reliance thereon.

Latest Stories
Mobile, social, Big Data, and cloud have fundamentally changed the way we live. “Anytime, anywhere” access to data and information is no longer a luxury; it’s a requirement, in both our personal and professional lives. For IT organizations, this means pressure has never been greater to deliver meaningful services to the business and customers.
In 2014, the market witnessed a massive migration to the cloud as enterprises finally overcame their fears of the cloud’s viability, security, etc. Over the past 18 months, AWS, Google and Microsoft have waged an ongoing battle through a wave of price cuts and new features. For IT executives, sorting through all the noise to make the best cloud investment decisions has become daunting. Enterprises can and are moving away from a "one size fits all" cloud approach. The new competitive field has ...
Advances in technology and ubiquitous connectivity have made the utilization of a dispersed workforce more common. Whether that remote team is located across the street or country, management styles/ approaches will have to be adjusted to accommodate this new dynamic. In his session at 17th Cloud Expo, Sagi Brody, Chief Technology Officer at Webair Internet Development Inc., will focus on the challenges of managing remote teams, providing real-world examples that demonstrate what works and what...
eCube Systems has released NXTmonitor, a full featured application orchestration solution. NXTmonitor, which inherited the code base of NXTminder, has been extended to support multi-discipline processes and will act as a DevOps utility in a heterogeneous enterprise environment. Previously, NXTminder was packaged with NXTera middleware to configure and manage Entera and NXTera RPC servers. “Since we are widening the focus of this solution to DevOps, we felt the need to change the name to NXTmon...
SYS-CON Events announced today that the "Second Containers & Microservices Expo" will take place November 3-5, 2015, at the Santa Clara Convention Center in Santa Clara, CA. Containers and microservices have become topics of intense interest throughout the cloud developer and enterprise IT communities.
DevOps Summit, taking place Nov 3-5, 2015, at the Santa Clara Convention Center in Santa Clara, CA, is co-located with 17th Cloud Expo and will feature technical sessions from a rock star conference faculty and the leading industry players in the world. The widespread success of cloud computing is driving the DevOps revolution in enterprise IT. Now as never before, development teams must communicate and collaborate in a dynamic, 24/7/365 environment. There is no time to wait for long development...
The 17th International Cloud Expo has announced that its Call for Papers is open. 17th International Cloud Expo, to be held November 3-5, 2015, at the Santa Clara Convention Center in Santa Clara, CA, brings together Cloud Computing, APM, APIs, Microservices, Security, Big Data, Internet of Things, DevOps and WebRTC to one location. With cloud computing driving a higher percentage of enterprise IT budgets every year, it becomes increasingly important to plant your flag in this fast-expanding bu...
SYS-CON Events announced today that IceWarp will exhibit at the 17th International Cloud Expo®, which will take place on November 3–5, 2015, at the Santa Clara Convention Center in Santa Clara, CA. IceWarp, the leader of cloud and on-premise messaging, delivers secured email, chat, documents, conferencing and collaboration to today's mobile workforce, all in one unified interface
The web app is agile. The REST API is agile. The testing and planning are agile. But alas, data infrastructures certainly are not. Once an application matures, changing the shape or indexing scheme of data often forces at best a top down planning exercise and at worst includes schema changes that force downtime. The time has come for a new approach that fundamentally advances the agility of distributed data infrastructures. Come learn about a new solution to the problems faced by software organ...
SYS-CON Events announced today that Micron Technology, Inc., a global leader in advanced semiconductor systems, will exhibit at the 17th International Cloud Expo®, which will take place on November 3–5, 2015, at the Santa Clara Convention Center in Santa Clara, CA. Micron’s broad portfolio of high-performance memory technologies – including DRAM, NAND and NOR Flash – is the basis for solid state drives, modules, multichip packages and other system solutions. Backed by more than 35 years of tech...
Skeuomorphism usually means retaining existing design cues in something new that doesn’t actually need them. However, the concept of skeuomorphism can be thought of as relating more broadly to applying existing patterns to new technologies that, in fact, cry out for new approaches. In his session at DevOps Summit, Gordon Haff, Senior Cloud Strategy Marketing and Evangelism Manager at Red Hat, discussed why containers should be paired with new architectural practices such as microservices rathe...
SYS-CON Events announced today the Containers & Microservices Bootcamp, being held November 3-4, 2015, in conjunction with 17th Cloud Expo, @ThingsExpo, and @DevOpsSummit at the Santa Clara Convention Center in Santa Clara, CA. This is your chance to get started with the latest technology in the industry. Combined with real-world scenarios and use cases, the Containers and Microservices Bootcamp, led by Janakiram MSV, a Microsoft Regional Director, will include presentations as well as hands-on...
In his session at @ThingsExpo, Lee Williams, a producer of the first smartphones and tablets, will talk about how he is now applying his experience in mobile technology to the design and development of the next generation of Environmental and Sustainability Services at ETwater. He will explain how M2M controllers work through wirelessly connected remote controls; and specifically delve into a retrofit option that reverse-engineers control codes of existing conventional controller systems so the...
SYS-CON Events announced today that Pythian, a global IT services company specializing in helping companies leverage disruptive technologies to optimize revenue-generating systems, has been named “Bronze Sponsor” of SYS-CON's 17th Cloud Expo, which will take place on November 3–5, 2015, at the Santa Clara Convention Center in Santa Clara, CA. Founded in 1997, Pythian is a global IT services company that helps companies compete by adopting disruptive technologies such as cloud, Big Data, advance...
17th Cloud Expo, taking place Nov 3-5, 2015, at the Santa Clara Convention Center in Santa Clara, CA, will feature technical sessions from a rock star conference faculty and the leading industry players in the world. Cloud computing is now being embraced by a majority of enterprises of all sizes. Yesterday's debate about public vs. private has transformed into the reality of hybrid cloud: a recent survey shows that 74% of enterprises have a hybrid cloud strategy. Meanwhile, 94% of enterprises ar...