- Achieved double-digit year-over-year growth for agricultural commodities and metals in June
- Set monthly records in copper futures, soybean oil options, and Australian dollar and Canadian dollar foreign Exchange futures
- Recorded 12.4 million contracts per day in second-quarter 2012
CHICAGO, July 3, 2012 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that June 2012 volume averaged 13.1 million contracts per day, down 11 percent from June 2011, and down 1 percent from May 2012. Total volume for June was more than 276 million contracts, of which a record 86 percent was traded electronically. Second-quarter 2012 volume averaged 12.4 million contracts per day, down 9 percent year-over-year, but up 1 percent compared with first-quarter 2012.
In June 2012, CME Group interest rate volume averaged 5.1 million contracts per day, down 28 percent from June 2011. Treasury futures volume averaged 2.3 million contracts per day, while Treasury options volume averaged 307,000 contracts per day. Eurodollar futures volume averaged 1.8 million contracts per day, while Eurodollar options volume averaged 589,000 contracts per day.
CME Group equity index volume in June 2012 averaged 3.5 million contracts per day, down 1 percent from the same period last year. CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 8 percent from June last year, reflecting average daily notional value of $128 billion, and set an all-time FX open interest record in June 2012.
CME Group energy volume averaged 1.8 million contracts per day in June 2012, up 1 percent compared with the same period in 2011. CME Group agricultural commodities volume averaged 1.4 million contracts per day, up 15 percent compared with the prior-year period. CME Group metals volume averaged 381,000 contracts per day, up 17 percent from the same period last year.
Electronic volume averaged 11.3 million contracts per day in June 2012, down 10 percent compared with June 2011. Privately negotiated volume decreased 8 percent to 271,000 contracts per day from the prior June. Average daily volume cleared through CME ClearPort was 400,000 contracts in June 2012, down 7 percent compared with June 2011. Open outcry volume averaged 1.1 million contracts per day, down 23 percent versus the prior-year period.
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| MONTHLY AVERAGE DAILY VOLUME (ADV) | ||||
|---|---|---|---|---|
| Total Exchange ADV | ||||
| ( in thousands) | ||||
| Jun-12 | Jun-11 | |||
| Trading Days | 21 | 22 | ||
| PRODUCT LINE | Jun-12 | Jun-11 | Percent Change | |
| Interest Rates | 5,059 | 7,056 | -28% | |
| Equity Indexes | 3,458 | 3,504 | -1% | |
| Foreign Exchange (FX) | 1,054 | 977 | 8% | |
| Energy (including CME ClearPort) | 1,788 | 1,765 | 1% | |
| Agricultural Commodities | 1,407 | 1,225 | 15% | |
| Metals (including CME ClearPort) | 381 | 326 | 17% | |
| Total | 13,147 | 14,853 | -11% | |
| VENUE | Jun 2012 | Jun 2011 | Percent Change | |
| Open outcry | 1,128 | 1,466 | -23% | |
| CME Globex | 11,348 | 12,661 | -10% | |
| Privately negotiated | 271 | 294 | -8% | |
| CME ClearPort (OTC) | 400 | 432 | -7% | |
| QUARTERLY AVERAGE DAILY VOLUME (ADV) | ||||
| Total Exchange ADV | ||||
| ( in thousands) | ||||
| Q2 2012 | Q2 2011 | |||
| Trading Days | 64 | 63 | ||
| PRODUCT LINE | Q2 2012 | Q2 2011 | Percent Change | |
| Interest Rates | 5,136 | 6,449 | -20% | |
| Equity Indexes | 2,919 | 2,841 | 3% | |
| Foreign Exchange (FX) | 920 | 918 | 0% | |
| Energy (including CME ClearPort) | 1,741 | 1,760 | -1% | |
| Agricultural Commodities | 1,288 | 1,156 | 11% | |
| Metals (including CME ClearPort) | 372 | 403 | -8% | |
| Total | 12,376 | 13,528 | -9% | |
| VENUE | Q2 2012 | Q2 2011 | Percent Change | |
| Open outcry | 1,109 | 1,393 | -20% | |
| CME Globex | 10,595 | 11,454 | -8% | |
| Privately negotiated | 238 | 242 | -2% | |
| CME ClearPort (OTC) | 434 | 438 | -1% | |
| ROLLING THREE-MONTH AVERAGES | ||||
| Average Daily Volume (In thousands) | ||||
| 3-Month Period Ending | ||||
| PRODUCT LINE | Jun-12 | May-12 | Apr-12 | Mar-12 |
| Interest Rates | 5,136 | 5,333 | 5,323 | 5,613 |
| Equity Indexes | 2,919 | 2,674 | 2,428 | 2,390 |
| Foreign Exchange (FX) | 920 | 882 | 849 | 846 |
| Energy | 1,741 | 1,715 | 1,816 | 1,952 |
| Agricultural Commodities | 1,288 | 1,194 | 1,200 | 1,122 |
| Metals | 372 | 377 | 373 | 385 |
| Total | 12,376 | 12,174 | 11,989 | 12,308 |
| VENUE | Jun-12 | May-12 | Apr-12 | Mar-12 |
| Open outcry | 1,109 | 1,179 | 1,226 | 1,348 |
| Electronic | 10,595 | 10,307 | 10,033 | 10,177 |
| Privately negotiated | 238 | 232 | 232 | 229 |
| CME ClearPort (OTC) | 434 | 456 | 498 | 554 |
| Average Rate Per Contract (In dollars) | ||||
| 3-Month Period Ending | ||||
| PRODUCT LINE | May-12 | Apr-12 | Mar-12 | Feb-12 |
| Interest Rates | 0.486 | 0.484 | 0.475 | 0.48 |
| Equity Indexes | 0.687 | 0.691 | 0.692 | 0.691 |
| Foreign Exchange (FX) | 0.821 | 0.835 | 0.841 | 0.837 |
| Energy | 1.502 | 1.507 | 1.517 | 1.544 |
| Agricultural Commodities | 1.247 | 1.232 | 1.216 | 1.206 |
| Metals | 1.649 | 1.648 | 1.647 | 1.639 |
| Total | 0.808 | 0.817 | 0.811 | 0.825 |
| VENUE | May-12 | Apr-12 | Mar-12 | Feb-12 |
| Exchange-Traded | 0.747 | 0.749 | 0.737 | 0.746 |
| CME ClearPort (OTC) | 2.394 | 2.381 | 2.388 | 2.424 |
