CHICAGO, Jan. 4, 2012
/PRNewswire/ -- CME Group, the world's leading and most diverse
derivatives marketplace, today announced that 2011 volume averaged
a record 13.4 million contracts per day, up 10 percent from
2010. Highlights for the year included record annual average
daily volume for foreign exchange (FX), agricultural commodities,
energy and metals, as well as double-digit average daily volume
growth in interest rates, equity indexes, agricultural commodities
and metals product lines.
Fourth-quarter volume averaged 11.7 million contracts per day,
down 2 percent from fourth-quarter 2010, but included 24 percent
average daily volume growth in equity index products, 8 percent
growth in energy products, and 20 percent growth in volume cleared
through CME ClearPort.
December 2011 volume averaged 9.6
million contracts per day, down 9 percent from December 2010.
Equity index average daily volume increased 31 percent versus
December 2010, and volume cleared
through CME ClearPort was up 12 percent compared with the prior
December. Total volume for December was 201 million
contracts, of which 85 percent was traded electronically.
In 2011, CME Group interest rate volume averaged 6.0 million
contracts per day, up 11 percent from 2010. Treasury futures
volume averaged 2.7 million contracts per day, up 15 percent
compared with same period a year ago. Treasury options volume
averaged 307,000 contracts per day, down 1 percent from 2010.
Eurodollar futures volume averaged 2.2 million contracts per day,
up 11 percent from 2010. Eurodollar options volume averaged
767,000 contracts per day, up 6 percent from 2010.
CME Group equity index volume averaged 3.2 million contracts per
day, up 11 percent from 2010. CME Group foreign exchange (FX)
volume averaged 922,000 contracts per day, in line with last year,
reflecting average daily notional value of $124 billion.
CME Group energy volume averaged 1.8 million contracts per day,
up 7 percent compared with 2010. CME Group agricultural
commodities volume averaged 1.1 million contracts per day, up 19
compared with the prior year. CME Group metals volume
averaged 387,000 contracts per day, up 23 compared with the same
period last year.
Electronic volume averaged 11.3 million contracts per day in
2011, up 12 percent from 2010, while privately negotiated volume
increased 17 percent to 232,000 contracts per day, from the prior
year. Average daily volume cleared through CME ClearPort was
460,000 contracts in 2011, up 3 percent compared with 2010.
Open outcry volume averaged 1.4 million contracts per day, even
versus the prior year.
ANNUAL
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
2011
|
2010
|
|
Trading
Days
|
252
|
253
|
|
|
|
|
|
PRODUCT
LINE
|
2011
|
2010
|
Percent Change
|
Interest
Rates
|
6,030
|
5,449
|
11%
|
Equity
Indexes
|
3,238
|
2,907
|
11%
|
Foreign
Exchange (FX)
|
922
|
919
|
0%
|
Energy
(including CME ClearPort)
|
1,775
|
1,662
|
7%
|
Agricultural Commodities
|
1,087
|
913
|
19%
|
Metals
(including CME ClearPort)
|
387
|
316
|
23%
|
Total
|
13,439
|
12,167
|
10%
|
|
|
|
|
|
|
VENUE
|
2011
|
2010
|
Percent Change
|
Open
outcry
|
1,398
|
1,401
|
0%
|
CME
Globex
|
11,350
|
10,120
|
12%
|
Privately
negotiated
|
232
|
198
|
17%
|
CME
ClearPort (OTC)
|
460
|
447
|
3%
|
QUARTERLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
Q4
2011
|
Q4
2010
|
|
Trading
Days
|
63
|
64
|
|
|
|
|
|
PRODUCT
LINE
|
Q4
2011
|
Q4
2010
|
Percent Change
|
Interest
Rates
|
4,729
|
5,566
|
-15%
|
Equity
Indexes
|
3,147
|
2,545
|
24%
|
Foreign
Exchange (FX)
|
820
|
887
|
-7%
|
Energy
(including CME ClearPort)
|
1,704
|
1,581
|
8%
|
Agricultural Commodities
|
1,004
|
1,067
|
-6%
|
Metals
(including CME ClearPort)
|
315
|
372
|
-15%
|
Total
|
11,719
|
12,018
|
-2%
|
|
|
|
|
|
|
VENUE
|
Q4
2011
|
Q4
2010
|
Percent Change
|
Open
outcry
|
1,173
|
1,418
|
-17%
|
CME
Globex
|
9,864
|
9,978
|
-1%
|
Privately
negotiated
|
204
|
222
|
-8%
|
CME
ClearPort (OTC)
|
479
|
400
|
20%
|
MONTHLY
AVERAGE DAILY VOLUME (ADV)
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
Dec
2011
|
Dec
2010
|
|
Trading
Days
|
21
|
22
|
|
|
|
|
|
PRODUCT
LINE
|
Dec
2011
|
Dec
2010
|
Percent Change
|
Interest
Rates
|
3,539
|
5,031
|
-30%
|
Equity
Indexes
|
2,811
|
2,147
|
31%
|
Foreign
Exchange (FX)
|
724
|
811
|
-11%
|
Energy
(including CME ClearPort)
|
1,416
|
1,433
|
-1%
|
Agricultural Commodities
|
821
|
836
|
-2%
|
Metals
(including CME ClearPort)
|
268
|
270
|
0%
|
Total
|
9,580
|
10,528
|
-9%
|
|
|
|
|
|
|
|
VENUE
|
Dec
2011
|
Dec
2010
|
Percent Change
|
Open
outcry
|
894
|
1,203
|
-26%
|
CME
Globex
|
8,117
|
8,777
|
-8%
|
Privately
negotiated
|
175
|
196
|
-11%
|
CME
ClearPort (OTC)
|
394
|
351
|
12%
|
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In
thousands)
|
3-Month
Period Ending
|
PRODUCT
LINE
|
Dec-11
|
Nov-11
|
Oct-11
|
Sep-11
|
Interest
Rates
|
4,729
|
5,315
|
6,085
|
6,518
|
Equity
Indexes
|
3,147
|
3,673
|
4,202
|
4,040
|
Foreign
Exchange (FX)
|
820
|
940
|
1,000
|
988
|
Energy
|
1,704
|
1,795
|
1,805
|
1,670
|
Agricultural Commodities
|
1,004
|
1,099
|
1,070
|
1,032
|
Metals
|
315
|
376
|
429
|
454
|
Total
|
11,719
|
13,199
|
14,591
|
14,702
|
|
|
|
|
|
VENUE
|
Dec-11
|
Nov-11
|
Oct-11
|
Sep-11
|
Open
outcry
|
1,173
|
1,346
|
1,512
|
1,557
|
Electronic
|
9,864
|
11,136
|
12,354
|
12,463
|
Privately
negotiated
|
204
|
225
|
254
|
257
|
CME
ClearPort (OTC)
|
479
|
492
|
470
|
426
|
Average Rate Per Contract (In
dollars)
|
3-Month
Period Ending
|
PRODUCT
LINE
|
Nov-11
|
Oct-11
|
Sep-11
|
Aug-11
|
Interest
Rates
|
0.473
|
0.473
|
0.479
|
0.480
|
Equity
Indexes
|
0.708
|
0.707
|
0.703
|
0.708
|
Foreign
Exchange (FX)
|
0.814
|
0.799
|
0.801
|
0.829
|
Energy
|
1.497
|
1.507
|
1.580
|
1.593
|
Agricultural Commodities
|
1.239
|
1.237
|
1.264
|
1.305
|
Metals
|
1.736
|
1.639
|
1.649
|
1.620
|
Total
|
0.802
|
0.781
|
0.779
|
0.776
|
|
|
|
|
|
VENUE
|
Nov-11
|
Oct-11
|
Sep-11
|
Aug-11
|
Exchange-Traded
|
0.742
|
0.724
|
0.724
|
0.721
|
CME
ClearPort (OTC)
|
2.352
|
2.473
|
2.621
|
2.651
|
Average daily volume and rate per contract figures from 2008
have been revised due to standardizing NYMEX reporting conventions
to follow CME's treatment of post-trade transactions such as
exercises, assignments and deliveries.
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 for exchange-traded
contracts, as well as for over-the-counter derivatives transactions
through CME ClearPort®. These products and services ensure
that businesses everywhere can substantially mitigate counterparty
credit risk in both listed and over-the-counter derivatives
markets.
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. 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