CME GROUP INC. 
By 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%
2011 2010 Percent Change
VENUE
---
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%
Q4 2011 Q4 2010 Percent Change
VENUE
---
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%
Dec 2011 Dec 2010 Percent Change
VENUE
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
Dec-11 Nov-11 Oct-11 Sep-11
VENUE
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
