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CME Group Volume Averaged 9.9 Million Contracts per Day in October 2012

   CME Group Volume Averaged 9.9 Million Contracts per Day in October 2012

PR Newswire

CHICAGO, Nov. 2, 2012

CHICAGO, Nov. 2, 2012 /PRNewswire/ -- CME Group, the world's leading and most
diverse derivatives marketplace, today announced that October 2012 volume
averaged 9.9 million contracts per day, down 20 percent from October 2011.
Total volume for October 2012 was more than 227 million contracts, of which 87
percent was traded electronically. In coordination with other financial
markets, some CME Group contract markets were closed, either partially or
entirely, on October 29 and 30. Excluding those two days, October average
daily volume would have been approximately 10.4 million contracts.

In October 2012, CME Group interest rate volume averaged 4.0 million contracts
per day, down 16 percent from October 2011. Treasury futures volume averaged
1.7 million contracts per day, down 23 percent compared with the same period a
year ago. Treasury options volume averaged 355,000 contracts per day, up 22
percent from October 2011. Eurodollar futures volume averaged 1.6 million
contracts per day, down 5 percent from October 2011. Eurodollar options
volume averaged 417,000 contracts per day, down 34 percent from October last
year.

CME Group equity index volume in October 2012 averaged 2.3 million contracts
per day, down 34 percent from the same period last year. CME Group foreign
exchange (FX) volume averaged 709,000 contracts per day, down 23 percent from
October 2011.

CME Group energy volume averaged 1.6 million contracts per day in October
2012, down 14 percent compared with the same period in 2011. CME Group metals
volume averaged 275,000 contracts per day, down 9 percent from the same period
last year. CME Group agricultural commodities volume in October 2012 averaged
973,000 contracts per day, down 9 percent compared with the prior-year period.

Electronic volume averaged 8.6 million contracts per day in October 2012, down
19 percent compared with October 2011. Privately negotiated volume decreased
11 percent to 188,000 contracts per day from the prior October. Average daily
volume cleared through CME ClearPort was 335,000 contracts in October 2012,
down 32 percent compared with October 2011. Open outcry volume averaged
798,000 contracts per day, down 34 percent versus the prior-year period.

MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV

( in thousands)
                                 Oct 2012 Oct 2011
Trading Days                     23       21
PRODUCT LINE                     Oct 2012 Oct 2011 Percent Change
Interest Rates                   4,050    4,799    -16%
Equity Indexes                   2,263    3,438    -34%
Foreign Exchange (FX)            709      926      -23%
Energy (including CME ClearPort) 1,608    1,881    -14%
Agricultural Commodities         973      1,074    -9%
Metals (including CME ClearPort) 275      303      -9%
 Total                       9,878    12,421   -20%
VENUE                            Oct 2012 Oct 2011 Percent Change
Open outcry                      798      1,203    -34%
CME Globex                       8,556    10,514   -19%
Privately negotiated             188      212      -11%
CME ClearPort (OTC)              335      492      -32%



ROLLING THREE-MONTH AVERAGES
Average Daily Volume  (In thousands)
                         3-Month Period Ending
PRODUCT LINE             Oct-12 Sep-12 Aug-12 Jul-12
Interest Rates           4,552  4,514  4,553  4984
Equity Indexes           2,315  2,391  2,621  2,963
Foreign Exchange (FX)    812    846    858    934
Energy                   1,613  1,590  1,631  1,716
Agricultural Commodities 1,032  1,171  1,272  1,319
Metals                   309    327    330    370
 Total               10,634 10,839 11,266 12,286
VENUE                    Oct-12 Sep-12 Aug-12 Jul-12
Open outcry              892    979    1,027  1,136
Electronic               9,179  9,293  9,654  10,512
Privately negotiated     204    208    217    231
CME ClearPort (OTC)      359    358    368    408



Average  Rate Per Contract  (In dollars)
                         3-Month Period Ending
PRODUCT LINE             Sep-12 Aug-12 Jul-12 Jun-12
Interest Rates           0.481  0.478  0.477  0.485
Equity Indexes           0.685  0.667  0.670  0.674
Foreign Exchange (FX)    0.808  0.793  0.790  0.807
Energy                   1.473  1.461  1.477  1.496
Agricultural Commodities 1.301  1.294  1.282  1.264
Metals                   1.693  1.657  1.644  1.649
 Total               0.822  0.815  0.809  0.812
VENUE                    Sep-12 Aug-12 Jul-12 Jun-12
Exchange-Traded          0.757  0.753  0.747  0.750
CME ClearPort (OTC)      2.719  2.650  2.606  2.510

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. 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

Website: http://www.cmegroup.com
Contact: Media, Michael Shore, +1-312-930-2363, or Chris Grams,
+1-312-930-3435, www.cmegroup.mediaroom.com; Investors, John Peschier,
+1-312-930-8491, news@cmegroup.com