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CME Group Volume Averaged 11.0 Million Contracts per Day in November 2012



  CME Group Volume Averaged 11.0 Million Contracts per Day in November 2012

PR Newswire

CHICAGO, Dec. 4, 2012

CHICAGO, Dec. 4, 2012 /PRNewswire/ -- CME Group, the world's leading and most
diverse derivatives marketplace, today announced that November 2012 volume
averaged 11.0 million contracts per day, down 16 percent from November 2011,
but up 12 percent from October 2012.  Total volume for November 2012 was more
than 231 million contracts, of which a record 88 percent was traded
electronically.

In November 2012, CME Group interest rate volume averaged 4.6 million
contracts per day, down 22 percent from November 2011.  Treasury futures
volume averaged 2.6 million contracts per day, down 8 percent compared with
the same period a year ago.  Treasury options volume averaged 360,000
contracts per day, up 18 percent from November 2011.  Eurodollar futures
volume averaged 1.3 million contracts per day, down 31 percent from November
2011, while Eurodollar options volume averaged 310,000 contracts per day, down
62 percent from November last year.

CME Group equity index volume in November 2012 averaged 2.7 million contracts
per day, down 16 percent from the same period last year.  CME Group foreign
exchange (FX) volume averaged 775,000 contracts per day, down 5 percent from
November 2011.

CME Group energy volume averaged 1.5 million contracts per day in November
2012, down 17 percent compared with the same period in 2011.  CME Group metals
volume averaged 415,000 contracts per day, up 11 percent from the same period
last year.  CME Group agricultural commodities volume in November 2012
averaged 1.1 million contracts per day, down 2 percent compared with the
prior-year period.

Electronic volume averaged 9.7 million contracts per day in November 2012,
down 12 percent compared with November 2011.  Privately negotiated volume
increased 2 percent to 229,000 contracts per day from the prior November. 
Average daily volume cleared through CME ClearPort was 351,000 contracts in
November 2012, down 36 percent compared with November 2011.  Open outcry
volume averaged 795,000 contracts per day, down 44 percent versus the
prior-year period.

MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV

( in thousands)
                               Nov 2012        Nov 2011
Trading Days                   21              21
PRODUCT LINE                   Nov 2012        Nov 2011           Percent
                                                               Change
Interest Rates                 4,574           5,850           -22%
Equity Indexes                 2,685           3,189           -16%
Foreign Exchange (FX)          775             811             -5%
Energy (including CME          1,505           1,824           -17%
ClearPort)
Agricultural Commodities       1,091           1,109           -2%
Metals (including CME          415             373             11%
ClearPort)
     Total                     11,045          13,156          -16%
VENUE                                  Nov            Nov 2011     Percent
                               2012                            Change
Open outcry                    795             1,422           -44%
CME Globex                     9,670           10,961          -12%
Privately negotiated           229             224             2%
CME ClearPort (OTC)            351             549             -36%

ROLLING THREE-MONTH AVERAGES
Average Daily Volume  (In thousands)
                         3-Month Period Ending
PRODUCT LINE             Nov-12 Oct-12 Sep-12 Aug-12
Interest Rates           4,506  4,552  4,514  4553
Equity Indexes           2,506  2,315  2,391  2,621
Foreign Exchange (FX)    829    812    846    858
Energy                   1,593  1,613  1,590  1,631
Agricultural Commodities 1,045  1,032  1,171  1,272
Metals                   352    309    327    330
     Total               10,885 10,634 10,839 11,266
VENUE                    Nov-12 Oct-12 Sep-12 Aug-12
Open outcry              852    892    979    1,027
Electronic               9,462  9,179  9,293  9,654
Privately negotiated     220    204    208    217
CME ClearPort (OTC)      351    359    358    368

 

Average  Rate Per Contract  (In dollars)
                         3-Month Period Ending
PRODUCT LINE             Oct-12 Sep-12 Aug-12 Jul-12
Interest Rates           0.483  0.481  0.478  0.477
Equity Indexes           0.685  0.685  0.667  0.670
Foreign Exchange (FX)    0.821  0.808  0.793  0.790
Energy                   1.472  1.473  1.461  1.477
Agricultural Commodities 1.291  1.301  1.294  1.282
Metals                   1.723  1.693  1.657  1.644
     Total               0.817  0.822  0.815  0.809
VENUE                    Oct-12 Sep-12 Aug-12 Jul-12
Exchange-Traded          0.752  0.757  0.753  0.747
CME ClearPort (OTC)      2.700  2.719  2.650  2.606

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, news@cmegroup.com, www.cmegroup.mediaroom.com, Investor, John
Peschier, +1-312-930-8491
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