CME Group Volume Averaged 9.6 Million Contracts per Day in December 2012, Up 1 Percent from December 2011, and 11.4 Million

CME Group Volume Averaged 9.6 Million Contracts per Day in December 2012, Up 1
    Percent from December 2011, and 11.4 Million Contracts per Day in 2012

PR Newswire

CHICAGO, Jan. 3, 2013

CHICAGO, Jan. 3, 2013 /PRNewswire/ -- CME Group, the world's leading and most
diverse derivatives marketplace, today announced that December 2012 volume
averaged 9.6 million contracts per day, up 1 percent from December 2011.
Total volume for December 2012 was more than 192 million contracts, of which a
record 88 percent was traded electronically. Full-year 2012 volume averaged
11.4 million contracts per day, down 15 percent from 2011.

In December 2012, CME Group interest rate volume averaged 3.6 million
contracts per day, up 3 percent from December 2011. Treasury futures volume
averaged 1.7 million contracts per day, up 17 percent compared with the same
period a year ago. Treasury options volume averaged 323,000 contracts per
day, up 48 percent from December 2011. Eurodollar futures volume averaged 1.3
million contracts per day, down 5 percent from the same period a year ago,
while Eurodollar options volume averaged 270,000 contracts per day, down 42
percent from December last year.

CME Group equity index volume in December 2012 averaged 2.7 million contracts
per day, down 5 percent from the same period last year. CME Group foreign
exchange (FX) volume averaged 826,000 contracts per day, up 14 percent from
December 2011.

CME Group energy volume averaged 1.3 million contracts per day in December
2012, down 6 percent compared with the same period in 2011. CME Group metals
volume averaged 284,000 contracts per day, up 6 percent from the same period
last year. CME Group agricultural commodities volume in December 2012
averaged 878,000 contracts per day, up 7 percent compared with the prior-year
period.

Electronic volume averaged 8.5 million contracts per day in December 2012, up
4 percent compared with December 2011. Privately negotiated volume increased
22 percent to 214,000 contracts per day from the prior December. Average
daily volume cleared through CME ClearPort was 300,000 contracts in December
2012, down 24 percent compared with December 2011. Open outcry volume
averaged 649,000 contracts per day, down 27 percent versus the prior-year
period.

MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV

( in thousands)
                                 Dec 2012 Dec 2011
Trading Days                     20       21
PRODUCT LINE                     Dec 2012 Dec 2011  Percent Change
Interest Rates                   3,642    3,539    3%
Equity Indexes                   2,682    2,810    -5%
Foreign Exchange (FX)            826      724      14%
Energy (including CME ClearPort) 1,334    1,419    -6%
Agricultural Commodities         878      820      7%
Metals (including CME ClearPort) 284      268      6%
 Total                       9,645    9,580    1%

VENUE                 Dec 2012  Dec 2011  Percent Change
Open outcry          649              894             -27%
CME Globex           8,482            8,117           4%
Privately negotiated 214              175             22%
CME ClearPort (OTC)  300              394             -24%

QUARTERLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV

( in thousands)
                                 Q4 2012  Q4 2011
Trading Days                     64       63
PRODUCT LINE                     Q4 2012  Q4 2011  Percent Change
Interest Rates                   4,094    4,729   -13%
Equity Indexes                   2,532    3,146   -19%
Foreign Exchange (FX)            767      820     -6%
Energy (including CME ClearPort) 1,489    1,708   -13%
Agricultural Commodities         982      1,001   -2%
Metals (including CME ClearPort) 324      315     3%
 Total                       10,188   11,719  -13%

VENUE                 Q4 2012  Q4 2011  Percent Change
Open outcry          751             1,173          -36%
CME Globex           8,899           9,864          -10%
Privately negotiated 210             204            3%
CME ClearPort (OTC)  329             479            -31%

ROLLING THREE-MONTH AVERAGES
Average Daily Volume  (In thousands)
                         3-Month Period Ending
PRODUCT LINE             Dec-12 Nov-12 Oct-12 Sep-12
Interest Rates           4,094  4,506  4,552  4,514
Equity Indexes           2,532  2,560  2,315  2,391
Foreign Exchange (FX)    767    829    812    846
Energy                   1,489  1,593  1,613  1,590
Agricultural Commodities 982    1,045  1,032  1,171
Metals                   324    352    309    327
 Total               10,188 10,885 10,634 10,839
VENUE                    Dec-12 Nov-12 Oct-12 Sep-12
Open outcry              751    852    892    979
Electronic               8,899  9,462  9,179  9,293
Privately negotiated     210    220    204    208
CME ClearPort (OTC)      329    351    359    358

Average  Rate Per Contract  (In dollars)
                         3-Month Period Ending
PRODUCT LINE             Nov-12 Oct-12 Sep-12 Aug-12
Interest Rates           0.490  0.483  0.481  0.478
Equity Indexes           0.692  0.685  0.685  0.667
Foreign Exchange (FX)    0.820  0.821  0.808  0.793
Energy                   1.488  1.472  1.473  1.461
Agricultural Commodities 1.293  1.291  1.301  1.294
Metals                   1.715  1.723  1.693  1.657
 Total               0.825  0.817  0.822  0.815
VENUE                    Nov-12 Oct-12 Sep-12 Aug-12
Exchange-Traded          0.762  0.752  0.757  0.753
CME ClearPort (OTC)      2.727  2.700  2.719  2.650

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

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