CME Group Volume Averaged 12.8 Million Contracts per Day in February 2012, up 10 Percent from January 2012
Open interest at the end of
In
Electronic volume averaged 10.5 million contracts per day in
MONTHLY AVERAGE DAILY VOLUME (ADV) | ||||||
| ||||||
Total Exchange ADV ( in thousands) | ||||||
| ||||||
|
|
|
| |||
Trading Days |
20 |
19 |
| |||
|
|
|
| |||
PRODUCT LINE |
|
|
Percent Change | |||
Interest Rates |
5,991 |
7,368 |
-19% | |||
Equity Indexes |
2,201 |
2,554 |
-14% | |||
Foreign Exchange (FX) |
848 |
933 |
-9% | |||
Energy (including CME ClearPort) |
2,143 |
2,150 |
0% | |||
|
1,191 |
1,315 |
-9% | |||
Metals (including CME ClearPort) |
395 |
352 |
12% | |||
Total |
12,768 |
14,672 |
-13% | |||
|
|
| ||||
VENUE |
|
|
Percent Change | |||
Open outcry |
1,374 |
1,709 |
-20% | |||
CME Globex |
10,545 |
12,160 |
-13% | |||
Privately negotiated |
225 |
254 |
-12% | |||
CME ClearPort (OTC) |
624 |
548 |
14% |
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands) | ||||
|
3-Month Period Ending | |||
PRODUCT LINE |
Feb-12 |
Jan-12 |
Dec-11 |
Nov-11 |
Interest Rates |
4,888 |
4,858 |
4,729 |
5,315 |
Equity Indexes |
2,419 |
2,751 |
3,147 |
3,673 |
Foreign Exchange (FX) |
771 |
760 |
820 |
940 |
Energy |
1,854 |
1,749 |
1,704 |
1,795 |
|
1,019 |
995 |
1,004 |
1,099 |
Metals |
342 |
335 |
315 |
376 |
Total |
11,294 |
11,449 |
11,719 |
13,199 |
|
|
|
|
|
VENUE |
Feb-12 |
Jan-12 |
Dec-11 |
Nov-11 |
Open outcry |
1,196 |
1,215 |
1,173 |
1,346 |
Electronic |
9,364 |
9,524 |
9,864 |
11,136 |
Privately negotiated |
202 |
202 |
204 |
225 |
CME ClearPort (OTC) |
531 |
507 |
492 |
470 |
Average Rate Per Contract (In dollars)
| ||||
|
3-Month Period Ending | |||
PRODUCT LINE |
Jan-12 |
Dec-11 |
Nov-11 |
Oct-11 |
Interest Rates |
0.481 |
0.480 |
0.473 |
0.473 |
Equity Indexes |
0.697 |
0.705 |
0.708 |
0.707 |
Foreign Exchange (FX) |
0.841 |
0.828 |
0.814 |
0.799 |
Energy |
1.547 |
1.507 |
1.497 |
1.507 |
|
1.223 |
1.230 |
1.239 |
1.237 |
Metals |
1.697 |
1.706 |
1.736 |
1.639 |
Total |
0.820 |
0.811 |
0.802 |
0.781 |
|
|
|
|
|
VENUE |
Jan-12 |
Dec-11 |
Nov-11 |
Oct-11 |
Exchange-Traded |
0.750 |
0.748 |
0.742 |
0.724 |
CME ClearPort (OTC) |
2.330 |
2.290 |
2.352 |
2.473 |
Average daily volume and rate per contract figures from 2008 have been revised due to standardizing
As the world's leading and most diverse derivatives marketplace,
CME-G
SOURCE
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