The Options Insider

CME Group 2012 ADV Falls 15%, December ADV Rises 1%

by | Jan 4, 2013 | Industry

On Thursday, CME Group Inc. (NASDAQ:CME) announced its December 2012 volume averaged 9.6 million contracts per day, up 1 percent from the previous year.? Total December volume was more than 192 million contracts with a record 88 percent traded electronically.?

Meanwhile, December open outcry volume averaged 649,000 contracts per day, down 27 percent year-over-year.

Its highest rise among its numerous contracts was December?Treasury options volume, which ?averaged 323,000 contracts per day, up 48 percent from the previous year.

Full-year 2012 volume averaged 11.4 million contracts per day, down 15 percent from 2011.?

For December, CME Group interest rate volume averaged 3.6 million contracts per day, up 3 percent from the previous year. Treasury futures volume averaged 1.7 million contracts per day, a 17 percent rise as compared to the same period a year ago. Eurodollar futures volume averaged 1.3 million contracts per day, a 5 percent decline from the same period a year ago. Eurodollar options volume averaged 270,000 contracts per day, down 42 percent from December last year.

CME Group equity index December volume 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, a 14 percent increase from December 2011.

Additional December 2012 volume numbers included the following and is compared year-over-year:

  • CME Group energy volume averaged 1.3 million contracts per day, down 6 percent. ?
  • CME Group metals volume averaged 284,000 contracts per day, up 6 percent.
  • CME Group agricultural commodities averaged 878,000 contracts per day, up 7 percent.
  • Kansas City Board of Trade hard red winter wheat futures and options volume?averaged 16,120 contracts?per day, up 25?percent.
  • Electronic volume averaged 8.5 million contracts per day, up 4 percent.
  • Privately negotiated volume increased 22 percent to 214,000 contracts per day.
  • Average daily volume cleared through CME ClearPort was 300,000 contracts, down 24 percent.

For additional volume numbers, please see CME’s press release.