CME Group Increased Contracts Per Day by 16 Percent From Last Year

CME Group, the world's leading and most diverse derivatives marketplace, today announced that September 2012 volume averaged 11.9 million contracts per day, down 15 percent from September 2011, but up 16 percent compared with August 2012.  Total volume for September 2012 was more than 227 million contracts, of which a record 87 percent was traded electronically. In September 2012, CME Group interest rate volume averaged 5.0 million contracts per day, down 6 percent from September 2011, but up 6 percent sequentially.  Treasury futures volume averaged 2.1 million contracts per day, down 10 percent compared with the same period a year ago, and down 12 percent sequentially.  Treasury options volume averaged 365,000 contracts per day, up 27 percent from September 2011, and up 5 percent sequentially.  Eurodollar futures volume averaged 2.0 million contracts per day, up 6 percent from September 2011, and up 32 percent sequentially.  Eurodollar options volume averaged 505,000 contracts per day, down 32 percent from September last year, but up 22 percent compared with August 2012.  Despite the prolonged zero interest rate environment which has impacted volumes of shorter duration Eurodollar futures, CME Group set monthly records in fourth- and fifth-year Eurodollar futures in September, averaging 235,000 and 91,000 contracts per day, respectively. CME Group equity index volume in September 2012 averaged 2.8 million contracts per day, down 37 percent from the same period last year, but up 40 percent sequentially.  CME Group foreign exchange (FX) volume averaged 1.0 million contracts per day, down 4 percent from September 2011, but up 42 percent versus August 2012.