CME Group Volume Averaged 10.9 Million Contracts per Day in July 2013, Up 4% from July 2012

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CME Group, the world's leading and most diverse derivatives marketplace, today announced that July 2013 volume averaged 10.9 million contracts per day, up 4 percent compared with July 2012. Total volume for July 2013 was more than 239 million contracts, of which 85 percent was traded electronically. Year-to-date volume averaged 13.1 million contracts, up 14 percent from full-year 2012, and current open interest of 88 million contracts is up 26 percent year to date. CME Group interest rate volume averaged 5 million contracts per day in July, up 28 percent from July 2012. Treasury futures volume averaged 2 million contracts per day, up 17 percent compared with the same period a year ago. Treasury options volume averaged 524,000 contracts per day, up 88 percent from July 2012. Eurodollar futures volume averaged 1.9 million contracts per day, up 39 percent from the same period a year ago. Eurodollar options volume averaged 587,000 contracts per day, up 6 percent from July last year. CME Group foreign exchange (FX) volume averaged 807 million contracts per day, up 1 percent from July 2012, and represented $96 billion of notional value per day. CME Group equity index volume in July 2013 averaged 2 million contracts per day, down 18 percent from the same period last year. In July 2013, CME Group metals volume averaged 376,000 contracts per day, up 16 percent from July 2012. CME Group energy volume averaged 1.7 million contracts per day in July 2013, up 10 percent compared with the prior July. CME Group agricultural commodities volume in July 2013 averaged 984,000 contracts per day, down 29 percent compared with the prior-year period. In July 2013, CME Group cleared an average $64 billion a day of notional value of OTC interest rate swaps, and OTC IRS open interest increased 38 percent from the end of June to $4.1 trillion. Note that the KCBT hard red winter wheat average daily volume is included within the CME Group rollup as of April 1, 2013, but not historically prior to that date, following the acquisition which closed on November 30, 2012. MONTHLY AVERAGE DAILY VOLUME (ADV) Total Exchange ADV ( in thousands) Jul 2013 Jul 2012 Trading Days 22 21 PRODUCT LINE Jul 2013 Jul 2012 Percent Change Interest Rates 4,968 3,886 28% Equity Indexes 2,029 2,486 -18% Foreign Exchange (FX) 807 801 1% Energy (including CME ClearPort) 1,698 1,540 10% Agricultural Commodities 984 1,384 -29% Metals (including CME ClearPort) 376 324 16% Total 10,863 10,421 4% VENUE Jul 2013 Jul 2012 Percent Change Open outcry 1,025 1,051 -2% CME Globex 9,236 8,841 4% Privately negotiated 271 198 36% CME ClearPort (OTC) 331 330 0% ROLLING THREE-MONTH AVERAGES Average Daily Volume (In thousands) 3-Month Period Ending PRODUCT LINE Jul-13 Jun-13 May-13 Apr-13 Interest Rates 7,067 6,828 5,779 5,270 Equity Indexes 2,841 3,079 2,844 2,821 Foreign Exchange (FX) 1,011 1,042 998 1,008 Energy 1,715 1,796 1,804 1,821 Agricultural Commodities 1,029 1,106 1,048 1,148 Metals 418 471 451 449 Total 14,081 14,323 12,930 12,533 VENUE Jul-13 Jun-13 May-13 Apr-13 Open outcry 1,229 1,134 924 837 Electronic 12,162 12,457 11,305 10,956 Privately negotiated 315 304 254 277 CME ClearPort (OTC) 375 427 442 447 Average Rate Per Contract (In dollars) 3-Month Period Ending PRODUCT LINE Jun-13 May-13 Apr-13 Mar-13 Interest Rates 0.455 0.465 0.468 0.468 Equity Indexes 0.714 0.701 0.693 0.691 Foreign Exchange (FX) 0.826 0.854 0.868 0.848 Energy 1.260 1.278 1.319 1.390 Agricultural Commodities 1.378 1.360 1.337 1.318 Metals 1.613 1.630 1.631 1.656 Total 0.748 0.774 0.796 0.785 VENUE Jun-13 May-13 Apr-13 Mar-13 Exchange-Traded 0.710 0.731 0.747 0.730 CME ClearPort (OTC) 1.969 1.995 2.130 2.360 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. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, Inc. All other trademarks are the property of their respective owners. Further information about CME Group
CME
and its products can be found at www.cmegroup.com.
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