CME Group Volume Averaged 12.8M Contracts per Day in February

CME Group CME today announced that February 2012 volume averaged 12.8 million contracts per day, down 13 percent from February 2011 – which posted exceptionally strong average daily volume due to the impact of significant unrest in the Middle East throughout the month – but up 10 percent from January 2012. Total volume for February was 255 million contracts, of which 83 percent was traded electronically. Open interest at the end of February 2012 reached 91.8 million contracts, up 17 percent from the end of 2011. This open interest growth year-to-date in 2012 through February compares with 11 percent to date in 2011 through February. Open interest growth year-to-date through February 2012 was especially strong in interest rates at 30 percent, equity indexes at 22 percent and foreign exchange (FX) at 20 percent.