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.
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