CME Group 2013 Volume Up 10%
Date Posted: January 6, 2014
Chicago, IL—CME Group, the world's leading and most diverse derivatives marketplace, announced Jan. 3 that December 2013 volume averaged 10.9 million contracts per day, up 13 percent compared with December 2012.
Total volume for December 2013 was more than 228 million contracts, of which 85 percent was traded electronically.
Full-year volume averaged 12.5 million contracts, up 10 percent from full-year 2012.
CME Group interest rate volume averaged 5.0 million contracts per day in December, up 38 percent from December 2012.
Eurodollar futures volume averaged 2.0 million contracts per day, up 51 percent from the same period a year ago.
Eurodollar options volume averaged 652,000 contracts per day, up 142 percent from December last year.
Treasury futures volume averaged 1.8 million contracts per day, up 6 percent compared with the same period a year ago.
Treasury options volume averaged 536,000 contracts per day, up 66 percent from December 2012.
CME Group foreign exchange (FX) volume averaged 760,000 contracts per day, down 8 percent from December 2012, while FX options volume was up 20 percent.
The average daily notional value of FX contracts traded in December was $92 billion.
CME Group equity index volume in December 2013 averaged 2.5 million contracts per day, down 7 percent from the same period last year.
CME Group energy volume averaged 1.5 million contracts per day in December 2013, up 16 percent compared with the prior December.
CME Group metals volume in December 2013 averaged 276,000 contracts per day, down 3 percent from December 2012.
CME Group agricultural commodities volume averaged 793,000 contracts per day, down 10 percent compared with the prior-year period.
In December 2013, CME Group became the global leader in over-the-counter (OTC) interest rate swap open interest.
During the month, it increased 11 percent from the end of November to $9.1 trillion, as 418 market participants cleared trades at CME Group during 2013.
The company cleared an average $98 billion a day of notional value of OTC interest rate swaps in December 2013.
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.
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