Grain News


CME Group July Volume Averages 10.9 Million Contracts Per Day, Up 4% From July 2012

Date Posted: August 2, 2013

Chicago—CME Group, the world's leading and most diverse derivatives marketplace, announced Aug. 2 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.

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