Grain News


CME Group November Volume Averages 12.1 Million Contracts Per Day, Up 9% From November 2012

Date Posted: December 3, 2013

Chicago—CME Group, the world's leading and most diverse derivatives marketplace, announced Dec. 3 that November 2013 volume averaged 12.1 million contracts per day, up 9 percent compared with November 2012.

Total volume for November 2013 was more than 241 million contracts, of which 87 percent was traded electronically.

CME Group interest rate volume averaged 6.0 million contracts per day in November, up 32 percent from November 2012.

Eurodollar futures volume averaged 2.0 million contracts per day, up 53 percent from the same period a year ago.

Eurodollar options volume averaged 484,000 contracts per day, up 56 percent from November last year.

Treasury futures volume averaged 3.0 million contracts per day, up 16 percent compared with the same period a year ago.

Treasury options volume averaged 533,000 contracts per day, up 48 percent from November 2012.

The Ultra T-Bond achieved a monthly average daily volume record of 133,732 contracts in November 2013.

CME Group foreign exchange (FX) volume averaged 718,000 contracts per day, down 7 percent from November 2012, while FX options volume was up 49 percent.

The average daily notional value of FX contracts traded in November was more than $88 billion.

CME Group equity index volume in November 2013 averaged 2.2 million contracts per day, down 18 percent from the same period last year.

In November 2013, CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 12 percent compared with the prior-year period.

CME Group energy volume averaged 1.5 million contracts per day in November 2013, up 2 percent compared with the prior November.

CME Group metals volume in November 2013 averaged 379,000 contracts per day, down 9 percent from November 2012.

In November 2013, CME Group cleared an average $92 billion a day of notional value of OTC interest rate swaps, excluding Thanksgiving.

OTC IRS open interest increased 10 percent from the end of October to $8.2 trillion, as 398 market participants have cleared trades at CME Group during 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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