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CME Group Volume Picks Up The Pace


Posted: 06/05/12

By: tomgrisafi

3254

CME Group today announced that May 2012 volume averaged 13.2 million contracts per day, down 2 percent from May 2011, but up 24 percent from April 2012. Total volume for May was more than 291 million contracts, of which 85 percent was traded electronically.

Open interest at the end of May 2012 reached 92 million contracts, up 17 percent from the end of 2011. Open interest growth year-to-date through May 2012 was especially strong in foreign exchange (FX), equity indexes and agricultural commodities, all up more than 30 percent.

In May 2012, CME Group interest rate volume averaged 6.0 million contracts per day, down 8 percent from May 2011, but up 37 percent sequentially. Treasury futures volume averaged 3.1 million contracts per day, while Treasury options volume averaged 375,000 contracts per day. Eurodollar futures volume averaged 1.9 million contracts per day, while Eurodollar options volume averaged 644,000 contracts per day.

CME Group equity index volume in May 2012 averaged 2.9 million contracts per day, up 8 percent from the same period last year, and up 25 percent sequentially. CME Group FX volume averaged 947,000 contracts per day, down 3 percent from May last year, reflecting average daily notional value of $116 billion, but up 25 percent from April 2012.

CME Group energy volume averaged 1.8 million contracts per day in May 2012, down 1 percent compared with the same period in 2011, but up 12 percent from April of this year. CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 21 percent compared with the prior-year period, but down 9 percent sequentially. CME Group metals volume averaged 404,000 contracts per day, down 13 percent from the same period last year, but up 23 percent from April 2012.

Electronic volume averaged 11.3 million contracts per day in May 2012, down 1 percent from May 2011, but up 24 percent sequentially. Privately negotiated volume increased 16 percent to 225,000 contracts per day from the prior May, and rose 3 percent compared with April 2012. Average daily volume cleared through CME ClearPort was 489,000 contracts in May 2012, up 11 percent compared with May 2011, and up 19 percent sequentially. Open outcry volume averaged 1.2 million contracts per day, down 11 percent versus the prior-year period, but up 26 percent compared with April 2012.

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