CME Group October Volume Averages 9.9 Million Contracts Per Day

By CnAgri Print

CME Group announced that October 2012 volume averaged 9.9 million contracts per day, down 20 percent from October 2011. Total volume for October 2012 was more than 227 million contracts, of which 87 percent was traded electronically.

In coordination with other financial markets, some CME Group contract markets were closed, either partially or entirely, on October 29 and 30. Excluding those two days, October average daily volume would have been approximately 10.4 million contracts.

In October 2012, CME Group interest rate volume averaged 4.0 million contracts per day, down 16 percent from October 2011.

Treasury futures volume averaged 1.7 million contracts per day, down 23 percent compared with the same period a year ago. Treasury options volume averaged 355,000 contracts per day, up 22 percent from October 2011.

Eurodollar futures volume averaged 1.6 million contracts per day, down 5 percent from October 2011. Eurodollar options volume averaged 417,000 contracts per day, down 34 percent from October last year.

CME Group equity index volume in October 2012 averaged 2.3 million contracts per day, down 34 percent from the same period last year.