CHICAGO, Feb. 4, 2014 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that January 2014 volume averaged 12.9 million contracts per day, up 13 percent compared with January 2013. Total volume for January 2014 was more than 271 million contracts, of which 85 percent was traded electronically.

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CME Group interest rate volume averaged 6.3 million contracts per day in January, up 18 percent from January 2013. Eurodollar futures volume averaged 2.6 million contracts per day, up 34 percent from the same period a year ago. Eurodollar options volume averaged 830,000 contracts per day, up 92 percent from January last year. Treasury futures volume averaged 2.3 million contracts per day, down 5 percent compared with the same period a year ago. Treasury options volume averaged 575,000 contracts per day, up 8 percent from January 2013.

CME Group equity index volume in January 2014 averaged 2.6 million contracts per day, up 24 percent from the same period last year. CME Group foreign exchange (FX) volume averaged 822,000 contracts per day, down 9 percent from January 2013, while FX options volume was up 19 percent. The average daily notional value of FX contracts traded in January was $98 billion.

CME Group energy volume averaged 1.8 million contracts per day in January 2014, up 10 percent compared with the prior January, including particular strength in natural gas, up 30 percent year over year, as well as 77 percent growth in power contracts. CME Group agricultural commodities volume averaged 1.0 million contracts per day, down 2 percent compared with the prior-year period. CME Group metals volume in January 2014 averaged 331,000 contracts per day, down 14 percent from January 2013.

In January 2014, CME Group cleared an average $124 billion a day of notional value of OTC interest rate swaps, excluding the Martin Luther King holiday on January 20. During the month, OTC interest rate swap open interest increased 20 percent from the end of December to $10.9 trillion, which represents 52 percent of clients' total cleared OTC interest rate swap open interest.

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.



    MONTHLY AVERAGE DAILY VOLUME (ADV)


                                 Total Exchange ADV

                                  ( in thousands)


                                 Jan 2014       Jan 2013
                                 --------       --------

    Trading Days                         21             21


    PRODUCT LINE                 Jan 2014       Jan 2013      Percent Change
                                 --------       --------      --------------

    Interest Rates                    6,303          5,328                 18%

    Equity Indexes                    2,610          2,108                 24%

    Foreign Exchange (FX)               822            900                 -9%

    Energy                            1,849          1,679                 10%

    Agricultural Commodities          1,031          1,050                 -2%

    Metals                              331            384                -14%
                                        ---            ---                ---

         Total                       12,946         11,450                 13%


    VENUE                        Jan 2014       Jan 2013      Percent Change
                                 --------       --------      --------------

    Open outcry                       1,116            884                 26%

    CME Globex                       11,003          9,919                 11%

    Privately negotiated*               827            626                 32%






    ROLLING THREE-MONTH AVERAGES


    Average Daily Volume (In thousands)


                              3-Month Period Ending


    PRODUCT LINE                      Jan-14        Dec-13     Nov-13     Oct-13

    Interest
     Rates                                    5,773      5,274      5,768      5,790

    Equity
     Indexes                                  2,440      2,471      2,599      2,633

    Foreign
     Exchange
     (FX)                                       767        705        725        734

    Energy                                    1,644      1,571      1,574      1,585

    Agricultural
     Commodities                              1,011        992      1,035      1,006

    Metals                                      328        317        334        334
                                                ---        ---        ---        ---

         Total                               11,964     11,331     12,034     12,083


    VENUE                             Jan-14        Dec-13     Nov-13     Oct-13

    Open outcry                               1,007        957      1,076      1,150

    Electronic                               10,238      9,723     10,299     10,278

    Privately
     negotiated*                                719        651        659        655



    *The privately negotiated
     venue includes both
     traditional block trades
     as well as what was
     historically categorized
     as CME ClearPort.  Going
     forward there will no
     longer be a break out
     for CME ClearPort.






    Average Rate Per Contract (In dollars)


                               3-Month Period
                                    Ending


    PRODUCT LINE                   Dec-13     Nov-13    Oct-13    Sep-13

    Interest Rates                      0.504     0.499     0.482     0.484

    Equity Indexes                      0.702     0.689     0.682     0.695

    Foreign Exchange (FX)               0.835     0.833     0.823     0.819

    Energy                              1.279     1.301     1.292     1.300

    Agricultural Commodities            1.327     1.309     1.292     1.323

    Metals                              1.682     1.660     1.638     1.626
                                        -----     -----     -----     -----

         Total                          0.780     0.767     0.752     0.762

As the world's leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk. CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate. CME Group brings buyers and sellers together through its CME Globex(®) electronic trading platform and its trading facilities in New York and Chicago. CME Group also operates CME Clearing, one of the world's leading central counterparty clearing providers, which offers clearing and settlement services across asset classes for exchange-traded contracts and over-the-counter derivatives transactions. These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk.

CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago, Inc. NYMEX, New York Mercantile Exchange and ClearPort are registered trademarks of New York Mercantile Exchange, Inc. COMEX is a trademark of Commodity Exchange, Inc. KCBOT, KCBT and Kansas City Board of Trade are trademarks of The Board of Trade of Kansas City, Missouri, Inc. All other trademarks are the property of their respective owners. Further information about CME Group (NASDAQ: CME) and its products can be found at www.cmegroup.com.

CME-G

SOURCE CME Group