CHICAGO, ILLINOIS, U.S. — CME Group announced on July 3 that June 2012 volume averaged 13.1 million contracts per day, down 11% from June 2011, and down 1% from May 2012. Total volume for June was more than 276 million contracts, of which a record 86% was traded electronically. Second-quarter 2012 volume averaged 12.4 million contracts per day, down 9% year-over-year, but up 1% compared with first-quarter 2012.

In June 2012, CME Group interest rate volume averaged 5.1 million contracts per day, down 28% from June 2011. Treasury futures volume averaged 2.3 million contracts per day, while Treasury options volume averaged 307,000 contracts per day. Eurodollar futures volume averaged 1.8 million contracts per day, while Eurodollar options volume averaged 589,000 contracts per day.

CME Group equity index volume in June 2012 averaged 3.5 million contracts per day, down 1% from the same period last year.  CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 8% from June last year, reflecting average daily notional value of $128 billion, and set an all-time FX open interest record in June 2012.

CME Group energy volume averaged 1.8 million contracts per day in June 2012, up 1% compared with the same period in 2011. CME Group agricultural commodities volume averaged 1.4 million contracts per day, up 15% compared with the prior-year period. 

Electronic volume averaged 11.3 million contracts per day in June 2012, down 10% compared with June 2011. Privately negotiated volume decreased 8% to 271,000 contracts per day from the prior June. Average daily volume cleared through CME ClearPort was 400,000 contracts in June 2012, down 7% compared with June 2011. Open outcry volume averaged 1.1 million contracts per day, down 23% versus the prior-year period.