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Wednesday, September 5, 2012

CME's volume falls 40% in August

(Crain's) — CME Group Inc.'s August volume declined 40 percent compared with the same month last year as low interest rates and recent market debacles carved into futures trading.

As a result, analysts have recently reduced their expectations for third-quarter earnings at Chicago-based CME, which makes money on fees every time a futures contract is traded. CME is the largest futures exchange in the world.

“CME reported official August metrics this morning that pointed to a significant slowdown in activity,” New York-based UBS analyst Alex Kramm said in a report this morning, noting that the August decline was both on a year-over-year basis and compared with July.

Volatility in the markets last August, mainly as a result of financial turmoil in the European Union countries, contributed to record futures trading at the exchange last year, but since then, investor confidence has been beaten down by a series of broker calamities, such as the recent fraud at Peregrine Financial Inc., and technology snafus, including market-maker Knight Capital Group Inc.'s slew of unintended orders that nearly destroyed the company with a $440 million loss.

CME has said that the stable, low-interest-rate environment is driving down demand for futures trading in that area. The exchange has also acknowledged that the loss of futures-trading customer money in the Peregrine and MF Global Inc. collapses has also sapped interest. While CME hasn't been directly involved in the missteps, its customers have suffered and investors have questioned the industry's regulatory framework. The company didn't immediately have any additional comment today.

The CME volume declines occurred in most contract types, with a 41 percent drop in interest rate contract trading and a 58 percent decline in equity index contracts. The exception was in agricultural commodity contracts, where there was a 2 percent rise. Open outcry trading fell more than the electronic trading and was less than half the volume last year.

The company recently cut some Chicago jobs as part of an effort to contain costs in the face of lower revenue. For the first half of the year, CME's profit dropped 31 percent to $519.7 million, on a revenue decline of 6 percent to $1.57 billion.

Mr. Kramm lowered his third-quarter earnings estimate for CME to 66 cents a share, from 71 cents a share, compared with an analyst consensus of 73 cents, according to the report. Mr. Kramm also noted that CME's revenue per contract, which varies depending on the type of contract, also “declined slightly” for the three months ending in July from the prior three-month period.

New York-based Sandler O'Neill & Partners analyst Richard Repetto lowered his third-quarter estimates on Aug. 29 in anticipation of the weak volume results, dropping his expectation to 70 cents. He noted that August open interest at the exchange, or the dollar value of trading, also sank about 16 percent.
Mr. Kramm noted that there are “revenue opportunities” for CME as a result of new regulations on over-the-counter derivatives. Specifically, regulators are seeking to have swaps publicly cleared and CME has positioned itself to grab some of that business.


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