CME Group Volume Averaged 12.1 Million Contracts per Day in September 2010, up 15 Percent, and 11.6 Million Contracts per Day in Third Quarter, up 14 Percent

CHICAGO, Oct. 4 /PRNewswire-FirstCall/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that September volume averaged 12.1 million contracts per day, up 15 percent from September 2009 and up 3 percent sequentially.  Total volume for September was 254 million contracts, of which 83 percent was traded electronically.  

In September 2010, CME Group interest rate volume averaged 5.1 million contracts per day, up 17 percent compared with the prior September.  Treasury futures volume averaged 2.2 million contracts per day, up 44 percent compared with the same period in 2009, and Treasury options volume averaged 395,000 contracts per day, up 99 percent.  Eurodollar futures volume averaged 1.8 million contracts per day, down 4 percent versus September 2009, and Eurodollar options volume averaged 615,000 contracts per day, down 6 percent.  

CME Group equity index volume averaged 3.0 million contracts per day, in line with September 2009, and up 16 percent sequentially.  CME Group foreign exchange (FX) volume averaged 951,000 contracts per day, up 26 percent compared with the same period a year ago, reflecting average daily notional value of $123 billion.

CME Group energy volume averaged 1.8 million contracts per day, up 13 percent compared with September 2009.  CME Group commodities volume averaged 1.0 million contracts per day, up 56 percent compared with the prior September.  CME Group metals volume averaged 246,000 contracts per day, up 10 percent compared with the same period last year.

Electronic volume averaged 10.1 million contracts per day, up 16 percent from the prior September, while privately negotiated volume increased 34 percent to 195,000 contracts per day. Average daily volume cleared through CME ClearPort was 450,000 contracts for September 2010, down 8 percent compared with September 2009.  Open outcry volume averaged 1.4 million contracts per day in September, up 10 percent versus September 2009.

During the third quarter, CME Group interest rate volume averaged 5.0 million contracts per day, up 14 percent compared with third-quarter 2009.  Treasury futures volume averaged 2.3 million contracts per day, up 38 percent compared with the same period a year ago, and Treasury options volume averaged 331,000 contracts per day, up 62 percent.  Eurodollar futures volume averaged 1.6 million contracts per day, down 10 percent versus third-quarter 2009, while Eurodollar options volume averaged 646,000 contracts per day, flat compared with the prior third quarter.  

Third-quarter 2010 CME Group equity index volume averaged 2.8 million contracts per day, up 6 percent.  CME Group FX volume averaged 866,000 contracts per day, up 31 percent compared with the same period a year ago, reflecting average daily notional value of $110 billion.

Third-quarter CME Group energy volume averaged 1.7 million contracts per day, up 12 percent compared with the same period last year.  CME Group commodities and alternative investments volume averaged 941,000 contracts per day, up 33 percent from third-quarter 2009.  CME Group metals volume averaged 257,000 contracts per day in third-quarter 2010, up 28 percent compared with the prior third quarter.

Electronic volume averaged 9.6 million contracts per day, up 16 percent from the prior third quarter, while privately negotiated volume increased 21 percent to 181,000 contracts per day.  Average daily volume cleared through CME ClearPort was 468,000 contracts for third-quarter 2010, up 3 percent compared with third-quarter 2009.  Third-quarter open outcry volume averaged 1.3 million contracts per day, up 5 percent versus third-quarter 2009.

Average daily volume and rate per contract figures from 2008 have been revised due to standardizing NYMEX reporting conventions to follow CME's treatment of post-trade transactions such as exercises, assignments and deliveries.

All references to CME Group volume and rate per contract information in the text of this document exclude our non-traditional TRAKRS products, for which CME Group receives significantly lower clearing fees than other CME Group products, HuRLO products and credit default swap clearing.

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 largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.  These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets. 

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex, E-mini and CME ClearPort are trademarks of Chicago Mercantile Exchange Inc.  CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago.  NYMEX and New York Mercantile Exchange are trademarks of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, 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. 

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SOURCE CME Group