CME Group Volume Averaged 12.2 Million Contracts per Day in June 2010, Up 8 Percent, and 13.5 Million Contracts Per Day in Second Quarter, Up 31 Percent

CHICAGO, July 2 /PRNewswire-FirstCall/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that June volume averaged 12.2 million contracts per day, up 8 percent from June 2009.  Total volume was 268 million contracts for June, of which 84 percent was traded electronically.  

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In June 2010, CME Group interest rate volume averaged 4.7 million contracts per day, down 8 percent compared with the prior June.  Treasury futures volume averaged 2.0 million contracts per day, up 31 percent compared with the same period in 2009, and Treasury options volume averaged 245,000 contracts per day, down 13 percent.  Eurodollar futures volume averaged 1.7 million contracts per day, down 28 percent versus June 2009, while Eurodollar options volume averaged 644,000 contracts per day, down 24 percent.  

CME Group equity index volume averaged 3.6 million contracts per day, up 24 percent from June 2009, reflecting the second consecutive month of positive year-over-year growth since May 2009.  CME Group foreign exchange (FX) volume averaged 981,000 contracts per day, up 40 percent compared with the same period a year ago, reflecting average daily notional value of $118 billion.  

CME Group energy volume averaged 1.7 million contracts per day, up 14 percent compared with June 2009.  CME Group commodities and alternative investments volume averaged 929,000 contracts per day, up 2 percent compared with the prior June.  CME Group metals volume averaged 273,000 contracts per day, up 36 percent compared with the same period last year.

Electronic volume averaged 10.3 million contracts per day, up 14 percent from the prior June, while privately negotiated volume decreased 18 percent to 181,000 contracts per day. Average daily volume cleared through CME ClearPort was 452,000 contracts for June 2010, down 6 percent compared with June 2009.  Open outcry volume averaged 1.3 million contracts per day in June, down 21 percent versus June 2009.  

During the second quarter, CME Group interest rate volume averaged 6.1 million contracts per day, up 38 percent compared with second-quarter 2009, reflecting the highest quarter since second-quarter 2008.  Treasury futures volume averaged 2.5 million contracts per day, up 66 percent compared with the same period a year ago, and Treasury options volume averaged 274,000 contracts per day, up 5 percent.  Eurodollar futures volume averaged 2.3 million contracts per day, up 25 percent versus second-quarter 2009, while Eurodollar options volume averaged 877,000 contracts per day, up 24 percent.  

Second-quarter 2010 CME Group equity index volume averaged 3.5 million contracts per day, up 16 percent.  CME Group FX volume averaged a record 1.0 million contracts per day, up 82 percent compared with the same period a year ago, reflecting record average daily notional value for a quarter of $124 billion.

Second-quarter CME Group energy volume averaged a record 1.8 million contracts per day, up 29 percent compared with the same period last year, driven primarily by record volume for WTI and refined products.  Record WTI futures and options volume averaged 977,000 contracts per day, up 52 percent versus second-quarter 2009, while refined products averaged a record 262,000 contracts, up 36 percent.  CME Group commodities and alternative investments volume averaged 855,000 contracts per day, up 5 percent from second-quarter 2009.  CME Group metals volume averaged 308,000 contracts per day in second-quarter 2010, up 62 percent compared with the prior second quarter.

Electronic volume averaged a record 11.3 million contracts per day, up 37 percent from the prior second quarter, while privately negotiated volume increased 14 percent to 198,000 contracts per day.  Average daily volume cleared through CME ClearPort was 448,000 contracts for second-quarter 2010, down 6 percent compared with second-quarter 2009.  Second-quarter open outcry volume averaged 1.5 million contracts per day, up 8 percent versus second-quarter 2009.  

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