News Release

CME Group Volume Averaged 9.2 Million Contracts Per Day in December 2009, Up 13 Percent From December 2008

Tue Jan 05 2010

CHICAGO, Jan. 5 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives marketplace, today announced that December volume averaged 9.2 million contracts per day, up 13 percent from December 2008, and represented the second consecutive month of positive year-over-year growth in 2009. Total volume was 202 million contracts for December, of which 82 percent was traded electronically. Electronic volume averaged 7.5 million contracts per day, up 17 percent from the prior December. Average daily volume cleared through CME ClearPort was 403,000 contracts for December 2009, down 1 percent compared with December 2008. CME Group fourth-quarter volume averaged 10.2 million contracts per day, down one percent from December 2008, but up one percent versus third-quarter 2009. CME Group 2009 volume averaged 10.3 million contracts per day, down 20 percent from 2008.

In December, CME Group interest rate volume demonstrated the best monthly year-over-year growth in 2009, averaging 3.9 million contracts per day, up 42 percent compared with December 2008. Eurodollar futures volume averaged 1.7 million contracts per day, up 38 percent versus December 2008, while Eurodollar options volume averaged 539,000 contracts per day, up 11 percent. Treasury futures volume averaged 1.4 million contracts per day, up 64 percent compared with the same period in 2008, and Treasury options volume averaged 236,000 contracts per day, up 63 percent. CME Group equity index volume averaged 2.2 million contracts per day, down 27 percent from December 2008. CME Group foreign exchange (FX) volume averaged 735,000 contracts per day, up 81 percent compared with the same period a year ago, reflecting average daily notional value of approximately $96 billion. CME Group energy volume averaged 1.4 million contracts per day in December, up 21 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 614,000 contracts per day, up 6 percent from December 2008. CME Group metals volume averaged 273,000 contracts per day in December 2009, up 111 percent compared with the prior December.

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, Swapstream products, HuRLO products and credit default swap clearing.

During the fourth quarter, CME Group interest rate volume demonstrated the only positive quarterly year-over-year growth of 2009, averaging 4.4 million contracts per day, up 18 percent compared with fourth-quarter 2008. Eurodollar futures volume averaged 1.7 million contracts per day, up 20 percent versus fourth-quarter 2008, while Eurodollar options volume averaged 591,000 contracts per day, down 7 percent. Treasury futures volume averaged 1.8 million contracts per day, up 34 percent compared with the same period a year ago, and Treasury options volume averaged 227,000 contracts per day, up 4 percent. CME Group equity index volume averaged 2.5 million contracts per day, down 37 percent. CME Group FX volume averaged 754,000 contracts per day, up 57 percent compared with the same period a year ago, reflecting average daily notional value of approximately $100 billion. Fourth quarter CME Group energy volume averaged 1.6 million contracts per day, up 21 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 750,000 contracts per day, up 9 percent from fourth-quarter 2008. CME Group metals volume averaged 292,000 contracts per day in fourth-quarter 2009, up 59 percent compared with the prior fourth quarter, and up 45 percent sequentially.



    MONTHLY AVERAGE DAILY VOLUME (ADV)


                               Total Exchange Pro Forma ADV
                       (CME, CBOT and NYMEX combined, in thousands)

                               Dec 2009          Dec 2008
                               --------          --------
    Trading Days                  22                22

    PRODUCT LINE               Dec 2009          Dec 2008      Percent Change
                               --------          --------      --------------
    Interest
     Rates                        3,886             2,741                 42%
    Equity Index                  2,237             3,083                -27%
    FX                              735               405                 81%
    Energy
     (including CME ClearPort)    1,448*            1,196                 21%
    Commodities and Alt. Inv.       614               577                  6%
    Metals
     (including CME ClearPort)      273               130                111%
                                    ---               ---                ---
         Total                    9,191             8,132                 13%



                                                                      Percent
    VENUE                           Dec 2009        Dec 2008          Change
                                    --------         --------         -------
    Open outcry                      1,087            1,156             -6%
    CME Globex                       7,540            6,432             17%
    Privately negotiated               160              137             17%
    CME ClearPort (OTC)                403              407             -1%

*The PJM daily electricity swap futures contracts, which have an average rate per contract of approximately 10 cents, averaged 36,555 in December 2009. This accounted for approximately 3 percent of the total Energy volume in December 2009, even with 3 percent in November 2009.


    QUARTERLY AVERAGE DAILY VOLUME (ADV)


                                 Total Exchange Pro Forma ADV
                         (CME, CBOT and NYMEX combined, in thousands)

                                Q4 2009           Q4 2008
                                -------           -------
    Trading Days                    64                64
                                                                   Percent
    PRODUCT LINE                Q4 2009           Q4 2008          Change
                                -------           -------         --------
    Interest Rates               4,368             3,692            18%
    Equity Index                 2,514             3,993           -37%
    FX                             754               481            57%
    Energy
     (including CME ClearPort)   1,564*            1,290            21%
    Commodities and Alt. Inv.      750               691             9%
    Metals
     (including CME ClearPort)     292               184            59%
                                   ---               ---            ---
         Total                  10,243            10,331            -1%


                                                                      Percent
    VENUE                           Q4 2009          Q4 2008           Change
                                    -------          -------          -------
    Open outcry                      1,210            1,456              -17%
    CME Globex                       8,399            8,272                2%
    Privately negotiated               170              168                1%
    CME ClearPort (OTC)                464              436                6%

*The PJM daily electricity swap futures contracts, which have an average rate per contract of approximately 10 cents, averaged 71,007 contracts per day in fourth-quarter 2009. This accounted for approximately 5 percent of the total Energy volume in fourth-quarter 2009, up from 2 percent in third-quarter 2009.


    ANNUAL AVERAGE DAILY VOLUME (ADV)


                                 Total Exchange Pro Forma ADV
                         (CME, CBOT and NYMEX combined, in thousands)

                            2009              2008
                            ----              ----
    Trading Days             252               253
                                                             Percent
    PRODUCT LINE            2009              2008           Change
                            ----              ----           -------
    Interest Rates         4,260             6,085              -30%
    Equity Index           2,916             3,663              -20%
    FX                       624               624                0%
    Energy
     (including CME
     ClearPort)            1,492             1,439                4%
    Commodities and
     Alt. Inv.               741               848              -13%
    Metals
     (including CME
     ClearPort)              225               234               -4%
                             ---               ---              ---
         Total            10,258            12,893              -20%



    VENUE                 2009   2008    Percent Change
                          ----   ----    --------------
    Open outcry          1,309  2,006              -35%
    CME Globex           8,290 10,270              -19%
    Privately negotiated   164    195              -16%
    CME ClearPort (OTC)    494    422               17%



    ROLLING THREE-MONTH AVERAGES

    Average Daily Volume (In thousands)

                                      3-Month Period Ending

    PRODUCT LINE             Dec-09     Nov-09          Oct-09     Sep-09
    Interest Rates            4,368      4,538           4,527      4,422
    Equity Index              2,514      2,770           2,756      2,656
    FX                          754        761             707        660
    Energy                    1,564      1,605           1,588      1,484
    Commodities/Alt.
     Investments                750        761             721        708
    Metals                      292        276             216        201
                                ---        ---             ---        ---
         Total               10,243     10,711          10,515     10,132

    VENUE                    Dec-09     Nov-09          Oct-09     Sep-09
    Open outcry               1,210      1,272           1,261      1,264
    Electronic                8,399      8,781           8,599      8,267
    Privately negotiated        170        165             158        147
    CME ClearPort (OTC)         464        494             497        453



    Average Rate Per Contract (In dollars)

                                     3-Month Period Ending

    PRODUCT LINE            Nov-09     Oct-09          Sep-09     Aug-09
    Interest Rates           0.506      0.502           0.505      0.511
    Equity Index             0.722      0.715           0.722      0.727
    FX                       0.802      0.824           0.853      0.876
    Energy                   1.628      1.645           1.694      1.677
    Commodities/Alt.
     Investments             1.259      1.244           1.199      1.175
    Metals                   1.898      1.868           1.849      1.823
                             -----      -----           -----      -----
         Total               0.840      0.831           0.834      0.826

    VENUE                   Nov-09     Oct-09          Sep-09     Aug-09
    Exchange-Traded          0.772      0.763           0.765      0.764
    CME ClearPort (OTC)      2.244      2.211           2.304      2.195


As the world's largest 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.

CME-G

SOURCE: CME Group

Web site: http://www.cme.com/

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