News Release

CME Group Volume Averaged 11.2 Million Contracts per Day in January 2010, Up 19 Percent from January 2009

Tue Feb 02 2010

CHICAGO, Feb. 2 /PRNewswire-FirstCall/ -- CME Group, the world's largest and most diverse derivatives marketplace, today announced that January volume averaged 11.2 million contracts per day, up 19 percent from January 2009. Total volume was 213 million contracts for January, of which 82 percent was traded electronically. Electronic volume averaged 9.2 million contracts per day, up 25 percent from the prior January. Average daily volume cleared through CME ClearPort was 516,000 contracts for January 2010, down 7 percent compared with January 2009, but up 28 percent compared with December 2009.

In January, CME Group interest rate volume averaged 4.8 million contracts per day, up 33 percent compared with January 2009, and up 23 percent sequentially. Treasury futures volume averaged 1.8 million contracts per day, up 71 percent compared with the same period in 2009, and Treasury options volume averaged 304,000 contracts per day, up 43 percent. Eurodollar futures volume averaged 1.9 million contracts per day, up 23 percent versus January 2009, while Eurodollar options volume averaged 686,000 contracts per day, down 3 percent. CME Group equity index volume averaged 2.9 million contracts per day, down 4 percent from January 2009. CME Group foreign exchange (FX) volume averaged 820,000 contracts per day, up 78 percent compared with the same period a year ago, reflecting average daily notional value of approximately $108 billion, a record for a non-roll month for both daily notional and volume. CME Group energy volume averaged 1.6 million contracts per day in January, up 9 percent compared with the same period last year. CME Group commodities and alternative investments volume averaged 771,000 contracts per day, up 18 percent from January 2009. CME Group metals volume averaged 355,000 contracts per day in January 2010, up 65 percent compared with the prior January.

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.




    MONTHLY AVERAGE DAILY VOLUME (ADV)


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

                                       Jan 2010      Jan 2009
                                       --------      --------
    Trading Days                             19            20

    PRODUCT LINE                       Jan 2010      Jan 2009   Percent Change
                                       --------      --------   --------------
    Interest Rates                        4,761         3,577              33%
    Equity Index                          2,861         2,986              -4%
    FX                                      820           460              78%
    Energy (including CME
     ClearPort)                           1,646*        1,510               9%
    Commodities and Alt. Inv.               771           655              18%
    Metals (including CME
     ClearPort)                             355           215              65%
                                            ---           ---              ---
         Total                           11,213         9,403              19%


    VENUE                              Jan 2010      Jan 2009   Percent Change
                                       --------      --------   --------------
    Open outcry                           1,317         1,330              -1%
    CME Globex                            9,201         7,353              25%
    Privately negotiated                    179           165               9%
    CME ClearPort (OTC)                     516           555              -7%

    * The PJM daily electricity swap futures contracts, which have an average 
      rate per contract of approximately 10 cents, averaged 78,541 in January 
      2010. This accounted for approximately 7 percent of the total Energy 
      volume in January 2010, up from 3 percent in December 2009.



    ROLLING THREE-MONTH AVERAGES

    Average Daily Volume (In thousands) 


                                        3-Month Period Ending
    PRODUCT LINE                Jan-10   Dec-09       Nov-09      Oct-09
    Interest Rates               4,453    4,368        4,538       4,527
    Equity Index                 2,510    2,514        2,770       2,756
    FX                             777      754          761         707
    Energy                       1,531    1,564        1,605       1,588
    Commodities/Alt.
     Investments                   744      750          761         721
    Metals                         331      292          276         216
                                   ---      ---          ---         ---

         Total                  10,346   10,243       10,711      10,515

    VENUE                       Jan-10   Dec-09       Nov-09      Oct-09
    Open outcry                  1,252    1,210        1,272       1,261
    Electronic                   8,478    8,399        8,781       8,599
    Privately negotiated           171      170          165         158
    CME ClearPort (OTC)            446      464          494         497


    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/

Corporate Communications

+1 312 930 3434
Email