News Release

CME Group Volume Averaged 12.4 Million Contracts per Day in October 2011, Up 9 Percent from October 2010

Wed Nov 02 2011

CHICAGO, Nov. 2, 2011 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced October volume averaged 12.4 million contracts per day, up 9 percent from October 2010.  Total volume for October was 261 million contracts, of which 85 percent was traded electronically.

In October 2011, CME Group interest rate volume averaged 4.8 million contracts per day, up 2 percent compared with October 2010.  Treasury futures volume averaged 2.2 million contracts per day, up 8 percent compared with same period a year ago.  Treasury options volume averaged 290,000 contracts per day, down 21 percent from October 2010.  Eurodollar futures volume averaged 1.6 million contracts per day, in line with the prior October, and Eurodollar options volume averaged 629,000 contracts per day, up 1 percent.

CME Group equity index volume averaged 3.4 million contracts per day, up 29 percent from October 2010.  CME Group foreign exchange (FX) volume averaged 926,000 contracts per day, up 4 percent compared with the same period a year ago, reflecting average daily notional value of $122 billion.

CME Group energy volume averaged 1.9 million contracts per day, up 10 percent compared with October 2010.  CME Group agricultural commodities volume averaged 1.1 million contracts per day, down 3 percent compared with the prior October.  CME Group metals volume averaged 303,000 contracts per day, down 14 percent compared with the same period last year.

Electronic volume averaged 10.5 million contracts per day in October 2011, up 11 percent from October 2010, while privately negotiated volume increased 1 percent, to 212,000 contracts per day.  Average daily volume cleared through CME ClearPort was 492,000 contracts in October 2011, up 10 percent compared with October 2010.  Open outcry volume averaged 1.2 million contracts per day, down 11 percent versus the prior October.


MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



Oct 2011

Oct 2010


Trading Days

21

21






PRODUCT LINE

Oct 2011

Oct 2010

Percent Change

Interest Rates

4,799

4,722

2%

Equity Index

3,439

2,657

29%

FX

926

889

4%

Energy (including CME ClearPort)

1,876

1,712

10%

Agricultural Commodities

1,078

1,113

-3%

Metals (including CME ClearPort)

303

351

-14%

    Total

12,421

11,445

9%





VENUE

Oct 2011

Oct 2010

Percent Change

Open outcry

1,203

1,344

-11%

CME Globex

10,514

9,444

11%

Privately negotiated

212

209

1%

CME ClearPort (OTC)

492

447

10%




ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)



3-Month Period Ending

PRODUCT LINE

Oct-11

Sep-11

Aug-11

Jul-11

Interest Rates

6,085

6,518

7,095

6,572

Equity Index

4,202

4,040

3,745

3,051

FX

1,000

988

954

946

Energy

1,805

1,670

1,695

1,683

Agricultural Commodities

1,070

1,032

1,074

1,054

Metals

429

454

411

388

    Total

14,591

14,702

14,974

13,695






VENUE

Oct-11

Sep-11

Aug-11

Jul-11

Open outcry

1,512

1,557

1,573

1,391

Electronic

12,354

12,463

12,701

11,658

Privately negotiated

254

257

275

236

CME ClearPort (OTC)

470

426

426

409




Average Rate Per Contract (In dollars)



3-Month Period Ending

PRODUCT LINE

Sep-11

Aug-11

Jul-11

Jun-11

Interest Rates

0.479

0.480

0.485

0.486

Equity Index

0.703

0.708

0.704

0.709

FX

0.801

0.829

0.850

0.868

Energy

1.580

1.593

1.611

1.595

Agricultural Commodities

1.264

1.305

1.330

1.303

Metals

1.649

1.620

1.668

1.636

    Total

0.779

0.776

0.796

0.807






VENUE

Sep-11

Aug-11

Jul-11

Jun-11

Exchange-Traded

0.724

0.721

0.736

0.745

CME ClearPort (OTC)

2.621

2.651

2.739

2.665




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.

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 world's leading central counterparty clearing providers, which offers 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.

CME Group is a trademark of CME Group Inc. The Globe Logo, CME, Globex and Chicago Mercantile Exchange are trademarks of Chicago Mercantile Exchange Inc.  CBOT and the Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago, Inc.  NYMEX, New York Mercantile Exchange and ClearPort are registered 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

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