News Release

CME Group Volume Averaged 12.7 Million Contracts per Day in July 2011, Up 17 Percent from July 2010

Tue Aug 02 2011

CHICAGO, Aug. 2, 2011 /PRNewswire/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced July volume averaged 12.7 million contracts per day, up 17 percent from July 2010.  Total volume for July was 253 million contracts, of which 85 percent was traded electronically.  July 2011 month-end open interest reached 97 million contracts, up 8 percent from the same period last year.

In July 2011, CME Group interest rate volume averaged 6.1 million contracts per day, up 37 percent compared with July 2010.  Treasury futures volume averaged 2.6 million contracts per day, up 29 percent compared with same period a year ago.  Treasury options volume averaged 342,000 contracts per day, up 46 percent from July 2010.  Eurodollar futures volume averaged 2.3 million contracts per day, up 52 percent versus prior June, and Eurodollar options volume averaged 781,000 contracts per day, up 19 percent, and included a monthly record for 2-Year Eurodollar Mid-curve options, surpassing last month's record by 25 percent.

CME Group equity index volume averaged 2.9 million contracts per day, up 1 percent from July 2010, and included record July volume for the End of Month E-mini S&P options product.  CME Group foreign exchange (FX) volume averaged 885,000 contracts per day, up 6 percent compared with the same period a year ago, reflecting average daily notional value of $125 billion.

CME Group energy volume averaged 1.4 million contracts per day, down 4 percent compared with July 2010.  CME Group agricultural commodities volume averaged 955,000 contracts per day, up 11 percent compared with the prior July.  CME Group metals volume averaged 377,000 contracts per day, up 26 percent compared with the same period last year, and up 16 percent sequentially.

Electronic volume averaged 10.8 million contracts per day in July 2011, up 19 percent from July 2010, while privately negotiated volume increased 43 percent to 219,000 contracts per day.  Average daily volume cleared through CME ClearPort was 350,000 contracts, down 24 percent compared with July 2010.  Open outcry volume averaged 1.3 million contracts per day, up 10 percent versus the prior July.

MONTHLY AVERAGE DAILY VOLUME (ADV)





Total Exchange ADV

( in thousands)



July 2011

July 2010


Trading Days

20

21






PRODUCT LINE

July 2011

July 2010

Percent Change

Interest Rates

6,121

4,484

37%

Equity Index

2,883

2,850

1%

FX

885

833

6%

Energy (including CME ClearPort)

1,447

1,504

-4%

Agricultural Commodities

955

858

11%

Metals (including CME ClearPort)

377

300

26%

    Total

12,668

10,829

17%





VENUE

July 2011

July 2010

Percent Change

Open outcry

1,332

1,206

10%

CME Globex

10,768

9,012

19%

Privately negotiated

219

153

43%

CME ClearPort (OTC)

350

459

-24%



ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)


3-Month Period Ending

PRODUCT LINE

Jul-11

Jun-11

May-11

Apr-11

Interest Rates

6,572

6,449

6,299

6,560

Equity Index

3,051

2,842

2,852

2,800

FX

946

918

928

915

Energy

1,683

1,757

1,769

1,866

Agricultural Commodities

1,054

1,159

1,117

1,228

Metals

388

403

416

380

    Total

13,695

13,528

13,380

13,750






VENUE

Jul-11

Jun-11

May-11

Apr-11

Open outcry

1,391

1,393

1,386

1,491

Electronic

11,658

11,454

11,312

11,523

Privately negotiated

236

242

222

241

CME ClearPort (OTC)

409

438

460

494



Average Rate Per Contract (In dollars)


3-Month Period Ending

PRODUCT LINE

Jun-11

May-11

Apr-11

Mar-11

Interest Rates

0.486

0.486

0.484

0.481

Equity Index

0.709

0.706

0.712

0.705

FX

0.868

0.845

0.840

0.823

Energy

1.595

1.574

1.585

1.573

Agricultural Commodities

1.303

1.266

1.265

1.271

Metals

1.636

1.687

1.697

1.732

    Total

0.807

0.804

0.807

0.808






VENUE

Jun-11

May-11

Apr-11

Mar-11

Exchange-Traded

0.745

0.741

0.741

0.740

CME ClearPort (OTC)

2.665

2.582

2.574

2.630



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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