CME Group Volume Averaged 10.8 Million Contracts per Day in October 2009, Up 2 Percent from September 2009
November 03 2009 - 8:00AM
PR Newswire (US)
- Highest first month of a quarter volume to date in 2009 -
Double-digit year-over-year growth in FX, energy and metals -
Highest monthly energy and metals volumes to date in 2009 - Record
non-roll month average daily notional value traded in FX of $99
billion - Best year-over-year performance to date in 2009 for
interest rates CHICAGO, Nov. 3 /PRNewswire-FirstCall/ -- CME Group,
the world's largest and most diverse derivatives marketplace, today
announced that October volume averaged 10.8 million contracts per
day, down 13 percent from October 2008, but up 2 percent from
September 2009. Total volume was 237 million contracts for October,
of which 82 percent was traded electronically, and represented the
highest first month of a quarter volume to date in 2009. Electronic
volume averaged 8.9 million contracts per day, down 11 percent from
the prior October, but up 3 percent compared with September 2009.
Average daily volume cleared through CME ClearPort was 559,000
contracts for October 2009, up 16 percent compared with October
2008, and up 14 percent sequentially. CME Group year-to-date volume
through October averaged 10.3 million contracts per day. In
October, CME Group interest rate volume demonstrated the best
year-over-year growth so far in 2009, averaging 4.5 million
contracts per day, down only 2 percent compared with October 2008,
but up 2 percent compared with the prior month. Eurodollar futures
volume averaged 1.8 million contracts per day, up 4 percent versus
October 2008, and Treasury futures volume averaged 1.8 million
contracts per day, up 12 percent compared with the same period a
year ago. CME Group equity index volume averaged 2.8 million
contracts per day, down 43 percent compared with October 2008. CME
Group foreign exchange (FX) volume experienced its highest non-roll
month to date in 2009, up 33 percent compared with the prior
October to average 747,000 contracts per day, reflecting average
daily notional value of approximately $99 billion, a record for a
non-roll month. CME Group energy volume, which includes volume
cleared through CME ClearPort, averaged 1.7 million contracts per
day for October 2009, up 22 percent compared with the same period
last year, and up 10 percent compared with September 2009. CME
Group commodities and alternative investments volume averaged
785,000 contracts per day, up 2 percent from October 2008, and up
23 percent sequentially. CME Group metals volume, which includes
volume cleared through CME ClearPort, averaged 239,000 contracts
per day for October 2009, up 16 percent compared with the prior
October, and up 6 percent from September 2009. 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, and HuRLO products. MONTHLY AVERAGE DAILY
VOLUME (ADV) Total Exchange Pro Forma ADV (CME, CBOT and NYMEX
combined, in thousands) Oct 2009 Oct 2008 -------- -------- Trading
Days 22 23 PRODUCT LINE Oct 2009 Oct 2008 Percent Change --------
-------- -------------- Interest Rates 4,472 4,566 -2% Equity Index
2,824 4,930 -43% FX 747 561 33% Energy (including CME ClearPort)
1,726* 1,413 22% Commodities and Alt. Inv. 785 772 2% Metals
(including CME ClearPort) 239 206 16% --- --- --- Total 10,793
12,448 -13% Oct 2009 Oct 2008 Percent Change -------- --------
-------------- VENUE Open outcry 1,186 1,743 -32% CME Globex 8,873
10,023 -11% Privately negotiated 175 199 -12% CME ClearPort (OTC)
559 484 16% *The PJM daily electricity swap futures contracts,
which have an average rate per contract of approximately 10 cents,
averaged 128,685 contracts per day in October 2009. This accounted
for approximately 7 percent of the total Energy volume in October
2009. ROLLING THREE-MONTH AVERAGES Average Daily Volume (In
thousands) 3-Month Period Ending PRODUCT LINE Oct-09 Sep-09 Aug-09
Jul-09 Interest Rates 4,527 4,422 4,670 4,664 Equity Index 2,756
2,656 2,639 2,812 FX 707 660 644 622 Energy 1,588 1,484 1,450 1,430
Commodities/Alt. Investments 721 708 799 799 Metals 216 201 193 201
--- --- --- --- Total 10,515 10,132 10,395 10,527 Oct-09 Sep-09
Aug-09 Jul-09 VENUE Open outcry 1,261 1,264 1,382 1,444 Electronic
8,599 8,267 8,389 8,446 Privately negotiated 158 147 173 177 CME
ClearPort (OTC) 497 453 451 460 Average Rate Per Contract (In
dollars) 3-Month Period Ending PRODUCT LINE Sep-09 Aug-09 Jul-09
Jun-09 Interest Rates 0.505 0.511 0.518 0.525 Equity Index 0.722
0.727 0.720 0.712 FX 0.853 0.876 0.874 0.901 Energy 1.694 1.677
1.673 1.653 Commodities/Alt. Investments 1.199 1.175 1.129 1.130
Metals 1.849 1.823 1.803 1.808 ----- ----- ----- ----- Total 0.834
0.826 0.821 0.823 VENUE Sep-09 Aug-09 Jul-09 Jun-09 Exchange-Traded
0.765 0.764 0.759 0.765 CME ClearPort (OTC) 2.304 2.195 2.163 2.031
As the world's largest and most diverse derivatives marketplace,
CME Group (http://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
http://www.cmegroup.com/. CME-G DATASOURCE: CME Group CONTACT:
Media, William Parke, +1-312-930-3467, or Pamela Plehn,
+1-312-930-3446, , or Investors, John Peschier, +1-312-930-8491,
all of CME Group Web Site: http://www.cmegroup.com/
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