CHICAGO, Sept. 2 /PRNewswire-FirstCall/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that August volume averaged 11.7 million contracts per
day, up 15 percent from August 2009
and up 8 percent sequentially. Total volume was 258 million
contracts for August, of which 82 percent was traded
electronically.
In August 2010, CME Group interest
rate volume averaged 5.4 million contracts per day, up 15 percent
compared with the prior August, and up 21 percent sequentially.
Treasury futures volume averaged 2.8 million contracts per
day, up 34 percent compared with the same period in 2009, and
Treasury options volume averaged 364,000 contracts per day, up 76
percent. Eurodollar futures volume averaged 1.6 million
contracts per day, down 10 percent versus August 2009, and Eurodollar options volume
averaged 664,000 contracts per day, down 1 percent.
CME Group equity index volume averaged 2.6 million contracts per
day, up 5 percent from August 2009.
CME Group foreign exchange (FX) volume averaged 818,000
contracts per day, up 33 percent compared with the same period a
year ago, reflecting average daily notional value of $104 billion. The Bank for International
Settlements showed 20 percent growth for the global FX market over
a three-year period (April 2007-
April 2010), during which time CME
Group's FX volumes grew 94 percent.
CME Group energy volume averaged 1.7 million contracts per day,
up 16 percent compared with August
2009, and up 13 percent sequentially. CME Group
commodities volume averaged 964,000 contracts per day, up 31
percent compared with the prior August, and up 12 percent from
July 2010. CME Group metals
volume averaged 226,000 contracts per day, up 23 percent compared
with the same period last year.
Electronic volume averaged 9.7 million contracts per day, up 17
percent from the prior August, while privately negotiated volume
increased 28 percent to 196,000 contracts per day. Average daily
volume cleared through CME ClearPort was 495,000 contracts for
August 2010, up 13 percent compared
with August 2009. Open outcry
volume averaged 1.4 million contracts per day in August, up 3
percent versus August 2009.
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|
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
Total Exchange
ADV
( in thousands)
|
|
|
|
|
Aug 2010
|
Aug 2009
|
|
|
Trading Days
|
22
|
21
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Aug 2010
|
Aug 2009
|
Percent Change
|
|
Interest Rates
|
5,427
|
4,738
|
15%
|
|
Equity Index
|
2,584
|
2,452
|
5%
|
|
FX
|
818
|
616
|
33%
|
|
Energy (including
CME ClearPort)
|
1,704*
|
1,469
|
16%
|
|
Commodities
|
964
|
735
|
31%
|
|
Metals (including
CME ClearPort)
|
226
|
183
|
23%
|
|
Total
|
11,722
|
10,193
|
15%
|
|
|
|
|
|
VENUE
|
Aug 2010
|
Aug 2009
|
Percent Change
|
|
Open outcry
|
1,380
|
1,334
|
3%
|
|
CME Globex
|
9,652
|
8,267
|
17%
|
|
Privately negotiated
|
196
|
152
|
28%
|
|
CME ClearPort (OTC)
|
495
|
440
|
13%
|
|
|
|
|
|
|
|
|
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*The PJM daily electricity swap futures contracts, which have an
average rate per contract of approximately 10 cents, averaged 64,122 in August 2010. This accounted for approximately 4
percent of the total Energy volume in August
2010, down from 7 percent in July
2010.
ROLLING THREE-MONTH
AVERAGES
Average Daily Volume
(In thousands)
|
|
|
3-Month Period
Ending
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|
PRODUCT LINE
|
Aug-10
|
Jul-10
|
Jun-10
|
May-10
|
|
Interest Rates
|
4,875
|
5,708
|
6,074
|
6,147
|
|
Equity Index
|
3,019
|
3,555
|
3,455
|
3,119
|
|
FX
|
878
|
1,035
|
1,035
|
1,008
|
|
Energy
|
1,626
|
1,718
|
1,798
|
1,737
|
|
Commodities
|
918
|
843
|
855
|
773
|
|
Metals
|
266
|
322
|
308
|
315
|
|
Total
|
11,583
|
13,180
|
13,525
|
13,098
|
|
|
|
|
|
|
|
VENUE
|
Aug-10
|
Jul-10
|
Jun-10
|
May-10
|
|
Open outcry
|
1,288
|
1,473
|
1,538
|
1,540
|
|
Electronic
|
9,650
|
11,043
|
11,340
|
10,916
|
|
Privately negotiated
|
177
|
192
|
198
|
196
|
|
CME ClearPort (OTC)
|
469
|
472
|
448
|
445
|
|
|
|
|
|
|
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|
Average Rate Per
Contract (In dollars)
|
|
|
3-Month Period
Ending
|
|
PRODUCT LINE
|
Jul-10
|
Jun-10
|
May-10
|
Apr-10
|
|
Interest Rates
|
0.486
|
0.481
|
0.484
|
0.492
|
|
Equity Index
|
0.715
|
0.713
|
0.713
|
0.712
|
|
FX
|
0.790
|
0.798
|
0.809
|
0.811
|
|
Energy
|
1.553
|
1.581
|
1.604
|
1.628
|
|
Commodities
|
1.294
|
1.282
|
1.265
|
1.248
|
|
Metals
|
1.775
|
1.749
|
1.776
|
1.696
|
|
Total
|
0.794
|
0.790
|
0.789
|
0.809
|
|
|
|
|
|
|
|
VENUE
|
Jul-10
|
Jun-10
|
May-10
|
Apr-10
|
|
Exchange-Traded
|
0.737
|
0.732
|
0.730
|
0.746
|
|
CME ClearPort (OTC)
|
2.332
|
2.489
|
2.478
|
2.465
|
|
|
|
|
|
|
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|
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.
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
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
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