CHICAGO, Oct. 4 /PRNewswire-FirstCall/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that September volume averaged 12.1 million contracts per
day, up 15 percent from September
2009 and up 3 percent sequentially. Total volume for
September was 254 million contracts, of which 83 percent was traded
electronically.
In September 2010, CME Group
interest rate volume averaged 5.1 million contracts per day, up 17
percent compared with the prior September. Treasury futures
volume averaged 2.2 million contracts per day, up 44 percent
compared with the same period in 2009, and Treasury options volume
averaged 395,000 contracts per day, up 99 percent. Eurodollar
futures volume averaged 1.8 million contracts per day, down 4
percent versus September 2009, and
Eurodollar options volume averaged 615,000 contracts per day, down
6 percent.
CME Group equity index volume averaged 3.0 million contracts per
day, in line with September 2009, and
up 16 percent sequentially. CME Group foreign exchange (FX)
volume averaged 951,000 contracts per day, up 26 percent compared
with the same period a year ago, reflecting average daily notional
value of $123 billion.
CME Group energy volume averaged 1.8 million contracts per day,
up 13 percent compared with September
2009. CME Group commodities volume averaged 1.0
million contracts per day, up 56 percent compared with the prior
September. CME Group metals volume averaged 246,000 contracts
per day, up 10 percent compared with the same period last year.
Electronic volume averaged 10.1 million contracts per day, up 16
percent from the prior September, while privately negotiated volume
increased 34 percent to 195,000 contracts per day. Average daily
volume cleared through CME ClearPort was 450,000 contracts for
September 2010, down 8 percent
compared with September 2009.
Open outcry volume averaged 1.4 million contracts per day in
September, up 10 percent versus September
2009.
During the third quarter, CME Group interest rate volume
averaged 5.0 million contracts per day, up 14 percent compared with
third-quarter 2009. Treasury futures volume averaged 2.3
million contracts per day, up 38 percent compared with the same
period a year ago, and Treasury options volume averaged 331,000
contracts per day, up 62 percent. Eurodollar futures volume
averaged 1.6 million contracts per day, down 10 percent versus
third-quarter 2009, while Eurodollar options volume averaged
646,000 contracts per day, flat compared with the prior third
quarter.
Third-quarter 2010 CME Group equity index volume averaged 2.8
million contracts per day, up 6 percent. CME Group FX volume
averaged 866,000 contracts per day, up 31 percent compared with the
same period a year ago, reflecting average daily notional value of
$110 billion.
Third-quarter CME Group energy volume averaged 1.7 million
contracts per day, up 12 percent compared with the same period last
year. CME Group commodities and alternative investments
volume averaged 941,000 contracts per day, up 33 percent from
third-quarter 2009. CME Group metals volume averaged 257,000
contracts per day in third-quarter 2010, up 28 percent compared
with the prior third quarter.
Electronic volume averaged 9.6 million contracts per day, up 16
percent from the prior third quarter, while privately negotiated
volume increased 21 percent to 181,000 contracts per day.
Average daily volume cleared through CME ClearPort was
468,000 contracts for third-quarter 2010, up 3 percent compared
with third-quarter 2009. Third-quarter open outcry volume
averaged 1.3 million contracts per day, up 5 percent versus
third-quarter 2009.
|
|
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
Total Exchange
ADV
( in thousands)
|
|
|
|
|
Sep 2010
|
Sep 2009
|
|
|
Trading Days
|
21
|
21
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Sep 2010
|
Sep 2009
|
Percent Change
|
|
Interest Rates
|
5,130
|
4,373
|
17%
|
|
Equity Index
|
3,004
|
2,990
|
0%
|
|
FX
|
951
|
756
|
26%
|
|
Energy (including
CME ClearPort)
|
1,761*
|
1,564
|
13%
|
|
Commodities
|
1,000
|
640
|
56%
|
|
Metals (including
CME ClearPort)
|
246
|
225
|
10%
|
|
Total
|
12,092
|
10,547
|
15%
|
|
|
|
|
|
|
|
|
|
|
|
VENUE
|
Sep 2010
|
Sep 2009
|
Percent Change
|
|
Open outcry
|
1,392
|
1,268
|
10%
|
|
CME Globex
|
10,054
|
8,645
|
16%
|
|
Privately negotiated
|
195
|
146
|
34%
|
|
CME ClearPort (OTC)
|
450
|
489
|
-8%
|
|
|
|
*The PJM daily electricity swap
futures contracts, which have an average rate per contract of
approximately 10 cents, averaged 39,334 in September 2010. This
accounted for approximately 2 percent of the total Energy volume in
September 2010, down from 4 percent in August 2010.
|
|
|
|
|
|
|
|
QUARTERLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
Total Exchange
ADV
( in thousands)
|
|
|
|
|
Q3 2010
|
Q3 2009
|
|
|
Trading Days
|
64
|
64
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Q3 2010
|
Q3 2009
|
Percent Change
|
|
Interest Rates
|
5,020
|
4,422
|
14%
|
|
Equity Index
|
2,809
|
2,656
|
6%
|
|
FX
|
866
|
660
|
31%
|
|
Energy (including
CME ClearPort)
|
1,657*
|
1,483
|
12%
|
|
Commodities
|
941
|
708
|
33%
|
|
Metals (including
CME ClearPort)
|
257
|
201
|
28%
|
|
Total
|
11,550
|
10,131
|
14%
|
|
|
|
|
|
VENUE
|
Q3 2010
|
Q3 2009
|
Percent Change
|
|
Open outcry
|
1,327
|
1,261
|
5%
|
|
CME Globex
|
9,574
|
8,267
|
16%
|
|
Privately negotiated
|
181
|
149
|
21%
|
|
CME ClearPort (OTC)
|
468
|
453
|
3%
|
|
|
|
*The PJM daily electricity swap
futures contracts, which have an average rate per contract of
approximately 10 cents, averaged 70,597 in third-quarter 2010. This
accounted for approximately 4 percent of the total Energy volume in
third-quarter 2010, up from 2 percent in second-quarter
2010.
|
|
|
|
|
|
|
|
|
ROLLING THREE-MONTH
AVERAGES
Average Daily Volume
(In thousands)
|
|
|
3-Month Period
Ending
|
|
PRODUCT LINE
|
Sep-10
|
Aug-10
|
Jul-10
|
Jun-10
|
|
Interest Rates
|
5,020
|
4,875
|
5,708
|
6,074
|
|
Equity Index
|
2,809
|
3,019
|
3,555
|
3,455
|
|
FX
|
866
|
878
|
1,035
|
1,035
|
|
Energy
|
1,657
|
1,626
|
1,718
|
1,798
|
|
Commodities
|
941
|
918
|
843
|
855
|
|
Metals
|
257
|
266
|
322
|
308
|
|
Total
|
11,550
|
11,583
|
13,180
|
13,525
|
|
|
|
|
|
|
|
VENUE
|
Sep-10
|
Aug-10
|
Jul-10
|
Jun-10
|
|
Open outcry
|
1,327
|
1,288
|
1,473
|
1,538
|
|
Electronic
|
9,574
|
9,650
|
11,043
|
11,340
|
|
Privately negotiated
|
181
|
177
|
192
|
198
|
|
CME ClearPort (OTC)
|
468
|
469
|
472
|
448
|
|
|
|
|
|
|
|
|
Average
Rate Per Contract
(In dollars)
|
|
|
3-Month Period
Ending
|
|
PRODUCT LINE
|
Aug-10
|
Jul-10
|
Jun-10
|
May-10
|
|
Interest Rates
|
0.493
|
0.486
|
0.481
|
0.484
|
|
Equity Index
|
0.709
|
0.715
|
0.713
|
0.713
|
|
FX
|
0.791
|
0.790
|
0.798
|
0.809
|
|
Energy
|
1.542
|
1.553
|
1.581
|
1.604
|
|
Commodities
|
1.287
|
1.294
|
1.282
|
1.265
|
|
Metals
|
1.743
|
1.775
|
1.749
|
1.776
|
|
Total
|
0.811
|
0.794
|
0.790
|
0.789
|
|
|
|
|
|
|
|
VENUE
|
Aug-10
|
July-10
|
Jun-10
|
May-10
|
|
Exchange-Traded
|
0.747
|
0.737
|
0.732
|
0.730
|
|
CME ClearPort (OTC)
|
2.317
|
2.332
|
2.489
|
2.478
|
|
|
|
|
|
|
|
|
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
Copyright t. 4 PR Newswire