CHICAGO, Nov. 2, 2010 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that October volume averaged 11.4 million contracts per
day, up 6 percent from October 2009.
Total volume for October was 240 million contracts, of which
83 percent was traded electronically.
In October 2010, CME Group
interest rate volume averaged 4.7 million contracts per day, up 6
percent compared with the prior October. Treasury futures
volume averaged 2.1 million contracts per day, up 17 percent
compared with the same period in 2009, and Treasury options volume
averaged 367,000 contracts per day, up 61 percent. Eurodollar
futures volume averaged 1.6 million contracts per day, down 11
percent versus October 2009, and
Eurodollar options volume averaged 625,000 contracts per day, up 11
percent.
CME Group equity index volume averaged 2.7 million contracts per
day, down 6 percent from October
2009. CME Group foreign exchange (FX) volume averaged
889,000 contracts per day, up 19 percent compared with the same
period a year ago, reflecting average daily notional value of
$121 billion.
CME Group energy volume averaged 1.7 million contracts per day,
down 1 percent compared with October
2009. CME Group commodities volume averaged a record
1.1 million contracts per day, up 42 percent compared with the
prior October. CME Group metals volume averaged 351,000
contracts per day, up 47 percent compared with the same period last
year.
Electronic volume averaged 9.4 million contracts per day, up 6
percent from the prior October, while privately negotiated volume
increased 20 percent to 209,000 contracts per day. Average daily
volume cleared through CME ClearPort was 447,000 contracts for
October 2010, down 20 percent
compared with October 2009.
Open outcry volume averaged 1.3 million contracts per day in
October, up 13 percent versus October
2009.
|
|
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
Total
Exchange ADV
( in thousands)
|
|
|
|
|
Oct
2010
|
Oct
2009
|
|
|
Trading Days
|
21
|
22
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Oct
2010
|
Oct
2009
|
Percent Change
|
|
Interest Rates
|
4,722
|
4,472
|
6%
|
|
Equity Index
|
2,657
|
2,824
|
-6%
|
|
FX
|
889
|
747
|
19%
|
|
Energy (including
CME ClearPort)
|
1,712*
|
1,726
|
-1%
|
|
Commodities
|
1,113
|
785
|
42%
|
|
Metals (including
CME ClearPort)
|
351
|
239
|
47%
|
|
Total
|
11,445
|
10,793
|
6%
|
|
|
|
|
|
|
VENUE
|
Oct
2010
|
Oct
2009
|
Percent
Change
|
|
Open outcry
|
1,344
|
1,186
|
13%
|
|
CME Globex
|
9,444
|
8,873
|
6%
|
|
Privately negotiated
|
209
|
175
|
20%
|
|
CME ClearPort (OTC)
|
447
|
559
|
-20%
|
|
|
|
|
|
|
|
*The PJM daily electricity swap
futures contracts, which have an average rate per contract of
approximately 10 cents, averaged 45,052 in October 2010. This
accounted for approximately 3 percent of the total Energy volume in
October 2010, in line with the percentage in September
2010.
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|
|
ROLLING THREE-MONTH
AVERAGES
|
|
Average Daily Volume
(In thousands)
|
|
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Oct-10
|
Sep-10
|
Aug-10
|
Jul-10
|
|
Interest Rates
|
5,098
|
5,020
|
4,875
|
5,708
|
|
Equity Index
|
2,746
|
2,809
|
3,019
|
3,555
|
|
FX
|
885
|
866
|
878
|
1,035
|
|
Energy
|
1,725
|
1,657
|
1,626
|
1,718
|
|
Commodities
|
1,025
|
941
|
918
|
843
|
|
Metals
|
273
|
257
|
266
|
322
|
|
Total
|
11,752
|
11,550
|
11,583
|
13,180
|
|
|
|
|
|
|
|
VENUE
|
Oct-10
|
Sep-10
|
Aug-10
|
Jul-10
|
|
Open outcry
|
1,372
|
1,327
|
1,288
|
1,473
|
|
Electronic
|
9,715
|
9,574
|
9,650
|
11,043
|
|
Privately
negotiated
|
200
|
181
|
177
|
192
|
|
CME ClearPort
(OTC)
|
465
|
468
|
469
|
472
|
|
|
|
|
|
|
|
|
Average Rate Per
Contract (In dollars)
|
|
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Sep-10
|
Aug-10
|
Jul-10
|
Jun-10
|
|
Interest Rates
|
0.495
|
0.493
|
0.486
|
0.481
|
|
Equity Index
|
0.708
|
0.709
|
0.715
|
0.713
|
|
FX
|
0.795
|
0.791
|
0.790
|
0.798
|
|
Energy
|
1.540
|
1.542
|
1.553
|
1.581
|
|
Commodities
|
1.256
|
1.287
|
1.294
|
1.282
|
|
Metals
|
1.791
|
1.743
|
1.775
|
1.749
|
|
Total
|
0.810
|
0.811
|
0.794
|
0.790
|
|
|
|
|
|
|
|
VENUE
|
Sep-10
|
Aug-10
|
July-10
|
Jun-10
|
|
Exchange-Traded
|
0.747
|
0.747
|
0.737
|
0.732
|
|
CME ClearPort
(OTC)
|
2.292
|
2.317
|
2.332
|
2.489
|
|
|
|
|
|
|
|
|
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.
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|
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.
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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