CME CME Group Inc

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.

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. 

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SOURCE CME Group