CHICAGO, Jan. 4, 2011 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced that 2010 volume averaged 12.2 million contracts per day,
up 19 percent from 2009. Highlights for the year included
average daily volume growth above 40 percent for foreign exchange
(FX) and metals products, as well as double-digit growth in
interest rates, energy and agricultural commodities. Year-end
open interest for 2010 increased 9 percent compared with year-end
2009. Fourth-quarter volume averaged 12.0 million contracts
per day, up 17 percent from fourth-quarter 2009, and included
record average daily volumes in agricultural commodities and metals
and double-digit average daily volume growth in interest rates, FX,
agricultural commodities and metals product lines.
December 2010 volume averaged 10.5
million contracts per day, up 15 percent from December 2009. Total volume for December
was 232 million contracts, of which 83 percent was traded
electronically.
In December, CME Group interest rate volume averaged 5.0 million
contracts per day, up 29 percent compared with the prior December.
Treasury futures volume averaged 1.9 million contracts per
day, up 37 percent compared with the same period in 2009, and
Treasury options volume averaged 275,000 contracts per day, up 16
percent. Eurodollar futures volume averaged 2.2 million
contracts per day, up 30 percent versus December 2009, and Eurodollar options volume
averaged 649,000 contracts per day, up 20 percent.
CME Group equity index volume averaged 2.1 million contracts per
day, down 4 percent from December
2009. CME Group foreign exchange (FX) volume averaged
811,000 contracts per day, up 10 percent compared with the same
period a year ago, reflecting average daily notional value of
$107 billion.
CME Group energy volume averaged 1.4 million contracts per day,
down 1 percent compared with December
2009. CME Group agricultural commodities volume
averaged 836,000 contracts per day, up 37 percent compared with the
prior December. CME Group metals volume averaged 270,000
contracts per day, down 1 percent compared with the same period
last year.
Electronic volume averaged 8.8 million contracts per day, up 16
percent from the prior December, while privately negotiated volume
increased 22 percent, to 196,000 contracts per day. Average daily
volume cleared through CME ClearPort was 351,000 contracts for
December 2010, down 13 percent
compared with December 2009.
Open outcry volume averaged 1.2 million contracts per day in
December 2010, up 11 percent versus
the prior December.
|
|
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
|
|
Dec
2010
|
Dec
2009
|
|
|
Trading Days
|
22
|
22
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Dec
2010
|
Dec
2009
|
Percent
Change
|
|
Interest Rates
|
5,031
|
3,886
|
29%
|
|
Equity Index
|
2,147
|
2,238
|
-4%
|
|
FX
|
811
|
735
|
10%
|
|
Energy (including
CME ClearPort)
|
1,433*
|
1,448
|
-1%
|
|
Commodities
|
836
|
612
|
37%
|
|
Metals (including
CME ClearPort)
|
270
|
273
|
-1%
|
|
Total
|
10,528
|
9,191
|
15%
|
|
|
|
|
|
|
|
|
|
|
|
VENUE
|
Dec
2010
|
Dec
2009
|
Percent
Change
|
|
Open outcry
|
1,203
|
1,087
|
11%
|
|
CME Globex
|
8,777
|
7,540
|
16%
|
|
Privately negotiated
|
196
|
160
|
22%
|
|
CME ClearPort (OTC)
|
351
|
403
|
-13%
|
|
|
|
|
|
|
|
|
* The PJM daily electricity swap futures contracts, which have
an average rate per contract of approximately 10 cents, averaged 20,858 in December 2010. This accounted for approximately 1
percent of the total Energy volume in December 2010, even with the percent of total in
November 2010.
|
|
QUARTERLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
|
|
Q4
2010
|
Q4
2009
|
|
|
Trading Days
|
64
|
64
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Q4
2010
|
Q4
2009
|
Percent
Change
|
|
Interest Rates
|
5,566
|
4,368
|
27%
|
|
Equity Index
|
2,545
|
2,515
|
1%
|
|
FX
|
887
|
754
|
18%
|
|
Energy (including
CME ClearPort)
|
1,581*
|
1,564
|
1%
|
|
Commodities
|
1,067
|
750
|
42%
|
|
Metals (including
CME ClearPort)
|
372
|
292
|
27%
|
|
Total
|
12,018
|
10,243
|
17%
|
|
|
|
|
|
|
|
|
|
|
|
VENUE
|
Q4
2010
|
Q4
2009
|
Percent
Change
|
|
Open outcry
|
1,418
|
1,210
|
17%
|
|
CME Globex
|
9,978
|
8,399
|
19%
|
|
Privately negotiated
|
222
|
170
|
31%
|
|
CME ClearPort (OTC)
|
400
|
464
|
-14%
|
|
|
|
|
|
|
|
|
|
*The PJM daily electricity swap futures contracts, which have an
average rate per contract of approximately 10 cents, averaged 29,222 in fourth quarter 2010.
This accounted for approximately 2 percent of the total Energy
volume in fourth quarter 2010, down from 4 percent in third quarter
2010.
|
|
ANNUAL AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
|
|
2010
|
2009
|
|
|
Trading Days
|
253
|
252
|
|
|
|
|
|
|
|
PRODUCT LINE
|
2010
|
2009
|
Percent
Change
|
|
Interest Rates
|
5,449
|
4,260
|
30%
|
|
Equity Index
|
2,907
|
2,917
|
0%
|
|
FX
|
919
|
624
|
47%
|
|
Energy (including
CME ClearPort)
|
1,662
|
1,492
|
11%
|
|
Commodities
|
913
|
740
|
23%
|
|
Metals (including
CME ClearPort)
|
316
|
225
|
40%
|
|
Total
|
12,167
|
10,258
|
19%
|
|
|
|
|
|
VENUE
|
2010
|
2009
|
Percent
Change
|
|
Open outcry
|
1,401
|
1,309
|
7%
|
|
CME Globex
|
10,120
|
8,290
|
22%
|
|
Privately negotiated
|
198
|
164
|
21%
|
|
CME ClearPort (OTC)
|
447
|
494
|
-10%
|
|
|
|
|
|
|
|
|
|
|
ROLLING THREE-MONTH
AVERAGES
Average Daily Volume
(In thousands)
|
|
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Dec-10
|
Nov-10
|
Oct-10
|
Sep-10
|
|
Interest Rates
|
5,566
|
5,608
|
5,098
|
5,020
|
|
Equity Index
|
2,545
|
2,837
|
2,746
|
2,809
|
|
FX
|
887
|
935
|
885
|
866
|
|
Energy
|
1,581
|
1,693
|
1,725
|
1,657
|
|
Commodities
|
1,067
|
1,125
|
1,025
|
941
|
|
Metals
|
372
|
365
|
273
|
257
|
|
Total
|
12,018
|
12,563
|
11,752
|
11,550
|
|
|
|
|
|
|
|
VENUE
|
Dec-10
|
Nov-10
|
Oct-10
|
Sep-10
|
|
Open outcry
|
1,418
|
1,484
|
1,372
|
1,327
|
|
Electronic
|
9,978
|
10,422
|
9,715
|
9,574
|
|
Privately
negotiated
|
222
|
222
|
200
|
181
|
|
CME ClearPort
(OTC)
|
400
|
434
|
465
|
468
|
|
|
|
|
|
|
|
|
Average
Rate Per Contract
(In dollars)
|
|
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Nov-10
|
Oct-10
|
Sep-10
|
Aug-10
|
|
Interest Rates
|
0.498
|
0.497
|
0.495
|
0.493
|
|
Equity Index
|
0.695
|
0.696
|
0.708
|
0.709
|
|
FX
|
0.795
|
0.793
|
0.795
|
0.791
|
|
Energy
|
1.606
|
1.558
|
1.540
|
1.542
|
|
Commodities
|
1.220
|
1.242
|
1.256
|
1.287
|
|
Metals
|
1.733
|
1.750
|
1.791
|
1.743
|
|
Total
|
0.815
|
0.816
|
0.810
|
0.811
|
|
|
|
|
|
|
|
VENUE
|
Nov-10
|
Oct-10
|
Sep-10
|
Aug-10
|
|
Exchange-Traded
|
0.751
|
0.749
|
0.747
|
0.747
|
|
CME ClearPort
(OTC)
|
2.579
|
2.439
|
2.292
|
2.317
|
|
|
|
|
|
|
|
|
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