CHICAGO, Feb. 2, 2011 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced January volume averaged 12.3 million contracts per day,
up 10 percent from January 2010.
Total volume for January was 246 million contracts, of which
a record 85 percent was traded electronically.
In January, CME Group interest rate volume averaged 5.3 million
contracts per day, up 12 percent compared with the prior January.
Treasury futures volume averaged 2.2 million contracts per
day, up 25 percent compared with the same period in 2010, and
Treasury options volume averaged 273,000 contracts per day, down 10
percent. Eurodollar futures volume averaged 2.1 million
contracts per day, up 10 percent versus January 2010, and Eurodollar options volume
averaged 656,000 contracts per day, down 4 percent.
CME Group equity index volume averaged 2.6 million contracts per
day, down 11 percent from January
2010. CME Group foreign exchange (FX) volume averaged
939,000 contracts per day, up 15 percent compared with the same
period a year ago, reflecting average daily notional value of
$126 billion.
CME Group energy volume averaged 2.0 million contracts per day,
up 22 percent compared with January
2010. Driving this strong growth in energy, Light
Sweet Crude Oil (WTI) futures and options were up 57 percent and 21
percent for the month, respectively. The futures contract
reached a record volume of 1.5 million contracts on January 28, and the options contract set a record
of 294,000 contracts on January 31,
one trading day after the prior record.
CME Group agricultural commodities volume averaged 1.1 million
contracts per day, up 37 percent compared with the prior January.
CME Group metals volume averaged 412,000 contracts per day,
up 16 percent compared with the same period last year.
Electronic volume averaged 10.4 million contracts per day, up 13
percent from the prior January, while privately negotiated volume
increased 2 percent, to 182,000 contracts per day. Average daily
volume cleared through CME ClearPort was 457,000 contracts for
January 2011, down 11 percent
compared with January 2010.
Open outcry volume averaged 1.3 million contracts per day in
January 2011, down 4 percent versus
the prior January.
|
|
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
|
|
Jan
2011
|
Jan
2010
|
|
|
Trading Days
|
20
|
19
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Jan
2011
|
Jan
2010
|
Percent Change
|
|
Interest Rates
|
5,312
|
4,761
|
12%
|
|
Equity Index
|
2,553
|
2,861
|
-11%
|
|
FX
|
939
|
820
|
15%
|
|
Energy (including
CME ClearPort)
|
2,011*
|
1,646
|
22%
|
|
Commodities
|
1,056
|
771
|
37%
|
|
Metals (including
CME ClearPort)
|
412
|
355
|
16%
|
|
Total
|
12,282
|
11,213
|
10%
|
|
|
|
|
|
|
|
|
|
VENUE
|
Jan
2011
|
Jan
2010
|
Percent
Change
|
|
Open outcry
|
1,263
|
1,317
|
-4%
|
|
CME Globex
|
10,379
|
9,201
|
13%
|
|
Privately negotiated
|
182
|
179
|
2%
|
|
CME ClearPort (OTC)
|
457
|
516
|
-11%
|
|
|
|
|
|
|
|
ROLLING THREE-MONTH
AVERAGES
Average Daily Volume
(In thousands)
|
|
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Jan-11
|
Dec-10
|
Nov-10
|
Oct-10
|
|
Interest Rates
|
5,767
|
5,566
|
5,608
|
5,098
|
|
Equity Index
|
2,510
|
2,545
|
2,837
|
2,746
|
|
FX
|
903
|
887
|
935
|
885
|
|
Energy
|
1,674
|
1,581
|
1,693
|
1,725
|
|
Commodities
|
1,048
|
1,067
|
1,125
|
1,025
|
|
Metals
|
391
|
372
|
365
|
273
|
|
Total
|
12,293
|
12,018
|
12,563
|
11,752
|
|
|
|
|
|
|
|
VENUE
|
Jan-11
|
Dec-10
|
Nov-10
|
Oct-10
|
|
Open outcry
|
1,393
|
1,418
|
1,484
|
1,372
|
|
Electronic
|
10,283
|
9,978
|
10,422
|
9,715
|
|
Privately
negotiated
|
214
|
222
|
222
|
200
|
|
CME ClearPort
(OTC)
|
402
|
400
|
434
|
465
|
|
|
|
|
|
|
|
|
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.
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