CHICAGO, March 2, 2011 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced February volume averaged 14.7 million contracts per day,
up 17 percent from February 2010, and
up 19 percent from January 2011.
Total volume for February was 279 million contracts, of which
83 percent was traded electronically.
In February 2011, CME Group
interest rate volume averaged 7.4 million contracts per day, up 30
percent compared with the prior February, and was the highest
monthly average daily volume since May
2010. Treasury futures volume averaged 3.3 million
contracts per day, up 24 percent compared with the same period in
2010, and Treasury options volume averaged 372,000 contracts per
day, up 36 percent. Eurodollar futures volume averaged 2.7
million contracts per day, up 35 percent versus February 2010, and Eurodollar options volume
averaged 890,000 contracts per day, up 45 percent.
CME Group equity index volume averaged 2.6 million contracts per
day, down 14 percent from February
2010. CME Group foreign exchange (FX) volume averaged
933,000 contracts per day, in line with the same period a year ago,
reflecting average daily notional value of $126 billion.
CME Group energy volume averaged 2.2 million contracts per day,
up 26 percent compared with February
2010. Driving this strong growth in energy, WTI
futures and options were up 39 percent and 35 percent for the
month, respectively. The options contract set its third daily
volume record of the year, with 325,000 contracts on February 23, surpassing the previous record of
294,000 contracts set at the end of January
2011.
CME Group agricultural commodities volume averaged a record 1.3
million contracts per day, up 44 percent compared with the prior
February. CME Group metals volume averaged 352,000 contracts
per day, up 4 percent compared with the same period last year.
Electronic volume averaged 12.2 million contracts per day, up 16
percent from the prior February, while privately negotiated volume
increased 16 percent, to 254,000 contracts per day. Average daily
volume cleared through CME ClearPort was 548,000 contracts for
February 2011, up 17 percent compared
with February 2010. Open outcry
volume averaged 1.7 million contracts per day in February 2011, up 26 percent versus the prior
February.
|
|
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
|
|
Feb
2011
|
Feb
2010
|
|
|
Trading Days
|
19
|
19
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Feb
2011
|
Feb
2010
|
Percent
Change
|
|
Interest Rates
|
7,368
|
5,671
|
30%
|
|
Equity Index
|
2,554
|
2,956
|
-14%
|
|
FX
|
933
|
931
|
0%
|
|
Energy (including
CME ClearPort)
|
2,150*
|
1,706
|
26%
|
|
Commodities
|
1,315
|
913
|
44%
|
|
Metals (including
CME ClearPort)
|
352
|
338
|
4%
|
|
Total
|
14,672
|
12,515
|
17%
|
|
|
|
|
|
|
VENUE
|
Feb
2011
|
Feb
2010
|
Percent
Change
|
|
Open outcry
|
1,709
|
1,354
|
26%
|
|
CME Globex
|
12,160
|
10,476
|
16%
|
|
Privately negotiated
|
254
|
218
|
16%
|
|
CME ClearPort (OTC)
|
548
|
467
|
17%
|
|
|
|
|
|
|
|
|
|
ROLLING THREE-MONTH
AVERAGES
Average Daily Volume
(In thousands)
|
|
|
|
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Feb-11
|
Jan-11
|
Dec-10
|
Nov-10
|
|
Interest Rates
|
5,851
|
5,767
|
5,566
|
5,608
|
|
Equity Index
|
2,407
|
2,510
|
2,545
|
2,837
|
|
FX
|
891
|
903
|
887
|
935
|
|
Energy
|
1,846
|
1,674
|
1,581
|
1,693
|
|
Commodities
|
1,057
|
1,048
|
1,067
|
1,125
|
|
Metals
|
342
|
391
|
372
|
365
|
|
Total
|
12,394
|
12,293
|
12,018
|
12,563
|
|
|
|
|
|
|
|
VENUE
|
Feb-11
|
Jan-11
|
Dec-10
|
Nov-10
|
|
Open outcry
|
1,380
|
1,393
|
1,418
|
1,484
|
|
Electronic
|
10,356
|
10,283
|
9,978
|
10,422
|
|
Privately
negotiated
|
210
|
214
|
222
|
222
|
|
CME ClearPort
(OTC)
|
447
|
402
|
400
|
434
|
|
|
|
|
|
|
|
|
Average
Rate Per Contract
(In dollars)
|
|
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Jan-11
|
Dec-10
|
Nov-10
|
Oct-10
|
|
Interest Rates
|
0.491
|
0.496
|
0.498
|
0.497
|
|
Equity Index
|
0.707
|
0.702
|
0.695
|
0.696
|
|
FX
|
0.811
|
0.804
|
0.795
|
0.793
|
|
Energy
|
1.637
|
1.631
|
1.606
|
1.558
|
|
Commodities
|
1.223
|
1.219
|
1.220
|
1.242
|
|
Metals
|
1.716
|
1.708
|
1.733
|
1.750
|
|
Total
|
0.816
|
0.813
|
0.815
|
0.816
|
|
|
|
|
|
|
|
VENUE
|
Jan-11
|
Dec-10
|
Nov-10
|
Oct-10
|
|
Exchange-Traded
|
0.748
|
0.748
|
0.751
|
0.749
|
|
CME ClearPort
(OTC)
|
2.826
|
2.704
|
2.579
|
2.439
|
|
|
|
|
|
|
|
|
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