CHICAGO, May 3, 2011 /PRNewswire/ --
- Agricultural commodities average daily volume up 44
percent
- Metals average daily volume up 63 percent
- Double-digit year-over-year open interest growth in
equity indexes, agricultural commodities and metals
products
- Double-digit open interest growth from same period last
quarter in interest rates, foreign exchange and metals
products
CME Group, the world's leading and most diverse derivatives
marketplace, today announced April volume averaged 12.1 million
contracts per day, up 2 percent from April
2010. Total volume for April was 243 million
contracts, of which 83 percent was traded electronically.
April 2011 month-end open interest reached 96 million
contracts, up 5 percent from both the same period last year and the
same period last quarter.
In April 2011, CME Group interest
rate volume averaged 5.7 million contracts per day, up 2 percent
compared with the prior April. Treasury futures volume
averaged 2.2 million contracts per day, up 7 percent compared with
the same period in 2010, and Treasury options volume averaged
292,000 contracts per day, up 10 percent. Eurodollar futures
volume averaged 2.5 million contracts per day, up 5 percent versus
April 2010, and Eurodollar options
volume averaged 721,000 contracts per day, down 14 percent.
CME Group equity index volume averaged 2.2 million contracts per
day, down 14 percent from April 2010.
CME Group foreign exchange (FX) volume averaged 796,000
contracts per day, down 5 percent compared with the same period a
year ago, reflecting average daily notional value of $111 billion.
CME Group energy volume averaged 1.7 million contracts per day,
down 4 percent compared with April
2010. CME Group agricultural commodities volume
averaged 1.3 million contracts per day, up 44 percent compared with
the prior April, and up 16 percent sequentially. CME Group
metals volume averaged 424,000 contracts per day, up 63 percent
compared with the same period last year, and up 16 percent compared
with March 2011.
Electronic volume averaged 10.1 million contracts per day in
April 2011, up 2 percent from the
prior April, while privately negotiated volume increased 38
percent, to 237,000 contracts per day. Average daily volume
cleared through CME ClearPort was 444,000 contracts, up 14 percent
compared with April 2010. Open
outcry volume averaged 1.3 million contracts per day, down 5
percent versus the prior April.
|
|
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
|
|
Apr
2011
|
Apr
2010
|
|
|
|
Trading Days
|
20
|
22
|
|
|
|
|
|
|
|
|
PRODUCT LINE
|
Apr
2011
|
Apr
2010
|
Percent Change
|
|
|
Interest Rates
|
5,734
|
5,605
|
2%
|
|
|
Equity Index
|
2,224
|
2,590
|
-14%
|
|
|
FX
|
796
|
842
|
-5%
|
|
|
Energy (including
CME ClearPort)
|
1,679
|
1,748
|
-4%
|
|
|
Agricultural
Commodities
|
1,284
|
894
|
44%
|
|
|
Metals (including
CME ClearPort)
|
424
|
260
|
63%
|
|
|
Total
|
12,143
|
11,939
|
2%
|
|
|
|
|
|
|
|
|
|
|
|
|
VENUE
|
Apr 2011
|
Apr 2010
|
Percent Change
|
|
|
Open outcry
|
1,337
|
1,409
|
-5%
|
|
|
CME Globex
|
10,125
|
9,970
|
2%
|
|
|
Privately negotiated
|
237
|
172
|
38%
|
|
|
CME ClearPort (OTC)
|
444
|
388
|
14%
|
|
|
|
|
|
|
|
|
ROLLING THREE-MONTH
AVERAGES
Average Daily Volume
(In thousands)
|
|
|
3-Month
Period Ending
|
|
|
PRODUCT LINE
|
Apr-11
|
Mar-11
|
Feb-11
|
Jan-11
|
|
|
Interest Rates
|
6,560
|
6,424
|
5,851
|
5,767
|
|
|
Equity Index
|
2,800
|
2,906
|
2,407
|
2,510
|
|
|
FX
|
915
|
961
|
891
|
903
|
|
|
Energy
|
1,866
|
1,973
|
1,846
|
1,674
|
|
|
Agricultural
Commodities
|
1,228
|
1,154
|
1,057
|
1,048
|
|
|
Metals
|
380
|
376
|
342
|
391
|
|
|
Total
|
13,750
|
13,794
|
12,394
|
12,293
|
|
|
|
|
|
|
|
|
VENUE
|
Apr-11
|
Mar-11
|
Feb-11
|
Jan-11
|
|
|
Open outcry
|
1,491
|
1,467
|
1,380
|
1,393
|
|
|
Electronic
|
11,523
|
11,605
|
10,356
|
10,283
|
|
|
Privately
negotiated
|
241
|
224
|
210
|
214
|
|
|
CME ClearPort
(OTC)
|
494
|
498
|
447
|
402
|
|
|
|
|
|
|
|
|
|
Average
Rate Per Contract
(In dollars)
|
|
|
3-Month
Period Ending
|
|
|
PRODUCT LINE
|
Mar-11
|
Feb-11
|
Jan-11
|
Dec-10
|
|
|
Interest Rates
|
0.481
|
0.485
|
0.491
|
0.496
|
|
|
Equity Index
|
0.705
|
0.711
|
0.707
|
0.702
|
|
|
FX
|
0.823
|
0.820
|
0.811
|
0.804
|
|
|
Energy
|
1.573
|
1.608
|
1.637
|
1.631
|
|
|
Agricultural
Commodities
|
1.271
|
1.257
|
1.223
|
1.219
|
|
|
Metals
|
1.732
|
1.706
|
1.716
|
1.708
|
|
|
Total
|
0.808
|
0.820
|
0.816
|
0.813
|
|
|
|
|
|
|
|
|
VENUE
|
Mar-11
|
Feb-11
|
Jan-11
|
Dec-10
|
|
|
Exchange-Traded
|
0.740
|
0.748
|
0.748
|
0.748
|
|
|
CME ClearPort
(OTC)
|
2.630
|
2.735
|
2.826
|
2.704
|
|
|
|
|
|
|
|
|
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 world's leading central counterparty
clearing providers, which offers 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.
CME Group is a trademark of CME Group Inc. The Globe Logo, CME,
Globex and Chicago Mercantile Exchange are trademarks of Chicago
Mercantile Exchange Inc. CBOT and the Chicago Board of Trade are trademarks of the
Board of Trade of the City of
Chicago, Inc. NYMEX, New York Mercantile Exchange and
ClearPort are registered 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.
CME-G
SOURCE CME Group