CHICAGO, Aug. 2, 2011 /PRNewswire/ -- CME Group, the
world's leading and most diverse derivatives marketplace, today
announced July volume averaged 12.7 million contracts per day, up
17 percent from July 2010.
Total volume for July was 253 million contracts, of which 85
percent was traded electronically. July 2011 month-end open
interest reached 97 million contracts, up 8 percent from the same
period last year.
In July 2011, CME Group interest
rate volume averaged 6.1 million contracts per day, up 37 percent
compared with July 2010.
Treasury futures volume averaged 2.6 million contracts per
day, up 29 percent compared with same period a year ago.
Treasury options volume averaged 342,000 contracts per day,
up 46 percent from July 2010.
Eurodollar futures volume averaged 2.3 million contracts per
day, up 52 percent versus prior June, and Eurodollar options volume
averaged 781,000 contracts per day, up 19 percent, and included a
monthly record for 2-Year Eurodollar Mid-curve options, surpassing
last month's record by 25 percent.
CME Group equity index volume averaged 2.9 million contracts per
day, up 1 percent from July 2010, and
included record July volume for the End of Month E-mini S&P
options product. CME Group foreign exchange (FX) volume
averaged 885,000 contracts per day, up 6 percent compared with the
same period a year ago, reflecting average daily notional value of
$125 billion.
CME Group energy volume averaged 1.4 million contracts per day,
down 4 percent compared with July
2010. CME Group agricultural commodities volume
averaged 955,000 contracts per day, up 11 percent compared with the
prior July. CME Group metals volume averaged 377,000
contracts per day, up 26 percent compared with the same period last
year, and up 16 percent sequentially.
Electronic volume averaged 10.8 million contracts per day in
July 2011, up 19 percent from
July 2010, while privately negotiated
volume increased 43 percent to 219,000 contracts per day.
Average daily volume cleared through CME ClearPort was
350,000 contracts, down 24 percent compared with July 2010. Open outcry volume averaged 1.3
million contracts per day, up 10 percent versus the prior July.
MONTHLY AVERAGE DAILY VOLUME
(ADV)
|
|
|
|
|
|
|
Total
Exchange ADV
( in
thousands)
|
|
|
|
|
July
2011
|
July
2010
|
|
|
Trading Days
|
20
|
21
|
|
|
|
|
|
|
|
PRODUCT LINE
|
July
2011
|
July
2010
|
Percent
Change
|
|
Interest Rates
|
6,121
|
4,484
|
37%
|
|
Equity Index
|
2,883
|
2,850
|
1%
|
|
FX
|
885
|
833
|
6%
|
|
Energy (including
CME ClearPort)
|
1,447
|
1,504
|
-4%
|
|
Agricultural
Commodities
|
955
|
858
|
11%
|
|
Metals (including
CME ClearPort)
|
377
|
300
|
26%
|
|
Total
|
12,668
|
10,829
|
17%
|
|
|
|
|
|
|
VENUE
|
July
2011
|
July
2010
|
Percent
Change
|
|
Open outcry
|
1,332
|
1,206
|
10%
|
|
CME Globex
|
10,768
|
9,012
|
19%
|
|
Privately negotiated
|
219
|
153
|
43%
|
|
CME ClearPort (OTC)
|
350
|
459
|
-24%
|
|
|
|
|
|
|
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Jul-11
|
Jun-11
|
May-11
|
Apr-11
|
|
Interest Rates
|
6,572
|
6,449
|
6,299
|
6,560
|
|
Equity Index
|
3,051
|
2,842
|
2,852
|
2,800
|
|
FX
|
946
|
918
|
928
|
915
|
|
Energy
|
1,683
|
1,757
|
1,769
|
1,866
|
|
Agricultural
Commodities
|
1,054
|
1,159
|
1,117
|
1,228
|
|
Metals
|
388
|
403
|
416
|
380
|
|
Total
|
13,695
|
13,528
|
13,380
|
13,750
|
|
|
|
|
|
|
|
VENUE
|
Jul-11
|
Jun-11
|
May-11
|
Apr-11
|
|
Open outcry
|
1,391
|
1,393
|
1,386
|
1,491
|
|
Electronic
|
11,658
|
11,454
|
11,312
|
11,523
|
|
Privately
negotiated
|
236
|
242
|
222
|
241
|
|
CME ClearPort
(OTC)
|
409
|
438
|
460
|
494
|
|
|
|
|
|
|
Average Rate Per Contract (In dollars)
|
3-Month
Period Ending
|
|
PRODUCT LINE
|
Jun-11
|
May-11
|
Apr-11
|
Mar-11
|
|
Interest Rates
|
0.486
|
0.486
|
0.484
|
0.481
|
|
Equity Index
|
0.709
|
0.706
|
0.712
|
0.705
|
|
FX
|
0.868
|
0.845
|
0.840
|
0.823
|
|
Energy
|
1.595
|
1.574
|
1.585
|
1.573
|
|
Agricultural
Commodities
|
1.303
|
1.266
|
1.265
|
1.271
|
|
Metals
|
1.636
|
1.687
|
1.697
|
1.732
|
|
Total
|
0.807
|
0.804
|
0.807
|
0.808
|
|
|
|
|
|
|
|
VENUE
|
Jun-11
|
May-11
|
Apr-11
|
Mar-11
|
|
Exchange-Traded
|
0.745
|
0.741
|
0.741
|
0.740
|
|
CME ClearPort
(OTC)
|
2.665
|
2.582
|
2.574
|
2.630
|
|
|
|
|
|
|
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. Further information about CME Group (NASDAQ:
CME) and its products can be found at www.cmegroup.com.
CME-G
SOURCE CME Group