CME Reports January 2007 Volume Averaged 5.5 Million Contracts per Day, Up 16 Percent from Year-Ago Period
February 01 2007 - 10:01AM
PR Newswire (US)
-- Commodities and alternative investment products set all time
monthly total and electronic record in January CHICAGO, Feb. 1
/PRNewswire-FirstCall/ -- CME, the world's largest and most diverse
derivatives exchange, today announced January volume averaged 5.5
million contracts per day, up 16 percent from January 2006. Total
monthly volume was 116 million contracts. Volume on the CME Globex
electronic trading platform increased 19 percent from January 2006
to average 4.0 million contracts per day, representing 72 percent
of total exchange volume. Total options volume was 1.3 million
contracts per day, up 24 percent from January 2006. Electronic
options volume averaged 158,000 contracts per day for the month, up
110 percent from the same period a year ago, and represented 12
percent of total CME options volume. CME total interest rate volume
averaged 3.2 million contracts, up 18 percent from the same period
a year ago. CME Eurodollar futures volume averaged 2.1 million
contracts per day, up 16 percent from January 2006, and CME
Eurodollar options volume was up 22 percent to an average of 1.1
million contracts per day. Electronic volume of CME Eurodollar
options averaged 98,000 contracts per day, up 107 percent from
January 2006, and represented 9 percent of total Eurodollar options
volume. CME E-mini index volume averaged 1.6 million contracts per
day in January, up 12 percent compared with January 2006. Total
equity options volume grew to 120,000 contracts per day, up 54
percent from the same period a year ago. During the month CME set
records in both the E-mini Russell 2000 Options ADV with 6,900 per
day and the E-mini NASDAQ 100 Options ADV with 3,300 per day. CME
equity standard volume grew 5 percent to average 122,000 per day.
CME foreign exchange volume in January averaged 494,000 per day, up
29 percent compared with the year-ago period. Electronic foreign
exchange volume averaged 450,000 contracts per day, up 35 percent
compared with January 2006. CME commodities and alternative
investment products volume averaged a record 95,000 contracts per
day in January, up 7 percent compared with the same period a year
ago. Records were set in live cattle with 47,000 contracts per day.
In addition, the commodities volume on the CME Globex platform was
a record 3,600 contracts per day, representing 4 percent of the
total commodities and alternative investments volume. All
statistics in this news release exclude data on CME's
non-traditional TRAKRS(R) products, and CME Auction Markets(TM)
products, unless otherwise noted. All references to options refer
to options on futures contracts. NYMEX volume on CME Globex
averaged a record 671,000 contracts per day in January, up from
399,000 contracts per day in December. Additionally, NYMEX volume
on CME Globex reached a daily record of 919,900 contracts on
January 11. CME MONTHLY AVERAGE DAILY VOLUME (In Thousands) January
2007 January 2006 Percent Change CME PRODUCT LINE Interest Rates
3,199 2,713 18% E-Minis 1,611 1,439 12% Equity Standard 122 116 5%
Foreign Exchange 494 384 29% Commodities and Alt. Inv. 95 89 7% Sub
Total 5,522 4,741 16% TRAKRS 136 268 -49% Total 5,657 5,009 13%
VENUE Open Outcry 1,482 1,348 10% CME Globex (EX TRAKRS) 3,987
3,342 19% Privately Negotiated 52 51 2% Note: CME Weather and GSCI
products moved from Equity Standard to Commodities in April, and
prior months were adjusted. CME ROLLING THREE-MONTH AVERAGES
(excluding TRAKRS) Average Rate Per Contract (In Dollars) 3-Month
By Product Line By Venue Period Commod- Ending ities Pri- and
vately Interest E-Minis Equity Foreign Alt. Open CME Nego- Rates
Standard Exchange Inv. Total Outcry Globex tiated Dec-06 0.508
0.707 1.430 1.085 0.942 0.655 0.512 0.660 3.713 Nov-06 0.502 0.703
1.357 1.112 0.918 0.645 0.494 0.657 3.719 Oct-06 0.495 0.714 1.335
1.133 0.946 0.638 0.469 0.664 3.567 Sep-06 0.496 0.712 1.338 1.146
0.939 0.641 0.475 0.668 3.545 Average Daily Volume (In Thousands)
3-Month By Product Line By Venue Period Commod- Ending ities Pri-
and vately Interest E-Minis Equity Foreign Alt. Open CME Nego-
Rates Standard Exchange Inv. Total Outcry Globex tiated Jan-07
3,016 1,610 147 540 80 5,392 1,337 4,000 55 Dec-06 2,990 1,596 147
508 72 5,313 1,293 3,967 53 Nov-06 3,120 1,661 151 476 80 5,489
1,376 4,061 52 Oct-06 3,204 1,535 150 433 74 5,397 1,490 3,855 52
CME ( http://www.cme.com/ ) is the world's largest and most diverse
financial exchange. As an international marketplace, CME brings
together buyers and sellers on the CME Globex(R) electronic trading
platform and on its trading floors. CME offers futures and options
on futures in these product areas: interest rates, stock indexes,
foreign exchange, agricultural commodities, energy, and alternative
investment products such as weather, real estate and economic
derivatives. CME is a wholly-owned subsidiary of Chicago Mercantile
Exchange Holdings Inc. (NYSE:CMENASDAQ:CME), which is part of the
Russell 1000(R) Index and the S&P 500(R) Index. Statements in
this news release that are not historical facts are forward-
looking statements. These statements are not guarantees of future
performance and involve risks, uncertainties and assumptions that
are difficult to predict. Therefore, actual outcomes and results
may differ materially from what is expressed or implied in any
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Quarterly Report on Form 10-Q, which can be obtained at its Web
site at http://www.sec.gov/ . We undertake no obligation to
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