CME Reports February 2007 Volume Averaged 6.0 Million Contracts per Day, Up 27 Percent from Year-Ago Period
March 01 2007 - 9:48AM
PR Newswire (US)
-- Delivers second highest month ever in average daily volume
CHICAGO, March 1 /PRNewswire-FirstCall/ -- CME, the world's largest
and most diverse derivatives exchange, today announced February
volume averaged 6.0 million contracts per day, up 27 percent from
February 2006. Total monthly volume was 115 million contracts.
Volume on the CME Globex electronic trading platform increased 40
percent from February 2006 to average a record 4.6 million
contracts per day, representing 76 percent of total exchange
volume. Total options volume was 1.2 million contracts per day, up
4 percent from February 2006. Electronic options volume averaged
162,000 contracts per day for the month, up 104 percent from the
same period a year ago, and represented 13 percent of total CME
options volume. CME total interest rate volume averaged 3.5 million
contracts, up 22 percent from the same period a year ago. CME
Eurodollar futures volume averaged a record 2.4 million contracts
per day, up 36 percent from February 2006, and CME Eurodollar
options volume was down 2 percent to an average of 1.0 million
contracts per day. Electronic volume of CME Eurodollar options
averaged 83,000 contracts per day, up 62 percent from February
2006, and represented 8 percent of total Eurodollar options volume.
CME E-mini index volume averaged 1.8 million contracts per day in
February, up 37 percent compared with February 2006. Total equity
options volume grew to 155,000 contracts per day, u97 percent from
the same period a year ago. During the month, CME set records in
the E-mini S&P 500 with 60,000 contracts per day, the E-mini
Russell 2000 Options with 8,000 per day and the E-mini NASDAQ 100
Options with 5,500 per day. CME equity standard volume grew 24
percent to average 150,000 contracts per day. CME foreign exchange
volume in February averaged 508,000 per day, up 38 percent compared
with February 2006. Electronic foreign exchange volume averaged
457,000 contracts per day, up 45 percent compared with the year-ago
period. 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. CME commodities and alternative
investment products volume averaged 79,000 contracts per day in
February, up 22 percent compared with the same period a year ago.
In addition, the commodities volume on the CME Globex platform was
a record 3,800 contracts per day, representing 5 percent of total
commodities and alternative investments volume. During February,
CME Clearing handled record CBOT volumes averaging in excesss of
4.5 million contracts per day, up 23 percent. NYMEX volume on CME
Globex averaged a record 688,000 contracts per day in February, up
from 671,000 contracts per day in January. CME MONTHLY AVERAGE
DAILY VOLUME (In Thousands) February 2007 February 2006 Percent
Change CME PRODUCT LINE Interest Rates 3,487 2,870 22% E-Minis
1,805 1,319 37% Equity Standard 150 121 24% Foreign Exchange 508
368 38% Commodities and Alt. Inv. 79 65 22% Sub Total 6,030 4,742
27% TRAKRS 128 115 11% Total 6,158 4,857 27% VENUE Open Outcry
1,415 1,450 -2% CME Globex (Ex TRAKRS) 4,556 3,243 40% Privately
Negotiated 59 49 20% 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) By Product Line By Venue
Commod- ities Pri- 3-Month and vately Period Interest E-Minis
Equity Foreign Alt. Open CME Negot- Ending Rates Standard Exchange
Inv. Total Outcry Globex iated Jan-07 0.508 0.717 1.434 1.072 0.931
0.658 0.508 0.667 3.649 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 Average Daily Volume (In Thousands) By Product Line By Venue
Commod- ities Pri- 3-Month and vately Period Interest E-Minis
Equity Foreign Alt. Open CME Negot- Ending Rates Standard Exchange
Inv. Total Outcry Globex iated Feb-07 3,220 1,649 15 541 78 5,643
1,416 4,168 58 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 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
forward-looking statements. More detailed information about factors
that may affect our performance may be found in our filings with
the Securities and Exchange Commission, including our most recent
Quarterly Report on Form 10-Q, which can be obtained at its Web
site at http://www.sec.gov/. We undertake no obligation to publicly
update any forward- looking statements, whether as a result of new
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information about CME and its products is available on the CME Web
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Contact, Anita Liskey, +1-312-466-4613, or, William Parke,
+1-312-930-3467, , or, Investor Contact, John Peschier,
+1-312-930-8491, all of CME Web site: http://www.cme.com/
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