- Record June volumes in foreign exchange, up 41%; E-mini equities,
up 30%; and interest rates, up 22% CHICAGO, July 2
/PRNewswire-FirstCall/ -- CME, the world's largest and most diverse
derivatives exchange, today announced June volume averaged a record
8.0 million contracts per day, up 25 percent from June 2006. Total
monthly volume was 168 million contracts. Volume on the CME Globex
electronic trading platform averaged a record 6.1 million contracts
per day, up 37 percent from June 2006, and, represented 76 percent
of total exchange volume. Total options volume averaged a record
1.7 million contracts per day, up 6 percent from June 2006.
Electronic options volume averaged a record 250,000 contracts per
day for the month, up 46 percent from the same period a year ago,
and represented a record 15 percent of total CME options volume.
CME total interest rate product volume averaged a record 4.3
million contracts, up 22 percent from June 2006. CME Eurodollar
futures volume averaged 2.8 million contracts per day, up 35
percent from the same period a year ago, and CME Eurodollar options
volume averaged a record 1.5 million contracts per day, up 4
percent. Electronic volume of CME Eurodollar options averaged a
record 146,000 contracts per day, up 23 percent from June 2006, and
represented a record 10 percent of total Eurodollar options volume
- reflecting in part the positive impact of a pricing incentive
that began May 1. CME E-mini index product volume averaged a record
2.7 million contracts per day in June, up 30 percent compared with
June 2006. CME achieved monthly total volume records in E-mini
S&P 500 contracts, averaging 2.0 million per day; Nasdaq-100
contracts, averaging 403,000 per day; and Russell 2000 contracts
averaging 317,000 per day. Total equity options volume averaged
174,000 contracts per day, a 29 percent increase from the same
period a year ago. CME E-mini index options volume averaged a
record 97,000 contracts per day, up 89 percent from June 2006. CME
foreign exchange product volume in June averaged a record 668,000
contracts per day, up 41 percent compared with the year-ago period.
Electronic foreign exchange volume averaged a record 595,000
contracts per day, up 48 percent compared with June 2006. June
foreign exchange futures and options volume represented a notional
value of $80 billion, matching the all- time monthly record set in
March 2006. 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 76,000 contracts
per day in June, down 12 percent compared with the same period a
year ago. Importantly, the commodities volume on the CME Globex
platform averaged a record 11,200 contracts per day, representing
an all-time high of 15 percent of total commodities and alternative
investments volume. NYMEX energy and metals volume on the CME
Globex platform in June averaged a record 737,000 contracts per
day. NYMEX energy volume on CME Globex of 632,000 per day exceeded
volume on the Intercontinental Exchange by 20 percent, up from 10
percent higher in May. Second-Quarter Highlights During the second
quarter, CME volume averaged 6.3 million contracts per day, up 10
percent from the same period a year ago. Total volume exceeded 404
million contracts. Volume on the CME Globex electronic trading
platform averaged 4.7 million contracts per day from the same
period a year ago, a 17 percent increase, and represented 74
percent of total exchange volume. In the second quarter, total
options volume averaged 1.4 million contracts per day, up 4 percent
compared with second-quarter 2006. Electronic options volume
averaged a record 193,000 contracts per day for the quarter, up 47
percent from the same period a year ago. CME total interest rate
product volume averaged 3.6 million contracts per day during the
quarter, up 9 percent from second-quarter 2006. CME Eurodollar
futures averaged 2.3 million contracts per day, a 15 percent
increase. Electronic CME Eurodollar futures averaged 2.1 million
contracts per day during the second quarter, up 20 percent from the
same period a year ago. CME Eurodollar options averaged 1.2 million
contracts per day, a 1 percent increase. Electronic volume of CME
Eurodollar options averaged a record 106,000 contracts per day, up
19 percent from second-quarter 2006, and represented 9 percent of
total CME Eurodollar options volume. CME E-mini equity index
product volume averaged 2.0 million contracts per day during the
quarter, up 14 percent compared with second-quarter 2006. CME
E-mini options volume averaged a record 81,000 contracts per day,
nearly doubling from second-quarter 2006. CME equity standard
volume remained relatively flat, averaging 173,000 contracts per
day. CME equity standard options volume averaged 81,000 contracts
per day, up 10 percent from second- quarter 2006. CME foreign
exchange product volume averaged 527,000 contracts per day, up 12
percent compared with second-quarter 2006. During the quarter,
electronic foreign exchange volume averaged 476,000 contracts per
day, up 15 percent from the same period last year. CME commodities
and alternative investments volume averaged 75,000 contracts per
day for the quarter, down 7 percent from the same period a year
ago. Electronic commodities volume averaged a record 7,000
contracts per day, representing a record 9 percent of total
commodities and alternative investments volume. During the second
quarter, NYMEX energy and metals volume on CME Globex averaged a
record 710,000 contracts per day. NYMEX energy volume on CME Globex
of 605,000 per day in the second quarter exceeded volume on the
Intercontinental Exchange by 16 percent, up from 10 percent higher
in the first quarter. Open interest for all CME products was 49
million contracts at the end of the second quarter, up from 35
million contracts at the end of December. Open interest represents
the number of contract positions that remain open at the end of a
trading session. The rolling three-month rate per contract for all
CME products through May was 63.3 cents. The decrease from the
prior month was driven by a higher proportion of Eurodollar options
in May, representing 21 percent of total CME volume compared with
February, when Eurodollar options represented 17 percent of total
CME volume. Eurodollar options currently have the lowest rate per
contract of any major CME product, at approximately 31 cents per
contract. CME MONTHLY AVERAGE DAILY VOLUME (In Thousands) June 2007
June 2006 Percent Change CME PRODUCT LINE Interest Rates 4,290
3,513 22% E-Minis 2,715 2,087 30% Equity Standard 235 239 -2%
Foreign Exchange 668 474 41% Commodities and Alt. Inv. 76 87 -12%
Sub Total 7,984 6,400 25% TRAKRS 77 888 -91% Total 8,060 7,288 11%
VENUE Open Outcry 1,849 1,935 -4% CME Globex (Ex TRAKRS) 6,057
4,409 37% Privately Negotiated 78 56 39% CME QUARTERLY AVERAGE
DAILY VOLUME (In Thousands) Q2 2007 Q2 2006 Percent Change CME
PRODUCT LINE Interest Rates 3,560 3,255 9% E-Minis 1,988 1,748 14%
Equity Standard 173 173 0% Foreign Exchange 527 471 12% Commodities
75 81 -7% Sub Total 6,323 5,728 10% TRAKRS 98 419 -77% Total 6,421
6,147 4% VENUE Open Outcry 1,562 1,657 -6% CME Globex (Ex TRAKRS)
4,704 4,022 17% Privately Negotiated 57 49 17% CME MONTHLY AVERAGE
DAILY VOLUME RECORDS For June 2007 (based on monthly ADV's) Percent
Change from Same Period Product ADV Prior Year Total Products
Excluding TRAKRS Volume 7,983,541 24.7% Interest Rate Total Volume
4,289,765 22.1% Equity E-mini Total Volume 2,715,453 30.1% Foreign
Currency Total Volume 667,689 40.8% Commodity and Alternative
Investment Globex Volume 11,205 1,101.2% Eurodollar Total Volume
4,280,438 22.2% E-mini S&P 500 Total Volume 1,956,627 37.1%
E-mini NASDAQ 100 Total Volume 403,386 7.2% E-mini Russell 2000
Total Volume 316,985 26.9% Swiss Franc Total Volume 71,995 59.0%
Canadian Dollar Total Volume 66,373 31.9% Australian Dollar Total
Volume 34,056 101.7% E-mini S&P Midcap Futures Volume 37,119
11.2% Mexican Peso Total Volume 32.212 103.9% New Zealand Dollar
Total Volume 7,862 221.5% Milk Total Volume 2,143 107.7% European
Style Options Total Volume 2,065 131.6% E-mini MSCI EAFE Futures
Volume 1,288 1,175.4% 2-year Swap Rate Futures Volume 404 3.3%
S&P 500 Growth Futures Volume Swedish Krone/U.S. Dollar
Cross-rate Futures Volume 89 231.4% iShares Russell Futures Volume
9 869.0% S&P 500 Futures Volume 106,562 1.0% Lean Hog Options
Volume 1,586 71.3% Euroyen Globex Volume 2,765 N/A Feeder Cattle
Globex Volume 68 12,340.5% Polish Zloty Globex Volume 54 328.8%
S&P 400 Midcap Globex Volume 1 N/A Russian Ruble Pit Volume 342
1,272.8% Chinese Renminbi/U.S. Dollar Cross-rate Futures Pit Volume
23 N/A Euro FX Options Globex Volume 2,397 35,526.1% Live Cattle
Options Globex Volume 33 N/A CME QUARTERLY AVERAGE DAILY VOLUME
RECORDS For Second-Quarter 2007 (based on quarterly ADV's) Percent
Change from Same Period Product ADV Prior Year Equity E-mini Total
Volume 1,988,397 13.7% Equity E-mini Options Volume 81,225 94.0%
Interest Rate Options Volume 1,237,161 1.0% Total Products
excluding TRAKRS Options Volume 1,422,556 4.3% Commodity and
Alternative Investment Globex Volume 7,011 759.8% E-mini S&P
500 Total Volume 1,411,846 17.7% E-mini Russell 2000 Total Volume
228,289 22.2% Swiss Franc Total Volume 44,953 23.6% Canadian Dollar
Total Volume 49,828 18.3% Australian Dollar Total Volume 39,383
46.4% New Zealand Dollar Total Volume 4,110 118.9% Milk Total
Volume 2,001 108.3% Lumber Total Volume 1,431 26.4% Equity E-mini
MSCI EAFE Futures Volume 707 968.2% S&P 500 Growth Futures
Volume 75 200.7% Mid-sized Milk Total Volume 7 445.7% Eurodollar
Options Volume 1,237,161 1.0% British Pound Options 1,375 49.8%
S&P 400 Midcap 1 100.0% Mexican Peso Globex Volume 14,750
105.6% Lean Hog Globex Volume 4,147 1,089.6% Euroyen Globex Volume
1,937 N/A Live Cattle Globex Volume 1,605 550.5% Butter Globex
Volume 92 41.4% S&P 500 Growth Futures Globex Volume 52 717.7%
Feeder Cattle Globex Volume 39 8,158.9% Polish Zloty Globex Volume
29 92.2% Frozen Pork Belly Globex Volume 1 5,707.8% Nikkei 225
(Yen) Futures Pit Volume 161 72.8% Swedish Krone/U.S. Dollar
Cross-rate Futures Pit Volume 19 94.0% Euro FX Options Globex
Volume 2,154 14,168.1% CME ROLLING THREE-MONTH AVERAGES (excluding
TRAKRS) Average Rate Per Contract (In Dollars) By Product Line
3-Month Period Interest Equity Foreign Commodities Ending Rates
E-Minis Standard Exchange and Alt. Inv. Total May-07 0.477 0.709
1.388 1.080 0.963 0.633 Apr-07 0.495 0.710 1.392 1.121 0.960 0.649
Mar-07 0.492 0.706 1.414 1.109 0.944 0.644 Feb-07 0.509 0.712 1.419
1.107 0.953 0.657 By Venue 3-Month Period Ending Open CME Privately
Outcry Globex Negotiated May-07 0.480 0.650 3.526 Apr-07 0.503
0.659 3.601 Mar-07 0.489 0.657 3.650 Feb-07 0.506 0.666 3.645
Average Daily Volume (In Thousands) By Product Line 3-Month Period
Interest Equity Foreign Commodities Ending Rates E-Minis Standard
Exchange and Alt. Inv. Total Jun-07 3,560 1,988 173 527 75 6,323
May-07 3,538 1,918 192 525 83 6,256 Apr-07 3,517 1,920 197 535 83
6,252 Mar-07 3,639 1,977 190 555 93 6,454 By Venue 3-Month Period
Ending Open CME Privately Outcry Globex Negotiated Jun-07 1,562
4,704 57 May-07 1,553 4,648 55 Apr-07 1,494 4,699 58 Mar-07 1,578
4,815 61 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 Annual Report on Form 10-K, 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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Parke, +1-312-930-3467, or , or Investors: John Peschier,
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