CME Group Volume Averaged All-Time Record of 16.8 Million Contracts Per Day in May 2010, Up 58 Percent
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- Record foreign exchange average daily volume of 1.3 million contracts, up 140 percent - Record metals average daily volume of 398,000 contracts, up 93 percent - Record energy average daily volume of 2.0 million contracts, up 42 percent - Record month for WTI and refined products, up 76 and 42 percent, respectively

CHICAGO, June 2, 2010 /PRNewswire via COMTEX News Network/ -- CME Group, the world's leading and most diverse derivatives marketplace, today announced that May volume averaged an all-time record of 16.8 million contracts per day, up 58 percent from May 2009. Total volume was 335 million contracts for May, of which 84 percent was traded electronically.

In May 2010, CME Group interest rate volume averaged 8.1 million contracts per day, up 72 percent compared with the prior May, representing the highest year-over-year growth for the past several years. Treasury futures volume averaged 3.6 million contracts per day, up 90 percent compared with the same period in 2009, and Treasury options volume averaged 317,000 contracts per day, up 19 percent. Eurodollar futures volume averaged 2.9 million contracts per day, up 67 percent versus May 2009, while Eurodollar options volume averaged 1.2 million contracts per day, up 54 percent.

CME Group equity index volume averaged 4.2 million contracts per day, up 41 percent from May 2009, reflecting the first positive year-over-year growth since May 2009. CME Group foreign exchange (FX) volume averaged a record 1.3 million contracts per day, up 140 percent compared with the same period a year ago, reflecting a record average daily notional value of $161 billion. Several individual FX contracts achieved record average daily volume in May, including Australian dollar futures, British pound futures, Canadian dollar futures, E-mini Euro FX futures, E-mini Japanese yen futures, Euro FX futures, Euro FX options and E-micro Euro-U.S. dollar futures.

CME Group energy volume averaged a record 2.0 million contracts per day, up 42 percent compared with May 2009, driven primarily by all-time record volume for WTI and refined products. Record WTI futures and options volume averaged 1.1 million contracts per day, up 76 percent versus May 2009, while refined products averaged a record 284,000 contracts, up 42 percent. CME Group commodities and alternative investments volume averaged 731,000 contracts per day, level with the prior May. CME Group metals volume averaged a record 398,000 contracts per day, up 93 percent compared with the same period last year.

Open outcry volume averaged 2.0 million contracts in May, up 29 percent versus May 2009. Electronic volume averaged a record 14.0 million contracts per day, up 66 percent from the prior May, while privately negotiated volume increased 55 percent to 246,000 contracts per day. Average daily volume cleared through CME ClearPort was 507,000 contracts for May 2010, up 8 percent compared with May 2009.





    MONTHLY AVERAGE DAILY VOLUME (ADV)

                               Total Exchange ADV
                                 (in thousands)

                                May 2010        May 2009
                                --------        --------
    Trading Days                         20             20

    PRODUCT LINE                May 2010        May 2009    Percent Change
                                --------        --------    --------------
    Interest Rates                    8,105          4,723              72%
    Equity Index                      4,228          2,996              41%
    FX                                1,306            544             140%
    Energy (including CME
     ClearPort)                      2,000*          1,407              42%
    Commodities and Alt.
     Inv.                               731            731               0%
    Metals (including CME
     ClearPort)                         398            206              93%
                                        ---            ---             ---
         Total                       16,768         10,606              58%

    VENUE                       May 2010        May 2009    Percent Change
                                --------        --------    --------------
    Open outcry                       1,974          1,535              29%
    CME Globex                       14,041          8,443              66%
    Privately negotiated                246            159              55%
    CME ClearPort (OTC)                 507            470               8%
    *The PJM daily electricity swap futures contracts, which have an
     average rate per contract of approximately 10 cents, averaged
     72,643 in May 2010. This accounted for approximately 4 percent
     of the total Energy volume in May 2010, up from 2 percent in
     April 2010.



    ROLLING THREE-MONTH AVERAGES

    Average Daily Volume (In thousands)
                                        3-Month Period Ending
    PRODUCT LINE              May-10    Apr-10        Mar-10   Feb-10
    Interest Rates                6,147     5,393        5,120     4,728
    Equity Index                  3,119     2,724        2,815     2,662
    FX                            1,008       892          887       824
    Energy                        1,737     1,645        1,609     1,592
    Commodities/Alt.
     Investments                    773       827          786       758
    Metals                          315       296          327       319
                                    ---       ---          ---       ---
         Total                   13,098    11,778       11,544    10,884

    VENUE                     May-10    Apr-10        Mar-10   Feb-10
    Open outcry                   1,540     1,349        1,318     1,245
    Electronic                   10,916     9,809        9,562     8,996
    Privately negotiated            196       187          190       185
    CME ClearPort (OTC)             445       432          474       459




    Average Rate Per Contract (In dollars)
                                            3-Month Period Ending
    PRODUCT LINE              Apr-10        Mar-10        Feb-10   Jan-10
    Interest
     Rates                        0.492         0.503        0.511     0.511
    Equity Index                  0.712         0.713        0.726     0.735
    FX                            0.811         0.803        0.806     0.817
    Energy                        1.628         1.636        1.640     1.637
    Commodities/
     Alt.
     Investments                  1.248         1.244        1.255     1.267
    Metals                        1.696         1.734        1.703     1.851
                                  -----         -----        -----     -----
         Total                    0.809         0.821        0.838     0.852

    VENUE                     Apr-10        Mar-10        Feb-10   Jan-10
    Exchange-
     Traded                       0.746         0.754        0.770     0.784
    CME ClearPort
     (OTC)                        2.465         2.392        2.373     2.366
    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.

    All references to CME Group volume and rate per contract
     information in the text of this document exclude our non-
     traditional TRAKRS products, for which CME Group receives
     significantly lower clearing fees than other CME Group
     products, HuRLO products and credit default swap clearing.



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 largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort(R). These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex, E-mini and CME ClearPort are trademarks of Chicago Mercantile Exchange Inc. CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago. NYMEX and New York Mercantile Exchange are 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

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