CME Group Volume Averaged 10.2 Million Contracts per Day in August 2009, Up 5 Percent from July 2009

by CME Group 02 Sep 12:23

CHICAGO, Sept. 2 /PRNewswire-FirstCall/ — CME Group, the world’s largest and most diverse derivatives marketplace, today announced that August volume averaged 10.2 million contracts per day, down 7 percent from August 2008, but up 5 percent from July 2009 and representing the best year-over-year performance to date in 2009. Total volume was 214 million contracts for August, of which 81 percent was traded electronically. Electronic volume averaged 8.3 million contracts per day, down 6 percent from the prior August, but up 5 percent compared with July 2009. Average daily volume cleared through CME ClearPort was 440,000 contracts for August 2009, up 7 percent compared with August 2008. CME Group year-to-date volume through August averaged 10.2 million contracts per day.

CME Group interest rate volume averaged 4.7 million contracts per day, down 6 percent compared with August 2008, but up 14 percent compared with July 2009. CME Group equity index volume averaged 2.5 million contracts per day, down 10 percent compared with August 2008. CME Group foreign exchange (FX) volume experienced its highest non-roll month level to date in 2009, averaging 616,000 contracts per day, with notional value of approximately $79 billion, down 7 percent compared with the prior August. CME Group commodities and alternative investments volume averaged 735,000 contracts per day, down 14 percent from August 2008. CME Group energy volume (including volume cleared through CME ClearPort) averaged 1.5 million contracts per day for August 2009, up 5 percent compared with the same period last year. CME Group metals volume (including volume cleared through CME ClearPort) averaged 184,000 contracts per day for August 2009, down 2 3 percent compared with the prior August.