CME Group Averaged 14.7 Million Contracts Per Day In Third-Quarter 2011, Up 27 Percent From Third-Quarter 2010 - Record Quarterly Metals Volume, Up 77 Percent - Record Quarterly Equity Index Volume, Up 44 Percent - September Average Daily Volume Of 14.0 Million Contracts, Up 16 Percent

CME Group, the world's leading and most diverse derivatives marketplace, today announced September volume averaged 14.0 million contracts per day, up 16 percent from September 2010.  Total volume for September was 294 million contracts, of which 85 percent was traded electronically.

In September 2011, CME Group interest rate volume averaged 5.3 million contracts per day, up 3 percent compared with September 2010.  Treasury futures volume averaged 2.4 million contracts per day, up 6 percent compared with same period a year ago.  Treasury options volume averaged 287,000 contracts per day, down 27 percent from September 2010.  Eurodollar futures volume averaged 1.9 million contracts per day, up 2 percent versus the prior September, and Eurodollar options volume averaged 748,000 contracts per day, up 22 percent.

CME Group equity index volume averaged 4.4 million contracts per day, up 46 percent from September 2010.  CME Group foreign exchange (FX) volume averaged 1.1 million contracts per day, up 14 percent compared with the same period a year ago, reflecting average daily notional value of $143 billion, up 16 percent year-over-year.  CME Group September FX monthly average daily volume included records across ten different currency pairs in both major and emerging market currencies.

CME Group energy volume averaged 1.7 million contracts per day, down 4 percent compared with September 2010.  CME Group agricultural commodities volume averaged 1.1 million contracts per day, up 11 percent compared with the prior September.  CME Group metals volume averaged 453,000 contracts per day, up 84 percent compared with the same period last year.

Electronic volume averaged 11.9 million contracts per day in September 2011, up 19 percent from September 2010, while privately negotiated volume increased 22 percent to 239,000 contracts per day.  Average daily volume cleared through CME ClearPort was 433,000 contracts in September 2011 – including record volume in FX and metals – but down 4 percent overall compared with September 2010.  Open outcry volume averaged 1.4 million contracts per day, up 2 percent versus the prior September.

During the third quarter, CME Group interest rate volume averaged 6.5 million contracts per day, up 30 percent compared with third-quarter 2010.  Treasury futures volume averaged 2.9 million contracts per day, up 24 percent compared with the same period a year ago.  Treasury options volume averaged 331,000 contracts per day, running even with the same period last year.  Eurodollar futures volume averaged 2.3 million contracts per day, up 40 percent versus third-quarter 2010, and Eurodollar options volume averaged 908,000 contracts per day, up 41 percent.

CME Group equity index volume averaged a record 4.0 million contracts per day, up 44 percent from third-quarter 2010, with record E-mini S&P 500 volume of 3.3 million contracts.  CME Group FX volume averaged 988,000 contracts per day, up 14 percent compared with the same period a year ago, reflecting average daily notional value of $135 billion, up 23 percent year-over-year.

CME Group energy volume averaged 1.7 million contracts per day, up 1 percent compared with third-quarter 2010.  CME Group agricultural commodities volume averaged 1.0 million contracts per day, up 10 percent compared with the prior third quarter.  CME Group metals volume averaged a record 454,000 contracts per day, up 77 percent compared with the same period last year.

Electronic volume averaged 12.5 million contracts per day in third-quarter 2011, up 30 percent from third-quarter 2010, while privately negotiated volume increased 42 percent to 257,000 contracts per day.  Average daily volume cleared through CME ClearPort was 426,000 contracts, down 9 percent compared with third-quarter 2010.  Open outcry volume averaged 1.6 million contracts per day, up 17 percent versus the same period in 2010.

ROLLING THREE-MONTH AVERAGES

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.