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- Record monthly volumes in E-mini equity indexes, up 66 percent, and FX, up 32 percent
- Third-quarter volume averaged 13.2 million contracts per day, assuming combined CME Group/NYMEX volumes for the entire quarter
- Record quarterly volumes in E-mini equity indexes, up 19 percent, and FX, up 12 percent
- September OTC volume on ClearPort up 44 percent
- Year-to-date average daily volume through September up 10 percent on a combined basis
CME Group, the world's largest and most diverse derivatives exchange, today announced that September 2008 volume averaged 15.7 million contracts per day, up 18 percent from September 2007 and up 44 percent compared with August 2008, assuming combined CME Group/NYMEX volumes. Total monthly volume exceeded 328 million contracts, a record 81 percent of which were traded electronically. On a combined basis, CME Group third-quarter 2008 volume averaged 13.2 million contracts per day, down 7 percent from the same period last year. On the same basis, CME Group year-to-date 2008 volume through September averaged 13.9 million contracts per day, up 10 percent from the same period in 2007.
September 2008 Highlights
CME Group E-mini equity index volume averaged a record 4.8 million contracts per day, up 66 percent compared with September 2007. CME Group foreign exchange (FX) contracts volume averaged a record 835,000 contracts per day, up 32 percent, and represented a record average daily notional value of $111 billion, up 41 percent. CME Group interest rate volume averaged 7.1 million contracts per day, down 1 percent compared with the same period in 2007. CME Group commodities and alternative investments volume averaged 736,000 contracts per day, up 3 percent from September 2007.
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, and Swapstream products.
Total NYMEX volume averaged 1.9 million contracts for September 2008, up 17 percent compared with the same period last year. Monthly NYMEX energy futures and options volume averaged 1.0 million contracts per day, up 5 percent from September 2007. COMEX metals volume averaged 266,000 contracts per day for September 2008, up 65 percent. Average daily volume on NYMEX ClearPort was 521,000 contracts for September 2008, up 44 percent compared with September 2007. The remaining NYMEX volume of 65,000 trades per day consisted of other transactions, which include position transfers and exchanges.
Third-Quarter 2008 Highlights
CME Group E-mini equity index volume averaged a record 3.6 million contracts per day, up 19 percent compared with third-quarter 2007. CME Group FX volume averaged a record 710,000 contracts per day, up 12 percent, and represented a record average daily notional value of $97 billion, up 24 percent. CME Group commodities and alternative investments volume averaged 822,000 contracts per day, up 15 percent from the same period in 2007. CME Group interest rate volume averaged 6.0 million contracts per day, down 25 percent compared with the third quarter last year.
Total NYMEX volume averaged 1.8 million contracts for third-quarter 2008, up 23 percent compared with third-quarter 2007. Quarterly NYMEX energy futures and options volume averaged 1.0 million contracts per day, up 12 percent from the same period last year. COMEX metals volume averaged 250,000 contracts per day for third-quarter 2008, up 66 percent. Average daily volume on NYMEX ClearPort was 492,000 contracts, up 40 percent compared with the same period in 2007. The remaining NYMEX volume of 65,000 trades per day consisted of other transactions, which include position transfers and exchanges.