CME Group Volume Averaged 12.4 Million Contracts Per Day In October 2011, Up 9 Percent From October 2010

CME Group, the world's leading and most diverse derivatives marketplace, today announced October volume averaged 12.4 million contracts per day, up 9 percent from October 2010.  Total volume for October was 261 million contracts, of which 85 percent was traded electronically.

In October 2011, CME Group interest rate volume averaged 4.8 million contracts per day, up 2 percent compared with October 2010.  Treasury futures volume averaged 2.2 million contracts per day, up 8 percent compared with same period a year ago.  Treasury options volume averaged 290,000 contracts per day, down 21 percent from October 2010.  Eurodollar futures volume averaged 1.6 million contracts per day, in line with the prior October, and Eurodollar options volume averaged 629,000 contracts per day, up 1 percent.

CME Group equity index volume averaged 3.4 million contracts per day, up 29 percent from October 2010.  CME Group foreign exchange (FX) volume averaged 926,000 contracts per day, up 4 percent compared with the same period a year ago, reflecting average daily notional value of $122 billion.

CME Group energy volume averaged 1.9 million contracts per day, up 10 percent compared withOctober 2010.  CME Group agricultural commodities volume averaged 1.1 million contracts per day, down 3 percent compared with the prior October.  CME Group metals volume averaged 303,000 contracts per day, down 14 percent compared with the same period last year.

Electronic volume averaged 10.5 million contracts per day in October 2011, up 11 percent from October 2010, while privately negotiated volume increased 1 percent, to 212,000 contracts per day.  Average daily volume cleared through CME ClearPort was 492,000 contracts in October 2011, up 10 percent compared with October 2010.  Open outcry volume averaged 1.2 million contracts per day, down 11 percent versus the prior October.

ROLLING THREE-MONTH AVERAGES

Average Daily Volume (In thousands)

Average Rate Per Contract (In dollars)

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.