CME Group Volume Averaged 14.9 Million Contracts Per Day In June 2011, Up 22 Percent From June 2010 - Fifty Percent Increase In June Interest Rate Volume - Double-Digit Monthly And Quarterly Year-Over-Year Growth In Agricultural Commodities And Metals Volumes

CME Group, the world's leading and most diverse derivatives marketplace, today announced June volume averaged 14.9 million contracts per day, up 22 percent from June 2010.  Total volume for June was 327 million contracts, of which a record 85 percent was traded electronically.  June 2011 month-end open interest reached 94 million contracts, up 9 percent from the same period last year.  Second-quarter 2011 volume averaged 13.5 million contracts per day, in line with strong second-quarter 2010 results which included record May 2010 average daily volume. 

In June 2011, CME Group interest rate volume averaged 7.1 million contracts per day, up 50 percent compared with June 2010.  Treasury futures volume averaged 2.9 million contracts per day, up 44 percent compared with same period a year ago.  Treasury options volume averaged 351,000 contracts per day, up 43 percent from June 2010.  Eurodollar futures volume averaged 2.8 million contracts per day, up 69 percent versus prior June, and Eurodollar options volume averaged 839,000 contracts per day, up 30 percent, and included a monthly record for 2-Year Eurodollar Midcurve options.

CME Group equity index volume averaged 3.5 million contracts per day, up 28 percent from May 2011, but down 3 percent from June 2010.  CME Group foreign exchange (FX) volume averaged 977,000 contracts per day, in line with prior month and with the same period a year ago, reflecting average daily notional value of $134 billion.

CME Group energy volume averaged 1.8 million contracts per day, up 6 percent compared with June 2010.  CME Group agricultural commodities volume averaged 1.2 million contracts per day, up 32 percent compared with the prior June, and up 27 percent sequentially.  CME Group metals volume averaged 326,000 contracts per day, up 20 percent compared with the same period last year.

Electronic volume averaged 12.7 million contracts per day in June 2011, up 23 percent from June 2010, while privately negotiated volume increased 62 percent to 293,000 contracts per day.  Average daily volume cleared through CME ClearPort was 432,000 contracts, down 4 percent compared with June 2010.  Open outcry volume averaged 1.5 million contracts per day, up 15 percent versus the prior June.

 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.