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CME total interest rate volume averaged 3.1 million contracts per day in October, up 32 percent from the same period a year ago. CME Eurodollar futures volume averaged 2.1 million contracts per day, up 26 percent month over month, and CME Eurodollar options volume was up 48 percent to an average of 1.0 million contracts per day. Electronic volume of CME Eurodollar options averaged 77,000 contracts per day during the month, up 127 percent from October 2005 and representing 8.0 percent of Eurodollar options volume.
CME E-mini equity index volume averaged 1.6 million contracts per day in October, down 4 percent compared with October 2005. Total equity options volume grew 28 percent from the same period a year ago, to average 129,000 contracts per day. CME E-mini options volume averaged a record 59,000 contracts per day, up 25 percent from October 2005. CME equity standard volume grew 2 percent to average 125,000 contracts per day.
CME foreign exchange volume in October averaged 407,000 contracts per day, up 24 percent compared with the year-ago period. Electronic foreign exchange volume increased 31 percent to average 363,000 contracts per day compared with October 2005.
All statistics in this news release exclude data on CME's non-traditional TRAKRS(R) products, and CME Auction Markets(TM) products, unless otherwise noted. All references to options refer to options on futures contracts.
CME commodities and alternative investments volume averaged 71,000 contracts per day in October, up 37 percent from the same period a year ago.
NYMEX volume on the CME Globex platform averaged a record 332,000 contracts per day in October, quadrupling since June 2006, when products were first available to trade under the current NYMEX-CME agreement. Additionally, NYMEX volume on Globex reached a daily record of 415,437 contracts on the last day of the month, topping the previous record of 411,265 contracts traded on October 19.
CME MONTHLY AVERAGE DAILY VOLUME (In Thousands)
October 2006 October 2005 Percent Change
CME PRODUCT LINE
Interest Rates 3,115 2,351 32%
E-Minis 1,570 1,634 -4%
Equity Standard 125 123 2%
Foreign Exchange 407 328 24%
Commodities and Alt. Inv. 71 52 37%
Sub Total 5,288 4,488 18%
TRAKRS 172 21 707%
Total 5,460 4,509 21%
VENUE
Open Outcry 1,349 1,114 21%
CME Globex (Ex TRAKRS) 3,895 3,328 17%
Privately Negotiated 44 46 -4%
Note: CME Weather and GSCI products moved from Equity Standard to
Commodities in April, and prior months were adjusted.
CME ROLLING THREE-MONTH AVERAGES (excluding TRAKRS)
Average Rate Per Contract (In Dollars)
3-Month By Product Line By Venue
Period Commod-
Ending ities Pri-
and vately
Interest E-Minis Equity Foreign Alt. Open CME Nego-
Rates Standard Exchange Inv. Total Outcry Globex tiated
Sep-06 0.496 0.712 1.338 1.146 0.939 0.641 0.475 0.668 3.545
Aug-06 0.484 0.690 1.403 1.131 0.944 0.629 0.467 0.661 3.620
Jul-06 0.486 0.691 1.406 1.110 0.913 0.637 0.484 0.662 3.814
Jun-06 0.477 0.698 1.421 1.119 0.921 0.632 0.480 0.657 3.785
Average Daily Volume (In Thousands)
3-Month By Product Line By Venue
Period Commod-
Ending ities Pri-
and vately
Interest E-Minis Equity Foreign Alt. Open CME Nego-
Rates Standard Exchange Inv. Total Outcry Globex tiated
Oct-06 3,204 1,535 150 433 74 5,397 1,490 3,855 52
Sep-06 3,148 1,564 154 423 78 5,367 1,517 3,801 50
Aug-06 3,194 1,685 166 411 78 5,535 1,629 3,858 48
Jul-06 3,144 1,818 179 452 84 5,677 1,586 4,046 44
CME ( http://www.cme.com ) is the world's largest and most diverse financial exchange. As an international marketplace, CME brings together buyers and sellers on the CME Globex(R) electronic trading platform and on its trading floors. CME offers futures and options on futures in these product areas: interest rates, stock indexes, foreign exchange, agricultural commodities, energy, and alternative investment products such as weather, real estate and economic derivatives. CME is a wholly-owned subsidiary of Chicago Mercantile Exchange Holdings Inc. (NYSE, Nasdaq: CME), which is part of the Russell 1000(R) Index and the S&P 500(R) Index.
Statements in this news release that are not historical facts are forward- looking statements. These statements are not guarantees of future performance and involve risks, uncertainties and assumptions that are difficult to predict. Therefore, actual outcomes and results may differ materially from what is expressed or implied in any forward-looking statements. More detailed information about factors that may affect our performance may be found in our filings with the Securities and Exchange Commission, including our most recent Quarterly Report on Form 10-Q, which can be obtained at its Web site at http://www.sec.gov . We undertake no obligation to publicly update any forward-looking statements, whether as a result of new information, future events or otherwise.
Chicago Mercantile Exchange, CME, the globe logo, CME Globex and E-mini are trademarks of Chicago Mercantile Exchange Inc. CLEARING 21 is a registered trademark of CME and New York Mercantile Exchange, Inc. S&P, S&P 500, NASDAQ-100, Nikkei 225, Russell 1000, Russell 2000, TRAKRS, Total Return Asset Contracts and other trade names, service marks, trademarks and registered trademarks that are not proprietary to Chicago Mercantile Exchange Inc. are the property of their respective owners, and are used herein under license. Further information about CME and its products is available on the CME Web site at http://www.cme.com.
