In June, CME average daily volume was 4.2 million contracts, up 34 percent from June 2004. Representing 71 percent of total exchange volume during June, trading on the CME Globex platform averaged 3.0 million contracts per day, up 78 percent from June 2004. CME’s foreign exchange (FX) markets hit a monthly average daily volume record of 388,000 contracts per day, an increase of 91 percent from the same period a year ago.
Second-quarter results include the following highlights:
- During the quarter, CME’s FX markets averaged a record 332,000 contracts per day, representing a notional value of $43 billion per day and an increase of 89 percent from the same period a year ago. Electronic trading in CME FX markets more than doubled from last year’s levels, reaching more than 265,000 contracts per day.
- Record trading in CME interest rate products of 2.6 million contracts per day was up 36 percent compared with second-quarter 2004.
- Average daily volume of CME Eurodollar futures on the CME Globex platform in the second quarter grew to 1.5 million contracts, up from 523,000 contracts per day in second-quarter 2004.
- CME’s record E-mini™ volume of 1.3 million contracts per day was up 21 percent compared with the same period a year ago.
- In addition to CME’s overall FX monthly volume record, CME electronic FX reached a record 304,000 contracts per day in June, up 151 percent from June 2004.
- CME’s E-mini™ volume reached 1.2 million contracts during June 2005, up 35 percent compared with June 2004.
- CME’s interest rate product line averaged 2.4 million contracts per day and was up 31 percent compared with June 2004.
- CME Eurodollar futures on CME Globex averaged 1.5 million contracts per day in June 2005.
|
|
Q2 2005 |
Q2 2004 |
Percent Change |
|
CME PRODUCT LINE |
|
|
|
|
Interest Rates |
2,577 |
1,889 |
36% |
|
E-Minis |
1,301 |
1,075 |
21% |
|
Equity Standard |
124 |
112 |
11% |
|
Foreign Exchange |
332 |
176 |
89% |
|
Commodities |
46 |
41 |
15% |
|
Sub Total |
4,380 |
3,293 |
33% |
|
trakrs |
21 |
68 |
-68% |
|
Total |
4,401 |
3,360 |
31% |
|
|
|
|
|
|
VENUE |
|
|
|
|
Open Outcry |
1,210 |
1,534 |
-21% |
|
CME Globex (Ex trakrs) |
3,122 |
1,720 |
82% |
|
Privately Negotiated |
47 |
39 |
19% |
CME MONTHLY AVERAGE DAILY VOLUME (In Thousands)
|
|
June 2005 |
June 2004 |
Percent Change |
|
CME PRODUCT LINE |
|
|
|
|
Interest Rates |
2,420 |
1,852 |
31% |
|
E-Minis |
1,226 |
910 |
35% |
|
Equity Standard |
162 |
151 |
7% |
|
Foreign Exchange |
389 |
204 |
91% |
|
Commodities |
46 |
39 |
17% |
|
Sub Total |
4,243 |
3,156 |
34% |
|
trakrs |
13 |
41 |
-67% |
|
Total |
4,256 |
3,196 |
33% |
|
|
|
|
|
|
VENUE |
|
|
|
|
Open Outcry |
1,170 |
1,413 |
-17% |
|
Globex (Ex trakrs) |
3,017 |
1,694 |
78% |
|
Privately Negotiated |
55 |
48 |
14% |
|
First Half 2005 |
First Half 2004 |
Percent Change |
|
CME PRODUCT LINE |
|
|
|
|
Interest Rates |
2,410 |
1,655 |
46% |
|
E-Minis |
1,270 |
1,072 |
18% |
|
Equity Standard |
126 |
115 |
10% |
|
Foreign Exchange |
313 |
182 |
72% |
|
Commodities |
49 |
39 |
26% |
|
Sub Total |
4,168 |
3,063 |
36% |
|
trakrs |
26 |
92 |
-72% |
|
Total |
4,194 |
3,155 |
33% |
|
|
|
|
|
|
VENUE |
|
|
|
|
Open Outcry |
1,242 |
1,490 |
-17% |
|
CME Globex (Ex trakrs) |
2,876 |
1,534 |
87% |
|
Privately Negotiated |
50 |
39 |
28% |
CME RATE PER CONTRACT THROUGH MAY 2005 (excluding trakrs)
Average Rate Per Contract (In Dollars)
Rolling Three-Month Average
|
3-Month Period Ending |
By Product Line |
Total |
By Venue |
||||||
|
Interest Rates |
Equity Mini |
Equity Standard |
Currency |
Commodity |
Open Outcry |
CME Globex |
Privately Negotiated |
||
|
May-05 |
0.510 |
0.684 |
1.336 |
1.414 |
0.883 |
0.655 |
0.471 |
0.686 |
3.637 |
|
Apr-05 |
0.514 |
0.679 |
1.330 |
1.459 |
0.906 |
0.658 |
0.460 |
0.701 |
3.686 |
|
Mar-05 |
0.521 |
0.663 |
1.315 |
1.483 |
0.904 |
0.668 |
0.475 |
0.704 |
3.611 |
Average Daily Volume (In Thousands)
Rolling Three-Month Average
|
3-Month Period Ending |
By Product Line |
Total |
By Venue |
||||||
|
Interest Rates |
Equity Mini |
Equity Standard |
Currency |
Commodity |
Open Outcry |
CME Globex |
Privately Negotiated |
||
|
May-05 |
2,574 |
1,334 |
130 |
310 |
50 |
4,397 |
1,308 |
3,041 |
49 |
|
Apr-05 |
2,540 |
1,308 |
131 |
301 |
47 |
4,326 |
1,372 |
2,905 |
49 |
|
Mar-05 |
2,235 |
1,237 |
129 |
294 |
51 |
3,946 |
1,276 |
2,618 |
52 |
