CME Group Volume Averaged 11.7 Million Contracts Per Day In August 2010, Up 15 Percent Versus August 2009 And Up 8 Percent Sequentially

• Treasuries averaged 3.1 million contracts per day, up 38 percent
• FX averaged 818,000 contracts per day, up 33 percent
• Commodities averaged 964,000 contracts per day, up 31 percent

CME Group, the world's leading and most diverse derivatives marketplace, today announced that August volume averaged 11.7 million contracts per day, up 15 percent from August 2009 and up 8 percent sequentially. Total volume was 258 million contracts for August, of which 82 percent was traded electronically.

In August 2010, CME Group interest rate volume averaged 5.4 million contracts per day, up 15 percent compared with the prior August, and up 21 percent sequentially. Treasury futures volume averaged 2.8 million contracts per day, up 34 percent compared with the same period in 2009, and Treasury options volume averaged 364,000 contracts per day, up 76 percent. Eurodollar futures volume averaged 1.6 million contracts per day, down 10 percent versus August 2009, and Eurodollar options volume averaged 664,000 contracts per day, down 1 percent.

CME Group equity index volume averaged 2.6 million contracts per day, up 5 percent from August 2009. CME Group foreign exchange (FX) volume averaged 818,000 contracts per day, up 33 percent compared with the same period a year ago, reflecting average daily notional value of $104 billion. The Bank for International Settlements showed 20 percent growth for the global FX market over a three-year period (April 2007- April 2010), during which time CME Group's FX volumes grew 94 percent.

CME Group energy volume averaged 1.7 million contracts per day, up 16 percent compared with August 2009, and up 13 percent sequentially. CME Group commodities volume averaged 964,000 contracts per day, up 31 percent compared with the prior August, and up 12 percent from July 2010. CME Group metals volume averaged 226,000 contracts per day, up 23 percent compared with the same period last year.

Electronic volume averaged 9.7 million contracts per day, up 17 percent from the prior August, while privately negotiated volume increased 28 percent to 196,000 contracts per day. Average daily volume cleared through CME ClearPort was 495,000 contracts for August 2010, up 13 percent compared with August 2009. Open outcry volume averaged 1.4 million contracts per day in August, up 3 percent versus August 2009.

*The PJM daily electricity swap futures contracts, which have an average rate per contract of approximately 10 cents, averaged 64,122 in August 2010. This accounted for approximately 4 percent of the total Energy volume in August 2010, down from 7 percent in July 2010.

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.