CME Group Volume Averaged 14.7 Million Contracts Per Day In February 2011, Up 17 Percent - Record Energy Average Daily Volume Of 2.2 Million Contracts, Up 26 Percent - Record Light Sweet Crude Oil (WTI) Average Daily Volume Of 935,000 Contracts, Up 39 Percent - Record Agricultural Commodities Average Daily Volume Of 1.3 Million Contracts, Up 44 Percent

CME Group, the world's leading and most diverse derivatives marketplace, today announced February volume averaged 14.7 million contracts per day, up 17 percent from February 2010, and up 19 percent from January 2011. Total volume for February was 279 million contracts, of which 83 percent was traded electronically.

In February 2011, CME Group interest rate volume averaged 7.4 million contracts per day, up 30 percent compared with the prior February, and was the highest monthly average daily volume since May 2010.  Treasury futures volume averaged 3.3 million contracts per day, up 24 percent compared with the same period in 2010, and Treasury options volume averaged 372,000 contracts per day, up 36 percent.  Eurodollar futures volume averaged 2.7 million contracts per day, up 35 percent versus February 2010, and Eurodollar options volume averaged 890,000 contracts per day, up 45 percent.

CME Group equity index volume averaged 2.6 million contracts per day, down 14 percent from February 2010.  CME Group foreign exchange (FX) volume averaged 933,000 contracts per day, in line with the same period a year ago, reflecting average daily notional value of $126 billion.

CME Group energy volume averaged 2.2 million contracts per day, up 26 percent compared with February 2010.  Driving this strong growth in energy, WTI futures and options were up 39 percent and 35 percent for the month, respectively.  The options contract set its third daily volume record of the year, with 325,000 contracts on February 23, surpassing the previous record of 294,000 contracts set at the end of January 2011.

CME Group agricultural commodities volume averaged a record 1.3 million contracts per day, up 44 percent compared with the prior February.  CME Group metals volume averaged 352,000 contracts per day, up 4 percent compared with the same period last year.

Electronic volume averaged 12.2 million contracts per day, up 16 percent from the prior February, while privately negotiated volume increased 16 percent, to 254,000 contracts per day. Average daily volume cleared through CME ClearPort was 548,000 contracts for February 2011, up 17 percent compared with February 2010.  Open outcry volume averaged 1.7 million contracts per day in February 2011, up 26 percent versus the prior February.

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.