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Home Markets Stocks CME Group Reports August 2007 Volume Averaged 14.9 Million Contracts per Day, Up 78 Percent


CME Group Reports August 2007 Volume Averaged 14.9 Million Contracts per Day, Up 78 Percent
added: 2007-09-05

CME Group announced August volume averaged 14.9 million contracts per day, up 78 percent from August 2006. Total monthly volume exceeded 341 million contracts, of which 77 percent was traded electronically. Total options volume averaged a record 3.0 million contracts per day, up 69 percent from August 2006. Electronic options volume averaged a record 442,000 contracts per day, up 107 percent from the same period a year ago, representing 15 percent of total CME Group options volume.

CME Group E-mini equity index product volume averaged a record 3.6 million contracts per day in August, up 155 percent compared with August 2006. CME Group achieved monthly total volume records in E-mini S&P 500 contracts, averaging 2.5 million per day; Nasdaq-100 contracts, averaging 461,000 per day; Russell 2000 contracts, averaging 336,000 per day; S&P MidCap 400 contracts, averaging 42,000 per day; and $5 Dow contracts, averaging 234,000 per day. Total equity options volume averaged 209,000 contracts per day, an 82 percent increase from the same period a year ago. Total E-mini index options volume averaged 109,000 contracts per day, more than doubling from August 2006.

CME Group interest rate product volume averaged a record 9.8 million contracts per day in August, up 67 percent from August 2006. CME Group achieved monthly total volume records in Eurodollars, 5-year and 2-year U.S. Treasury Notes of 5.6 million, 1.1 million and 468,000 contracts per day, respectively.

All references to volume and rate per contract information in the text of this document exclude our non-traditional TRAKRS products, for which CME Group receives significantly lower clearing fees than other CME Group products, and Swapstream products.

During August, a record 10 percent of Eurodollar options traded electronically and 24 percent of Treasury and Bond options were traded electronically, and a combined 12 percent of interest rate options were traded electronically.

CME Group foreign exchange product volume averaged 641,000 contracts per day in August, up 67 percent compared with the year-ago period, reaching the highest non-roll month average daily volume ever. Electronic foreign exchange volume averaged a record 608,000 contracts per day, up 75 percent compared with August 2006. August foreign exchange futures and options volume represented a notional value of $79 billion.

CME Group commodities and alternative investment products volume averaged 676,000 contracts per day in August, up 13 percent compared with the same period a year ago. Corn futures volume averaged 189,000 contracts per day, up 3 percent from August 2006. Soybean futures averaged 101,000 contracts per day, up 42 percent, and wheat futures averaged 92,000 contracts per day, up 27 percent. CME Group electronic commodities and alternative investments volume was 52 percent of total CME Group commodities and alternative investments volume in August.

NYMEX energy and metals volume on the CME Globex platform in August averaged a record 774,000 contracts per day, increasing 5 times the average daily volume for the same period a year ago.


Source: CBOT

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