- Fourth-quarter volume averaged 12.0 million contracts per day, up 17 percent
- December volume averaged 10.5 million contracts per day, up 15 percent
- Fourth-quarter agricultural commodities average daily volume set record, up 42 percent
- Fourth-quarter metals average daily volume set record, up 27 percent
CME Group, the world's leading and most diverse derivatives marketplace, today announced that 2010 volume averaged 12.2 million contracts per day, up 19 percent from 2009. Highlights for the year included average daily volume growth above 40 percent for foreign exchange (FX) and metals products, as well as double-digit growth in interest rates, energy and agricultural commodities. Year-end open interest for 2010 increased 9 percent compared with year-end 2009. Fourth-quarter volume averaged 12.0 million contracts per day, up 17 percent from fourth-quarter 2009, and included record average daily volumes in agricultural commodities and metals and double-digit average daily volume growth in interest rates, FX, agricultural commodities and metals product lines.
In December,
Electronic volume averaged 8.8 million contracts per day, up 16 percent from
the prior December, while privately negotiated volume increased 22 percent, to
196,000 contracts per day. Average daily volume cleared through CME ClearPort
was 351,000 contracts for
MONTHLY AVERAGE DAILY VOLUME (ADV) |
|||||
Total Exchange ADV ( in thousands) |
|||||
Dec 2010 |
Dec 2009 |
||||
Trading Days |
22 |
22 |
|||
PRODUCT LINE |
Dec 2010 |
Dec 2009 |
Percent Change |
||
Interest Rates |
5,031 |
3,886 |
29% |
||
Equity Index |
2,147 |
2,238 |
-4% |
||
FX |
811 |
735 |
10% |
||
Energy (including CME ClearPort) |
1,433* |
1,448 |
-1% |
||
Commodities |
836 |
612 |
37% |
||
Metals (including CME ClearPort) |
270 |
273 |
-1% |
||
Total |
10,528 |
9,191 |
15% |
||
VENUE |
Dec 2010 |
Dec 2009 |
Percent Change |
||
Open outcry |
1,203 |
1,087 |
11% |
||
CME Globex |
8,777 |
7,540 |
16% |
||
Privately negotiated |
196 |
160 |
22% |
||
CME ClearPort (OTC) |
351 |
403 |
-13% |
||
* The PJM daily electricity swap futures contracts, which have an average
rate per contract of approximately
QUARTERLY AVERAGE DAILY VOLUME (ADV) |
||||||
Total Exchange ADV ( in thousands) |
||||||
Q4 2010 |
Q4 2009 |
|||||
Trading Days |
64 |
64 |
||||
PRODUCT LINE |
Q4 2010 |
Q4 2009 |
Percent Change |
|||
Interest Rates |
5,566 |
4,368 |
27% |
|||
Equity Index |
2,545 |
2,515 |
1% |
|||
FX |
887 |
754 |
18% |
|||
Energy (including CME ClearPort) |
1,581* |
1,564 |
1% |
|||
Commodities |
1,067 |
750 |
42% |
|||
Metals (including CME ClearPort) |
372 |
292 |
27% |
|||
Total |
12,018 |
10,243 |
17% |
|||
VENUE |
Q4 2010 |
Q4 2009 |
Percent Change |
|||
Open outcry |
1,418 |
1,210 |
17% |
|||
CME Globex |
9,978 |
8,399 |
19% |
|||
Privately negotiated |
222 |
170 |
31% |
|||
CME ClearPort (OTC) |
400 |
464 |
-14% |
|||
*The PJM daily electricity swap futures contracts, which have an average rate
per contract of approximately
ANNUAL AVERAGE DAILY VOLUME (ADV) |
|||||||
Total Exchange ADV ( in thousands) |
|||||||
2010 |
2009 |
||||||
Trading Days |
253 |
252 |
|||||
PRODUCT LINE |
2010 |
2009 |
Percent Change |
||||
Interest Rates |
5,449 |
4,260 |
30% |
||||
Equity Index |
2,907 |
2,917 |
0% |
||||
FX |
919 |
624 |
47% |
||||
Energy (including CME ClearPort) |
1,662 |
1,492 |
11% |
||||
Commodities |
913 |
740 |
23% |
||||
Metals (including CME ClearPort) |
316 |
225 |
40% |
||||
Total |
12,167 |
10,258 |
19% |
||||
VENUE |
2010 |
2009 |
Percent Change |
||||
Open outcry |
1,401 |
1,309 |
7% |
||||
CME Globex |
10,120 |
8,290 |
22% |
||||
Privately negotiated |
198 |
164 |
21% |
||||
CME ClearPort (OTC) |
447 |
494 |
-10% |
||||
ROLLING THREE-MONTH AVERAGES Average Daily Volume (In thousands) |
|||||
3-Month Period Ending |
|||||
PRODUCT LINE |
Dec-10 |
Nov-10 |
Oct-10 |
Sep-10 |
|
Interest Rates |
5,566 |
5,608 |
5,098 |
5,020 |
|
Equity Index |
2,545 |
2,837 |
2,746 |
2,809 |
|
FX |
887 |
935 |
885 |
866 |
|
Energy |
1,581 |
1,693 |
1,725 |
1,657 |
|
Commodities |
1,067 |
1,125 |
1,025 |
941 |
|
Metals |
372 |
365 |
273 |
257 |
|
Total |
12,018 |
12,563 |
11,752 |
11,550 |
|
VENUE |
Dec-10 |
Nov-10 |
Oct-10 |
Sep-10 |
|
Open outcry |
1,418 |
1,484 |
1,372 |
1,327 |
|
Electronic |
9,978 |
10,422 |
9,715 |
9,574 |
|
Privately negotiated |
222 |
222 |
200 |
181 |
|
CME ClearPort (OTC) |
400 |
434 |
465 |
468 |
|
Average Rate Per Contract (In dollars) |
|||||
3-Month Period Ending |
|||||
PRODUCT LINE |
Nov-10 |
Oct-10 |
Sep-10 |
Aug-10 |
|
Interest Rates |
0.498 |
0.497 |
0.495 |
0.493 |
|
Equity Index |
0.695 |
0.696 |
0.708 |
0.709 |
|
FX |
0.795 |
0.793 |
0.795 |
0.791 |
|
Energy |
1.606 |
1.558 |
1.540 |
1.542 |
|
Commodities |
1.220 |
1.242 |
1.256 |
1.287 |
|
Metals |
1.733 |
1.750 |
1.791 |
1.743 |
|
Total |
0.815 |
0.816 |
0.810 |
0.811 |
|
VENUE |
Nov-10 |
Oct-10 |
Sep-10 |
Aug-10 |
|
Exchange-Traded |
0.751 |
0.749 |
0.747 |
0.747 |
|
CME ClearPort (OTC) |
2.579 |
2.439 |
2.292 |
2.317 |
|
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.
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