– 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.

MONTHLY AVERAGE DAILY VOLUME (ADV)
Total Exchange ADV

( in thousands)

Feb 2011 Feb 2010
Trading Days 19 19
PRODUCT LINE Feb 2011 Feb 2010 Percent Change
Interest Rates 7,368 5,671 30%
Equity Index 2,554 2,956 -14%
FX 933 931 0%
Energy (including CME ClearPort) 2,150* 1,706 26%
Commodities 1,315 913 44%
Metals (including CME ClearPort) 352 338 4%
Total 14,672 12,515 17%
VEN UE Feb 2011 Feb 2010 Percent Change
Open outcry 1,709 1,354 26%
CME Globex 12,160 10,476 16%
Privately negotiated 254 218 16%
CME ClearPort (OTC) 548 467 17%
ROLLING THREE-MONTH AVERAGES
Average Daily Volume (In thousands)
3-Month Period Ending
PRODUCT LINE Feb-11 Jan-11 Dec-10 Nov-10
Interest Rates 5,851 5,767 5,566 5,608
Equity Index 2,407 2,510 2,545 2,837
FX 891 903 887 935
Energy 1,846 1,674 1,581 1,693
Commodities 1,057 1,048 1,067 1,125
Metals 342 391 372 365
Total 12,394 12,293 12,018 12,563
VEN UE Feb-11 Jan-11 Dec-10 Nov-10
Open outcry 1,380 1,393 1,418 1,484
Electronic 10,356 10,283 9,978 10,422
Privately negotiated 210 214 222 222
CME ClearPort (OTC) 447 402 400 434
Average Rate Per Contract (In dollars)
3-Month Period Ending
PRODUCT LINE Jan-11 Dec-10 Nov-10 Oct-10
Interest Rates 0.491 0.496 0.498 0.497
Equity Index 0.707 0.702 0.695 0.696
FX 0.811 0.804 0.795 0.793
Energy 1.637 1.631 1.606 1.558
Commodities 1.223 1.219 1.220 1.242
Metals 1.716 1.708 1.733 1.750
Total 0.816 0.813 0.815 0.816
VEN UE Jan-11 Dec-10 Nov-10 Oct-10
Exchange-Traded 0.748 0.748 0.751 0.749
CME ClearPort (OTC) 2.826 2.704 2.579 2.439

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.

As the world’s leading and most diverse derivatives marketplace, CME Group (www.cmegroup.com) is where the world comes to manage risk.  CME Group exchanges offer the widest range of global benchmark products across all major asset classes, including futures and options based on interest rates, equity indexes, foreign exchange, energy, agricultural commodities, metals, weather and real estate.   CME Group brings buyers and sellers together through its CME Globex electronic trading platform and its trading facilities in New York and Chicago.  CME Group also operates CME Clearing, one of the largest central counterparty clearing services in the world, which provides clearing and settlement services for exchange-traded contracts, as well as for over-the-counter derivatives transactions through CME ClearPort.  These products and services ensure that businesses everywhere can substantially mitigate counterparty credit risk in both listed and over-the-counter derivatives markets.

The Globe logo, CME, Chicago Mercantile Exchange, CME Group, Globex, E-mini and CME ClearPort are trademarks of Chicago Mercantile Exchange Inc.  CBOT and Chicago Board of Trade are trademarks of the Board of Trade of the City of Chicago.  NYMEX and New York Mercantile Exchange are trademarks of New York Mercantile Exchange, Inc.  COMEX is a trademark of Commodity Exchange, Inc.  All other trademarks are the property of their respective owners.  Further information about CME Group (Nasdaq: CME) and its products can be found at www.cmegroup.com.

CME-G

CONTACT: Media, William Parke, +1-312-930-3467, or Michael Shore, +1-312-930-2363, news@cmegroup.com, www.cmegroup.mediaroom.com, or Investors, John Peschier, +1-312-930-8491, all of CME Group

Web Site: http://www.cmegroup.com

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