Thu, Apr 17, 2014
A A A
Welcome Guest
Free Trial RSS
Get FREE trial access to our award winning publications
Industry Updates

CME Group volume averaged all time record of 16.8m contracts per day in May (Up 58%)

Wednesday, June 02, 2010
Opalesque Industry Updates - CME Group, the world's leading and most diverse derivatives marketplace, today announced that May volume averaged an all-time record of 16.8 million contracts per day, up 58 percent from May 2009. Total volume was 335 million contracts for May, of which 84 percent was traded electronically.

In May 2010, CME Group interest rate volume averaged 8.1 million contracts per day, up 72 percent compared with the prior May, representing the highest year-over-year growth for the past several years. Treasury futures volume averaged 3.6 million contracts per day, up 90 percent compared with the same period in 2009, and Treasury options volume averaged 317,000 contracts per day, up 19 percent. Eurodollar futures volume averaged 2.9 million contracts per day, up 67 percent versus May 2009, while Eurodollar options volume averaged 1.2 million contracts per day, up 54 percent.

CME Group equity index volume averaged 4.2 million contracts per day, up 41 percent from May 2009, reflecting the first positive year-over-year growth since May 2009. CME Group foreign exchange (FX) volume averaged a record 1.3 million contracts per day, up 140 percent compared with the same period a year ago, reflecting a record average daily notional value of $161 billion. Several individual FX contracts achieved record average daily volume in May, including Australian dollar futures, British pound futures, Canadian dollar futures, E-mini Euro FX futures, E-mini Japanese yen futures, Euro FX futures, Euro FX options and E-micro Euro-U.S. dollar futures.

CME Group energy volume averaged a record 2.0 million contracts per day, up 42 percent compared with May 2009, driven primarily by all-time record volume for WTI and refined products. Record WTI futures and options volume averaged 1.1 million contracts per day, up 76 percent versus May 2009, while refined products averaged a record 284,000 contracts, up 42 percent. CME Group commodities and alternative investments volume averaged 731,000 contracts per day, level with the prior May. CME Group metals volume averaged a record 398,000 contracts per day, up 93 percent compared with the same period last year.

Open outcry volume averaged 2.0 million contracts in May, up 29 percent versus May 2009. Electronic volume averaged a record 14.0 million contracts per day, up 66 percent from the prior May, while privately negotiated volume increased 55 percent to 246,000 contracts per day. Average daily volume cleared through CME ClearPort was 507,000 contracts for May 2010, up 8 percent compared with May 2009.

Source

kb

What do you think?

   Use "anonymous" as my name    |   Alert me via email on new comments   |   
Banner
Today's Exclusives Today's Other Voices More Exclusives
Previous Opalesque Exclusives                                  
More Other Voices
Previous Other Voices                                               
Access Alternative Market Briefing
  • Top Forwarded
  • Top Tracked
  • Top Searched
  1. Opalesque Exclusive: European stock-picking fund up 19% YTD, bets on small caps’ high cash level[more]

    Benedicte Gravrand, Opalesque Geneva for New Managers: Here is a European long/short equity fund that has been beating the odds since its 2008 inception by employing its own investment model, frequent company visits

  2. CTAs could face new challenges in a rising rates environment[more]

    Bailey McCann, Opalesque New York: CTAs have taken a beating performance wise lately, and asset flows reports show that investors aren't sticking around to see how the movie ends. Now, a new white paper from Roy Niederhoffer and Coen Weddepohl notes that as interest rates start to tick back u

  3. Investing – Big hedge funds bought Puerto Rico's junk bonds, Fidelity explores new trading venue amid flash trade concerns, Crisis-era Greek bonds reward early buyers with big effective returns, Cargill unit discloses stake in Freddie preferred[more]

    Big hedge funds bought Puerto Rico's junk bonds From Reuters.com: Several large hedge funds doubled down on Puerto Rico in last month's giant bond sale despite the U.S. territory's financial struggles, the Wall Street Journal reported, citing confidential documents reviewed by the newspa

  4. Opalesque TV: First Trust Advisors launches liquid alternatives platform[more]

    Bailey McCann, Opalesque New York: First Trust Advisors is launching a new liquid alternatives platform aimed at building on the companies existing alternative ETFs offering by adding hedged mutual funds. Senior Portfolio Managers Rob Guttschow and John Gambla recently sat down in an

  5. Commodities – Popular value fund manager David Iben bets on Russia, gold,[more]

    From Reuters.com: With large bets on Russia and North American gold miners, one of the best performing stock pickers in the wake of the 2008 financial crisis is back with a new fund that reflects his deep aversion to following the crowd. In the Kopernik Global All-Cap Fund, David Iben is follo