Thu, Aug 21, 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   |   
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. Institutions – Texas Employees sets 2015 tactical plan for alternatives, CalPERS' real estate consultant cautions the pension fund's investment committee, Why Sunsuper likes hedge funds[more]

    Texas Employees sets 2015 tactical plan for alternatives From PIOnline.com: Texas Employees Retirement System will invest in up to four new hedge funds in the next fiscal year, which begins Sept. 1. Trustees approved 2015 tactical investment plans for the hedge fund, private equity and in

  2. Private equity follows hedge funds into reinsurance for long-term capital[more]

    From Artemis.bm: It’s not just hedge funds that are entering the insurance and reinsurance market in search of so-called long-term capital to put to work in their strategies, private equity firms targeting the space are also seeking opportunities to add assets under management. The entry of large pr

  3. North America – New York City’s next hot neighborhoods targeted with property funds[more]

    From Bloomberg.com: New York’s real estate world is filled with tales of ordinary people who bought property decades ago and saw values skyrocket to the millions. Seth Weissman is seeking investors to get in early on the next hot neighborhoods. The veteran of Goldman Sachs Group Inc. and hedge

  4. Investing – George Soros bets $2bn on stock market collapse, Warren Buffett's Berkshire reveals Charter stake, cuts DirecTV, Hedge funds lusting to cash out of MGM, Top hedge fund managers are buying Ally Financial, Hedge funds dumped 5m Herbalife shares in Q2, Paulson & Co hedge fund ups Puerto Rico real estate bet, Netflix Inc., Citigroup Inc, Google Inc are top new picks in Tiger Management’s 13F[more]

    George Soros bets $2bn on stock market collapse From Newsmax.com: Billionaire investor George Soros has increased his financial bet that U.S. stocks will collapse to more than $2 billion. The legendary hedge fund manager has been raising his negative bet on the Standard & Poor's 500 Inde

  5. Investors now net short S&P500 and increased Russell shorts, technicals suggest further selling[more]

    Komfie Manalo, Opalesque Asia: Market Neutral funds increased their market exposure to -1% net short from -6% net short last week, according to Bank of America Merrill Lynch’s Hedge Fund Monitor. The report also added